API at a glance =============== Optimization ------------ Unconstrained ~~~~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.BFGS jaxopt.GradientDescent jaxopt.LBFGS jaxopt.ScipyMinimize jaxopt.NonlinearCG Constrained ~~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.LBFGSB jaxopt.MirrorDescent jaxopt.ProjectedGradient jaxopt.ScipyBoundedMinimize Quadratic programming ~~~~~~~~~~~~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.BoxCDQP jaxopt.BoxOSQP jaxopt.CvxpyQP jaxopt.EqualityConstrainedQP jaxopt.OSQP Non-smooth ~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.ProximalGradient jaxopt.BlockCoordinateDescent Stochastic ~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.ArmijoSGD jaxopt.OptaxSolver jaxopt.PolyakSGD Loss functions ~~~~~~~~~~~~~~ .. autosummary:: :toctree: _autosummary jaxopt.loss.binary_logistic_loss jaxopt.loss.binary_sparsemax_loss jaxopt.loss.binary_hinge_loss jaxopt.loss.binary_perceptron_loss jaxopt.loss.sparse_plus jaxopt.loss.sparse_sigmoid jaxopt.loss.huber_loss jaxopt.loss.multiclass_logistic_loss jaxopt.loss.multiclass_sparsemax_loss jaxopt.loss.multiclass_hinge_loss jaxopt.loss.multiclass_perceptron_loss Linear system solving --------------------- .. autosummary:: :toctree: _autosummary jaxopt.linear_solve.solve_lu jaxopt.linear_solve.solve_cholesky jaxopt.linear_solve.solve_cg jaxopt.linear_solve.solve_normal_cg jaxopt.linear_solve.solve_gmres jaxopt.linear_solve.solve_bicgstab jaxopt.IterativeRefinement Nonlinear least squares ----------------------- .. autosummary:: :toctree: _autosummary jaxopt.GaussNewton jaxopt.LevenbergMarquardt Root finding ------------ .. autosummary:: :toctree: _autosummary jaxopt.Bisection jaxopt.Broyden jaxopt.ScipyRootFinding Fixed point resolution ---------------------- .. autosummary:: :toctree: _autosummary jaxopt.FixedPointIteration jaxopt.AndersonAcceleration jaxopt.AndersonWrapper Implicit differentiation ------------------------ .. autosummary:: :toctree: _autosummary jaxopt.implicit_diff.custom_root jaxopt.implicit_diff.custom_fixed_point jaxopt.implicit_diff.root_jvp jaxopt.implicit_diff.root_vjp Line search ----------- .. autosummary:: :toctree: _autosummary jaxopt.BacktrackingLineSearch jaxopt.HagerZhangLineSearch Perturbed optimizers -------------------- .. autosummary:: :toctree: _autosummary jaxopt.perturbations.make_perturbed_argmax jaxopt.perturbations.make_perturbed_max jaxopt.perturbations.make_perturbed_fun jaxopt.perturbations.Gumbel jaxopt.perturbations.Normal Isotonic regression ------------------- .. autosummary:: :toctree: _autosummary jaxopt.isotonic.isotonic_l2_pav Tree utilities -------------- .. autosummary:: :toctree: _autosummary jaxopt.tree_util.tree_add jaxopt.tree_util.tree_sub jaxopt.tree_util.tree_mul jaxopt.tree_util.tree_div jaxopt.tree_util.tree_scalar_mul jaxopt.tree_util.tree_add_scalar_mul jaxopt.tree_util.tree_vdot jaxopt.tree_util.tree_sum jaxopt.tree_util.tree_l2_norm jaxopt.tree_util.tree_zeros_like