stochQN

0.1.2-1

Stochastic Limited Memory Quasi-Newton Optimizers

0packages depend

3.1Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by David CortesFirst published 2019-08-294 releasesCRAN page ↗GitHub ↗

Implementations of stochastic, limited-memory quasi-Newton optimizers, similar in spirit to the LBFGS (Limited-memory Broyden-Fletcher-Goldfarb-Shanno) algorithm, for smooth stochastic optimization. Implements the following methods: oLBFGS (online LBFGS) (Schraudolph, N.N., Yu, J. and Guenter, S., 2007 http://proceedings.mlr.press/v2/schraudolph07a.html), SQN (stochastic quasi-Newton) (Byrd, R.H., Hansen, S.L., Nocedal, J. and Singer, Y., 2016 arXiv:1401.7020), adaQN (adaptive quasi-Newton) (Keskar, N.S., Berahas, A.S., 2016, arXiv:1511.01169). Provides functions for easily creating R objects with partial_fit/predict methods from some given objective/gradient/predict functions. Includes an example stochastic logistic regression using these optimizers. Provides header files and registered C routines for using it directly from C/C++.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("stochQN", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("david-cortes/stochQN")

Development version from david-cortes/stochQN. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-stochqn

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-stochQN

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 1.1 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 97%
Return-value docs: 100%
References docs: 21%

Downloads

3.1K

CRAN downloads in the past year

Rank #15,158 · ~8/day · ~257/mo

Releases R versions

Daily download trend is not available in this view yet.

19430 days

71790 days

3.1K1 year

Compare downloads with other packages →

Also on399 r2u24 autocran57 c2d4u

Repository

GitHub ↗ david-cortes/stochqnArchived

12Stars

7Forks

0Open issues

0Open PRs

0Releases

58Commits

1Contributors

stochastic-optimizationquasi-newtonlbfgs

License BSD-2-Clause · 58 commits · Last activity 2021-04-15

Stars over time

2024-03-05 · 122026-07-07 · 12

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/david-cortes/stochqn on 2026-07-19.

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

David Cortes

no longer listed · 0.1.0 to 0.1.2-1

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.1.2-1Latest
2021-09-26 · current release · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
0.1.2
2019-09-05 · diff ↗
0.1.1
2019-08-30 · diff ↗
0.1.0
2019-08-29
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-08-29
Total releases: 4 / 7 yrs
License: BSD_2_clause + file LICENSE OSI
Download size: 48 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Optimization and Mathematical Programming

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