Optimistix: modular optimisation in JAX and Equinox
CoRR(2024)
摘要
We introduce Optimistix: a nonlinear optimisation library built in JAX and
Equinox. Optimistix introduces a novel, modular approach for its minimisers and
least-squares solvers. This modularity relies on new practical abstractions for
optimisation which we call search and descent, and which generalise classical
notions of line search, trust-region, and learning-rate algorithms. It provides
high-level APIs and solvers for minimisation, nonlinear least-squares,
root-finding, and fixed-point iteration. Optimistix is available at
https://github.com/patrick-kidger/optimistix.
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