gowerrobert / StochOpt.jlLinks
A suite of stochastic optimization methods for solving the empirical risk minimization problem.
☆17Updated 6 years ago
Alternatives and similar repositories for StochOpt.jl
Users that are interested in StochOpt.jl are comparing it to the libraries listed below
Sorting:
- Proximal algorithms made easy in Python☆59Updated 9 years ago
- Optimal transport and generalizations☆67Updated 6 years ago
- Code for NIPS 2015 "Gradient-Free Hamiltonian Monte Carlo via Effecient Kernel Exponential Families"☆26Updated 7 years ago
- Frank-Wolfe optimization variants with a linear convergence rate☆22Updated 9 years ago
- ☆40Updated 6 years ago
- Sample implementations of proximal operators☆194Updated 12 years ago
- Stochastic Optimization for Optimal Transport☆22Updated 9 years ago
- code for experiments in Grosse and Salakhutdinov, 2015.☆12Updated 9 years ago
- Supporting code for "Parallel Streaming Wasserstein Barycenters"☆10Updated 8 years ago
- ☆15Updated 7 years ago
- A Newton ADMM based solver for Cone programming.☆39Updated 8 years ago
- NeurIPS 2017 best paper. An interpretable linear-time kernel goodness-of-fit test.☆67Updated 6 years ago
- Reducing Reparameterization Gradient Variance code.☆33Updated 8 years ago
- Code for "Differentiable Compositional Kernel Learning for Gaussian Processes" https://arxiv.org/abs/1806.04326☆71Updated 7 years ago
- Implementation of Stochastic Gradient Langevin Dynamics☆13Updated 7 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆66Updated 6 years ago
- TensorFlow implementation for training MCMC samplers from the paper: Generalizing Hamiltonian Monte Carlo with Neural Network☆184Updated 7 years ago
- NeurIPS 2016. Linear-time interpretable nonparametric two-sample test.☆64Updated 7 years ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 10 years ago
- Implementation of Nesterov and Polyak's (2006) cubic regularization algorithm and Cartis et al's (2011) adaptive cubic regularization alg…☆18Updated 3 years ago
- Practical tools for quantifying how well a sample approximates a target distribution☆28Updated 5 years ago
- Code for "Efficient optimization of loops and limits with randomized telescoping sums"☆27Updated 6 years ago
- A MATLAB toolbox for building first-order solvers for convex models.☆142Updated 3 years ago
- Prototypes of differentiable differential equation solvers in JAX.☆27Updated 6 years ago
- This repository houses the code for the community website http://www.probabilistic-numerics.org☆36Updated 5 years ago
- Experiment code for Stochastic Gradient Hamiltonian Monte Carlo☆109Updated 8 years ago
- Autograd extension for forward mode autodiff☆31Updated 8 years ago
- Jax-based MaxEnt☆17Updated 6 years ago
- Cumulative Distribution Transform☆16Updated 8 years ago
- Optimal Transport for Dummies - Code, slides and article☆33Updated 8 years ago