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.
- gcc >= 4.8