Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen
This release includes many changes. Major changes are as follows.
New modules:
som
: Self-organizing map (SOM)
backtracking-line-search
: Backtracking line search
bayesian-optimization
: Bayesian optimization
bfgs
: BFGS method
gradient-descent
: Gradient descent method
l-bfgs
: Limited-memory BFGS method
strong-wolfe-conditions-line-search
: Strong Wolfe conditions line search
log-determinant
: Log-determinant
matrix-inversion
: Matrix inversion techniques
acquisition-functions
: Acquisition functions
constants
: Constants
data-normalization
: Data normalization
kernel-functions
: Kernel functions
probability-distributions
: Probability distributions
New features:
Test environments:
This release includes the following important changes:
Add the following algorithms: