stograd

A C++ header-only library for stochastic gradient descent.

This library provides a common interface for stochastic gradient descent for many learning rate adaption methods:

• Momemtum
• RMSprop
• AdaDelta
• ADAM
• AdaMax
• YamAdam
• AMSGrad
• YOGI

For an example on how to implement a statistical model (comprising of an objective function and optionally a gradient function) that will be fitted to the data using stochastic gradient descent, see demo/lm.cpp.

Dependency

• gcc >= 4.8