A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)

A simple C++ wrapper around the original Fortran L-BGSG-B routine

Interfacing SIESTA to Lua scripts using the flook code

Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)

Useful Optimization Algorithms

Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm

Modern C++ port of the Limited-memory BFGS (L-BFGS) optimization algorithm

AnalyticProphet - prophet implementation using analytic gradient

Discover classification through PySpark with MLlib + Feature Extraction