ScalaTion Quasi-Newton Optimizers: --------------------------------- Regular: BFGS.scala -- Broyden–Fletcher–Goldfarb–Shanno LBFGS.scala -- Limited-Memory Broyden–Fletcher–Goldfarb–Shanno With Bounds: BFGS_B.scala LBFGS_B.scala With No Line Search: BFGS_NoLS.scala LBFGS_NoLS.scala With Momentum: DM_BFGS.scala DM_LBFGS.scala Stochastic Versions: S_BFGS.scala S_LBFGS.scala Solve Methods: ------------- solve -- numerical gradient computation solve2 -- explicit gradient vector function given BFGS has solve3 (numerical graient), solve4 that use LBFGS line search algorithms Hyper-parameters: ---------------- Step Size Momentum Line Search Test Cases: ---------- ARMA.scala -- compare with SARIMAX from statsmodels Lake Levels COVID-19 Influenze-Like Illness (ILI)