stochQN
Stochastic Limited Memory Quasi-Newton Optimizers
Description
Implementations of stochastic, limited-memory quasi-Newton optimizers, similar in spirit to the LBFGS (Limited-memory Broyden-Fletcher-Goldfarb-Shanno) algorithm, for smooth stochastic optimization. Implements the following methods: oLBFGS (online LBFGS) (Schraudolph, N.N., Yu, J. and Guenter, S., 2007 <http://proceedings.mlr.press/v2/schraudolph07a.html>), SQN (stochastic quasi-Newton) (Byrd, R.H., Hansen, S.L., Nocedal, J. and Singer, Y., 2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S., Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for easily creating R objects with partial_fit/predict methods from some given objective/gradient/predict functions. Includes an example stochastic logistic regression using these optimizers. Provides header files and registered C routines for using it directly from C/C++.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘David Cortes <david.cortes.rivera@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "David",
family = "Cortes",
role = c("aut", "cre"),
email = "david.cortes.rivera@gmail.com")
as necessary.
The Description field contains
2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S.,
Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘David Cortes <david.cortes.rivera@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "David",
family = "Cortes",
role = c("aut", "cre"),
email = "david.cortes.rivera@gmail.com")
as necessary.
The Description field contains
2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S.,
Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘David Cortes <david.cortes.rivera@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "David",
family = "Cortes",
role = c("aut", "cre"),
email = "david.cortes.rivera@gmail.com")
as necessary.
The Description field contains
2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S.,
Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for
Please refer
CRAN incoming feasibility
Maintainer: ‘David Cortes <david.cortes.rivera@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "David",
family = "Cortes",
role = c("aut", "cre"),
email = "david.cortes.rivera@gmail.com")
as necessary.
The Description field contains
2016 <arXiv:1401.7020>), adaQN (adaptive quasi-Newton) (Keskar, N.S.,
Berahas, A.S., 2016, <arXiv:1511.01169>). Provides functions for
Please refer