JAXopt

Documentation

  • Basics
  • Unconstrained optimization
  • Constrained optimization
  • Quadratic programming
  • Non-smooth optimization
  • Stochastic optimization
  • Root finding
  • Fixed point resolution
  • Nonlinear least squares
  • Linear system solving
  • Implicit differentiation
  • Loss and objective functions
  • Line search
  • Perturbed optimization

API

  • API at a glance

Examples

  • Notebook gallery
  • Example gallery
    • Constrained optimization
    • Deep learning
    • Fixed point resolution
    • Implicit differentiation
      • Constrained optimization
      • Deep learning
      • Fixed point resolution
      • Implicit differentiation

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Example gallery

To clone the repository and the examples, please run:

$ git clone https://github.com/google/jaxopt.git

or download this zip file.

To install the libraries that the examples depend on, please run:

$ pip install -r examples/requirements.txt

Constrained optimization

Non-negative matrix factorizaton (NMF) using alternating minimization.

Non-negative matrix factorizaton (NMF) using alternating minimization.

Non-negative matrix factorizaton (NMF) using alternating minimization.
Multiclass linear SVM (without intercept).

Multiclass linear SVM (without intercept).

Multiclass linear SVM (without intercept).
Binary kernel SVM with intercept.

Binary kernel SVM with intercept.

Binary kernel SVM with intercept.

Deep learning

VAE example with Haiku and JAXopt.

VAE example with Haiku and JAXopt.

VAE example with Haiku and JAXopt.
Image classification example with Haiku and JAXopt.

Image classification example with Haiku and JAXopt.

Image classification example with Haiku and JAXopt.
Comparison of different SGD algorithms.

Comparison of different SGD algorithms.

Comparison of different SGD algorithms.
SPMD ResNet example with Flax and JAXopt.

SPMD ResNet example with Flax and JAXopt.

SPMD ResNet example with Flax and JAXopt.

Fixed point resolution

Anderson acceleration in application to Picard–Lindelöf theorem.

Anderson acceleration in application to Picard–Lindelöf theorem.

Anderson acceleration in application to Picard–Lindelöf theorem.
Anderson acceleration of block coordinate descent.

Anderson acceleration of block coordinate descent.

Anderson acceleration of block coordinate descent.
Anderson acceleration of gradient descent.

Anderson acceleration of gradient descent.

Anderson acceleration of gradient descent.
Deep Equilibrium (DEQ) model in Flax with Anderson acceleration.

Deep Equilibrium (DEQ) model in Flax with Anderson acceleration.

Deep Equilibrium (DEQ) model in Flax with Anderson acceleration.

Implicit differentiation

Implicit differentiation of lasso.

Implicit differentiation of lasso.

Implicit differentiation of lasso.
Implicit differentiation of ridge regression.

Implicit differentiation of ridge regression.

Implicit differentiation of ridge regression.
Sparse coding.

Sparse coding.

Sparse coding.

Download all examples in Python source code: auto_examples_python.zip

Download all examples in Jupyter notebooks: auto_examples_jupyter.zip

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