[SciPy-user] advice on stochastic(?) optimisation

David Cournapeau cournape@gmail....
Thu Aug 28 16:53:28 CDT 2008


On Fri, Aug 29, 2008 at 6:46 AM, David Cournapeau <cournape@gmail.com> wrote:

> The problem of those algorithms is that they are hard to implement in
> python, because of their recursive nature, hence non vectorizable. If
> your function/observation is hard to compute, it may not be a big
> problem, though.
>

I forgot a link to some implementation:

http://leon.bottou.org/projects/sgd

cheers,

David


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