API Reference

Estimators

Supervised estimator classes with inference helpers.

LinearRegression	Linear regression estimated by direct optimization of squared loss.
LogisticRegression	Binary logistic regression estimated by maximum likelihood.
PoissonRegression	Poisson regression estimated by maximum likelihood.

Optimizers

Low-level optimizer bindings exposed from ensmallen.

L_BFGS	Limited-memory BFGS optimizer for smooth objectives.
FrankWolfe	Frank-Wolfe optimizer over an L_p ball constraint.
SimplexFrankWolfe	Frank-Wolfe optimizer specialized to simplex constraints.
Adam	First-order Adam-family optimizer for differentiable objectives.
AdaMax	AdaMax optimizer, a max-norm variant of Adam.
AMSGrad	AMSGrad optimizer, a monotone-variance variant of Adam.
OptimisticAdam	Optimistic Adam optimizer.
Nadam	Nadam optimizer.

Objectives and GMM

Low-level objectives and the GMM estimator interface.

linear_obj	Least Squares Loss for Linear Regression.
logistic_obj	Logistic likelihood for Logistic Regression. Already negated; to be minimize.
poisson_obj	Poisson Likelihood for Poisson Regression. Already negated; to be minimize.
EnsmallenEstimator	Generalized method of moments estimator with JAX-powered derivatives.