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Optimization

General-purpose optimization algorithms for parameter fitting, training, and control.

Algorithms

Algorithm Description
Bayesian Optimization Gradient-free global optimization using Gaussian Process surrogate and Expected Improvement
Gradient Descent Iterative batch optimization via gradient-based weight updates
SGD / Adam Step Optimisers Stateful per-step SGD (with optional momentum/Nesterov) and Adam with bias correction
Levenberg–Marquardt Damped Gauss–Newton for small nonlinear least squares with a retraction (manifold / bounded states) and pluggable damping