OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
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Updated
Apr 28, 2024 - C++
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
A single header-only C++ library for least squares fitting.
An R package for large scale estimation with stochastic gradient descent
A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)
A robust, standalone 6-Axis (Gyroscope + Accelerometer) Attitude and Heading Reference System (AHRS). Provides two algorithms: Madgwick gradient descent fusion and Extended Kalman Filter (EKF). Includes adaptive features: impact detection with fast recovery, linear motion compensation, and automatic gyroscope bias correction.
From linear regression towards neural networks...
Density Functional Theory with plane waves basis, applied on a 'quantum dot'. Volumetric visualization of orbitals with VTK
Fast Change Point Detection (R Mirror)
Play audio from a vinyl record scanned using a flatbed scanner (>= 2400 DPI)
Low level C++ neural network engine. The engine provides a huge flexibility in creating neural networks. It also gives an ability for performance optimisations.
Collection of C++ based algorithms on numerics, statistics, control, reinforcement learning, machine learning and robotics
Numerical optimization library in C++.
A modular C++17 framework for automatic differentiation
Histogram of oriented gradients (HOG) on GPU
To understand neural networks thoroughly I implemented them from scratch in C++. This is the source code for the same.
A New Gradient Decent Algorithm with Secant Method Scaling and Finite Difference Derivatives. Faster, Smarter and Versatile
A simple convolutional network to classify handwritten digits
rushlite 🕯️ a lightweight machine learning library built from scratch in C++ / CUDA
A simple demonstration of gradient-descent algorithm in C++ on a linear funciton.
Train a Deep Neural Network to Recognize Handwritten Digits
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