LBFGS and OWL-QN optimization algorithms
Project description
PyLBFGS
This is a Python wrapper around Naoaki Okazaki (chokkan)’s liblbfgs library of quasi-Newton optimization routines (limited memory BFGS and OWL-QN).
This package aims to provide a cleaner interface to the LBFGS algorithm than is currently available in SciPy, and to provide the OWL-QN algorithm to Python users.
Installing
Type:
pip install pylbfgs
Hacking
Type:
python setup.py build_ext -i
to build PyLBFGS in-place, i.e. without installing it.
To run the test suite, make sure you have Nose installed, and type:
nosetests tests/
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