stochQN
Stochastic Limited Memory Quasi-Newton Optimizers
Implementations of stochastic, limited-memory quasi-Newton optimizers, similar in spirit to the LBFGS (Limited-memory Broyden-Fletcher-Goldfarb-Shanno) algorithm, for smooth stochastic optimization. Implements the following methods: oLBFGS (online LBFGS) (Schraudolph, N.N., Yu, J. and Guenter, S., 2007 <http://proceedings.mlr.press/v2/schraudolph07a.html>), SQN (stochastic quasi-Newton) (Byrd, R.H., Hansen, S.L., Nocedal, J. and Singer, Y., 2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S., Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for easily creating R objects with partial_fit/predict methods from some given objective/gradient/predict functions. Includes an example stochastic logistic regression using these optimizers. Provides header files and registered C routines for using it directly from C/C++.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2-1 |
rolling linux/jammy R-4.5 | stochQN_0.1.2-1.tar.gz |
168.5 KiB |
0.1.2-1 |
rolling linux/noble R-4.5 | stochQN_0.1.2-1.tar.gz |
168.5 KiB |
0.1.2-1 |
rolling source/ R- | stochQN_0.1.2-1.tar.gz |
48.0 KiB |
0.1.2-1 |
latest linux/jammy R-4.5 | stochQN_0.1.2-1.tar.gz |
168.5 KiB |
0.1.2-1 |
latest linux/noble R-4.5 | stochQN_0.1.2-1.tar.gz |
168.5 KiB |
0.1.2-1 |
latest source/ R- | stochQN_0.1.2-1.tar.gz |
48.0 KiB |
0.1.2-1 |
2026-04-26 source/ R- | stochQN_0.1.2-1.tar.gz |
48.0 KiB |
0.1.2-1 |
2026-04-23 source/ R- | stochQN_0.1.2-1.tar.gz |
48.0 KiB |
0.1.2-1 |
2026-04-09 windows/windows R-4.5 | stochQN_0.1.2-1.zip |
289.0 KiB |
0.1.2-1 |
2025-04-20 source/ R- | stochQN_0.1.2-1.tar.gz |
48.0 KiB |