fast-algos / pIRLSLinks
Fast IRLS code for solving p-norm regression problems
☆14Updated 5 years ago
Alternatives and similar repositories for pIRLS
Users that are interested in pIRLS are comparing it to the libraries listed below
Sorting:
- tvopt is a prototyping and benchmarking Python framework for time-varying (or online) optimization.☆13Updated 2 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- The MATLAB source code☆14Updated 5 years ago
- MATLAB implementation of my Bayesian Optimization algorithms☆11Updated 7 years ago
- Code repo for "Kernel Interpolation for Scalable Online Gaussian Processes"☆62Updated 4 years ago
- [ICML 2017] Robust estimation of mean and covariance in high dimensions☆33Updated 4 years ago
- ☆32Updated last year
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆54Updated 6 years ago
- ☆11Updated 4 years ago
- Matlab code implementing Hamiltonian Annealed Importance Sampling for importance weight, partition function, and log likelihood estimatio…☆26Updated 10 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆18Updated 4 years ago
- Code for nonconvex graph trend filtering☆10Updated 3 years ago
- This repository regroups learning ressources about performance estimation problems☆12Updated 9 months ago
- ☆23Updated last year
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆32Updated last year
- Frank-Wolfe optimization variants with a linear convergence rate☆22Updated 9 years ago
- Infinite-horizon Gaussian processes☆33Updated 4 years ago
- The optimal ridge penalty for real-world high-dimensional data can be zero or negative due to the implicit ridge regularization☆31Updated 3 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆64Updated 2 years ago
- This repository contains the source code to perform Geometry-aware Bayesian Optimization (GaBO) on Riemannian manifolds.☆52Updated 3 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 3 years ago
- Bayesian Filtering & Smoothing demos☆19Updated 5 years ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆65Updated 5 years ago
- Covariance prediction via convex optimization☆21Updated 4 years ago
- A library implementing the kernels for and experiments using extrinsic gauge equivariant vector field Gaussian Processes☆25Updated 3 years ago
- Online variational GPs☆35Updated 2 years ago
- Bayesian nonparametric spectral estimation☆14Updated 3 years ago
- Matlab/Octave toolbox for nonconvex optimization☆50Updated 9 years ago
- An implementation of "ADMMBO, An ADMM Framework for Bayesian Optimization with Unknown Constraints''☆22Updated 5 years ago