Is there an alternative to the fminunc
function (from octave/matlab) in python? I have a cost function for a binary classifier. Now I want to run gradient descent to get minimum value of theta. The octave/matlab implementation will look like this.
% Set options for fminunc
options = optimset('GradObj', 'on', 'MaxIter', 400);
% Run fminunc to obtain the optimal theta
% This function will return theta and the cost
[theta, cost] = ...
fminunc(@(t)(costFunction(t, X, y)), initial_theta, options);
I have converted my costFunction in python using numpy library, and looking for the fminunc or any other gradient descent algorithm implementation in numpy.
There is more information about the functions of interest here: http://docs.scipy.org/doc/scipy-0.10.0/reference/tutorial/optimize.html
Also, it looks like you are doing the Coursera Machine Learning course, but in Python. You might check out http://aimotion.blogspot.com/2011/11/machine-learning-with-python-logistic.html; this guy's doing the same thing.