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Gauss-Newton implementation for least-squares fitting of non-linear functions
Levenberg-Marquardt implementation for least-squares fitting of non-linear functions
Gauss-Newton implementation for parallel least-squares fitting of non-linear functions with conditions.
Gauss-Newton implementation for parallel least-squares fitting of non-linear functions without conditions.
Levenberg-Marquardt implementation for parallel least-squares fitting of non-linear functions
Newton second order step function for parallel least-squares fitting of non-linear functions
Helper function that tests whether dimensionality of output tensors suits the herein provided optimization functions.
torchimize contains implementations of the Gradient Descent, Gauss-Newton and Levenberg-Marquardt optimization algorithms using the PyTorch library. The main motivation for this project is to enable convex optimization on GPUs based on the torch.Tensor class, which (as of 2022) is widely used in the deep learning field. This package features the capability to minimize several least-squares optimization problems at each loop iteration in parallel.
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