GitHub - nitromannitol/TSGD: Tamed Stochastic Gradient Descent Code/Examples

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Name		Name	Last commit message	Last commit date
Latest commit History 1 Commits
1dasianoption_test.jl		1dasianoption_test.jl
CLT_verify.jl		CLT_verify.jl
NGD_speedtest.jl		NGD_speedtest.jl
TSG_distance_plot.jl		TSG_distance_plot.jl
asian_MEANDISCOMPARE.jl		asian_MEANDISCOMPARE.jl
asian_SDE.jl		asian_SDE.jl
asian_SDE_test.jl		asian_SDE_test.jl
asian_acor.jl		asian_acor.jl
asian_crit.jl		asian_crit.jl
asian_diffusion.jl		asian_diffusion.jl
asian_ode_comparison.jl		asian_ode_comparison.jl
asian_option.jl		asian_option.jl
asian_option_onevar_varchange.jl		asian_option_onevar_varchange.jl
asian_option_varchange.jl		asian_option_varchange.jl
asian_v'calc.jl		asian_v'calc.jl
comparing_asian_option_gradients.jl		comparing_asian_option_gradients.jl
dirichlet_MLE.jl		dirichlet_MLE.jl
disc_term.jl		disc_term.jl
exp_acor.jl		exp_acor.jl
exp_crit.jl		exp_crit.jl
finance_sample.jl		finance_sample.jl
gaussian_acor.jl		gaussian_acor.jl
gaussian_crit.jl		gaussian_crit.jl
gd_dimstepsize.jl		gd_dimstepsize.jl
gd_stepsizetest.jl		gd_stepsizetest.jl
linear_dynamic.jl		linear_dynamic.jl
logistic_MLE.jl		logistic_MLE.jl
logm.jl		logm.jl
monteCarloFinance.jl		monteCarloFinance.jl
newstepsizeAsian.jl		newstepsizeAsian.jl
noisy_exponential.jl		noisy_exponential.jl
noisy_quartic.jl		noisy_quartic.jl
noisy_rosenbrock.jl		noisy_rosenbrock.jl
quart_crit.jl		quart_crit.jl
quartic_acor.jl		quartic_acor.jl
test.jl		test.jl
test_SDE.jl		test_SDE.jl
test_logisticreg.jl		test_logisticreg.jl
testgaussianngdnsgd.jl		testgaussianngdnsgd.jl
testing_gaussian.jl		testing_gaussian.jl
tgd_twodim.jl		tgd_twodim.jl
tsgd_asia_histogram_alpha1e-3.jl		tsgd_asia_histogram_alpha1e-3.jl
tsgd_asian_firststep_displacement.jl		tsgd_asian_firststep_displacement.jl
tsgd_gaussian_hist.jl		tsgd_gaussian_hist.jl
ttest.jl		ttest.jl
two_dimension_test.jl		two_dimension_test.jl
volume_polytope.jl		volume_polytope.jl
volume_quad.jl		volume_quad.jl