Simon-Lacoste-Julien / linearFWLinks
Frank-Wolfe optimization variants with a linear convergence rate
☆22Updated 9 years ago
Alternatives and similar repositories for linearFW
Users that are interested in linearFW are comparing it to the libraries listed below
Sorting:
- A suite of stochastic optimization methods for solving the empirical risk minimization problem.☆16Updated 5 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago
- A Newton ADMM based solver for Cone programming.☆39Updated 8 years ago
- FALKON implementation used in the experimental section of "FALKON: An Optimal Large Scale Kernel Method"☆30Updated 4 years ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 10 years ago
- ☆11Updated 4 years ago
- Optimal Transport for Dummies - Code, slides and article☆33Updated 8 years ago
- Matlab code implementing Minimum Probability Flow Learning.☆69Updated 10 years ago
- LIBS2ML: A Library for Scalable Second Order Machine Learning Algorithms☆11Updated 3 years ago
- Block-Coordinate Frank-Wolfe Optimization for Structural SVMs☆26Updated 11 years ago
- Morgan A. Schmitz., Matthieu Heitz, Nicolas Bonneel, Fred Ngole, David Coeurjolly, Marco Cuturi, Gabriel Peyré, and Jean-Luc Starck. "Was…☆20Updated 5 years ago
- Matlab code implementing Hamiltonian Annealed Importance Sampling for importance weight, partition function, and log likelihood estimatio…☆26Updated 10 years ago
- Entropy Search for Information-Efficient Global Optimization - JMLR v13☆29Updated 8 years ago
- Source code for "Sub-sampled Cubic Regularization for Non-convex Optimization", JM Kohler, A Lucchi, https://arxiv.org/abs/1705.05933☆15Updated 6 years ago
- Scalable Log Determinants for Gaussian Process Kernel Learning (https://arxiv.org/abs/1711.03481) (NIPS 2017)☆18Updated 7 years ago
- Fastidious accounting of entropy streams into and out of optimization and sampling algorithms.☆32Updated 9 years ago
- Anderson accelerated Douglas-Rachford splitting☆29Updated 4 years ago
- Efficient Wasserstein Barycenter in MATLAB (for "Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support" …☆25Updated 5 years ago
- Code to minimize the Variational Contrastive Divergence (VCD)☆29Updated 6 years ago
- Code for density estimation with nonparametric cluster shapes.☆39Updated 9 years ago
- simple MATLAB code for randomized matrix computation☆23Updated 9 years ago
- Code to compute the Stein discrepancy between a sample distribution and its target☆16Updated 7 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Complete dictionary learning over the sphere using trust-region method☆16Updated 9 years ago
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- Code to produce demos of Metroplis-Hastings and Hamiltonian Monte Carlo samplers.☆36Updated 11 years ago
- Code for Fast Information-theoretic Bayesian Optimisation☆16Updated 7 years ago
- Stochastic Optimization for Optimal Transport☆22Updated 8 years ago
- Proximal algorithms and operators in python☆26Updated 6 years ago
- Proximal algorithms made easy in Python☆59Updated 8 years ago