andim / projgrad
Projected gradient optimization in python
☆16Updated 6 years ago
Alternatives and similar repositories for projgrad:
Users that are interested in projgrad are comparing it to the libraries listed below
- Python-based Derivative-Free Optimization with Bound Constraints☆78Updated 6 months ago
- Supplementary code for the AISTATS 2021 paper "Matern Gaussian Processes on Graphs".☆53Updated 2 months ago
- The Wasserstein Distance and Optimal Transport Map of Gaussian Processes☆52Updated 4 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Adaptive MCMC and CMA-ES Python code☆14Updated 5 years ago
- An implementation of "ADMMBO, An ADMM Framework for Bayesian Optimization with Unknown Constraints''☆22Updated 5 years ago
- Douglas-Rachford Splitting for Optimal Transport☆10Updated 3 years ago
- Proximal optimization in pure python☆118Updated 2 years ago
- ☆76Updated 2 years ago
- Learning unknown ODE models with Gaussian processes☆26Updated 6 years ago
- Library for Bayesian Quadrature☆31Updated 6 years ago
- Demos for the paper Generalized Variational Inference (Knoblauch, Jewson & Damoulas, 2019)☆20Updated 5 years ago
- Code for nonconvex graph trend filtering☆10Updated 2 years ago
- Library for Bayesian Neural Networks in PyTorch (first version as published in ProbProg2020)☆42Updated 3 years ago
- General purpose library for BNNs, and implementation of OC-BNNs in our 2020 NeurIPS paper.☆38Updated 2 years ago
- GPz 2.0: Heteroscedastic Gaussian processes for uncertain and incomplete data☆49Updated 3 years ago
- Fast hyperparameter settings for non-smooth estimators:☆39Updated last year
- Dynamic causal Bayesian optimisation☆35Updated last year
- Optimization in Python: Linear and non-linear optimization methods.☆47Updated 4 years ago
- A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.☆94Updated last year
- MIGSAA Project 2 - Langevin Monte Carlo Algorithms☆12Updated last year
- A Spatio-temporal point process simulator.☆46Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 5 years ago
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- Bayesian optimization☆37Updated 5 years ago
- Python and MATLAB code for Stein Variational sampling methods☆25Updated 5 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 8 months ago
- pyrff: Python implementation of random fourier feature approximations for gaussian processes☆28Updated 2 weeks ago
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago
- Implementations of Normalizing Flows in Pytorch/Pyro☆19Updated 4 years ago