Optimization

Package dependencies:

• torch
• pandas
• matplotlib
• seaborn
• tqdm -scikit-learn

Before you start

Make sure to install the above listed libraries

All scripts must be run from the home folder

Figures 1 and 2

Optimize a simple time-varying function: $$\log (a \exp(-b_t x + b_t x))$$ bash simple_function_experiments/run_all.sh

bash figures/make_figure1.sh

bash figures/make_figure2.sh

Figure 3

Optimize a simple positive definite quadratic function using SAGD and plot the parameters: x, y, z

bash figures/make_figure3.sh

Figure 4

Online Linear Regression Problem

bash linear_regression_experiments/run_all.sh

bash figures/make_figure4.sh