PyLBFGS
This is a Python wrapper around Naoaki Okazaki (chokkan)'s liblbfgs library of quasi-Newton optimization routines (limited memory BFGS and OWL-QN).
This package aims to provide a cleaner interface to the LBFGS algorithm than is currently available in SciPy, and to provide the OWL-QN algorithm to Python users.
Installing
Type:
pip install pylbfgs
Hacking
Type:
pip install -r requirements.txt cython lbfgs/_lowlevel.pyx python setup.py build_ext -i
to build PyLBFGS in-place, i.e. without installing it.
To run the test suite, make sure you have pytest installed, and type:
pytest tests
Authors
PyLBFGS was written by Lars Buitinck.
Alexis Mignon submitted a patch for error handling.