decile-team / jensen
A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)
☆50Updated 2 years ago
Related projects: ⓘ
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆98Updated 11 months ago
- C++/Eigen implementation of fast randomized SVD☆23Updated 3 years ago
- TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods☆45Updated 7 years ago
- A free LDL factorisation routine☆78Updated last month
- C++ wrapper for gnuplot☆23Updated 5 years ago
- A demonstration of a SWIG wrapper for a C++ library containing Eigen matrix types for use with Python and NumPy☆51Updated 2 years ago
- C++ utility for parsing/evaluating matrix math equations input at run time in a format similar to MATLAB (requires Eigen for matrix math)…☆64Updated 5 years ago
- Basic Gaussian process regression library. (Eigen3 required)☆24Updated 9 years ago
- DFO-GN: Derivative-Free Optimization using Gauss-Newton☆23Updated last year
- Benchmark of expression templates libraries☆39Updated 4 years ago
- Polynomial optimization problem solver. Uses relaxation to convert the problem into Semidefinite programming. Can be also used just as Se…☆18Updated 6 years ago
- libForBES is a C++ solver for generic, constrained and possibly nonsmooth convex optimization problems. LASSO, optimal control, elastic n…☆10Updated 7 years ago
- C++ template library for probabilistic programming☆45Updated 4 years ago
- Two c++ header libs: Eigen matrices to matlab .mat files using 'matio' library, and a Mex wrapper for Eigen matrices.☆39Updated 5 years ago
- Python interface for SCS☆40Updated this week
- 3D Tensors for Blaze (https://bitbucket.org/blaze-lib/blaze)☆35Updated 3 years ago
- A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).☆79Updated 4 months ago
- A Package for Automatic Differentiation of Algorithms Written in C/C++☆143Updated 2 weeks ago
- ☆34Updated 7 years ago
- ROPTLIB: Riemannian Manifold Optimization Library☆68Updated 4 years ago
- Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.☆63Updated 4 years ago
- PLEASE SEE THE OFFICIAL REPOSITORY. THIS IS NOT MAINTAINED ANYMORE.☆93Updated 4 years ago
- A shallow fork of SuiteSparse adding build files for Visual Studio and support for ACML☆100Updated 8 years ago
- Various useful numerical algorithms which can be used almost standalone.☆36Updated 2 years ago
- Parallel Solver for Large-Scale Sparse Matrix Computations☆15Updated 4 years ago
- Combined array and automatic differentiation library in C++☆163Updated 6 months ago
- Numerical optimization in C++☆38Updated 10 years ago
- Library for performing spectral clustering in C++☆76Updated last year
- ☆32Updated 9 years ago
- C++ binding for FITPACK B-spline curve and surface fitting routines☆27Updated 6 years ago