hiroyuki-kasai / SGDLibraryLinks
MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20
☆224Updated 2 years ago
Alternatives and similar repositories for SGDLibrary
Users that are interested in SGDLibrary are comparing it to the libraries listed below
Sorting:
- Sample implementations of proximal operators☆194Updated 12 years ago
- Adaptive Regularized Newton Method for Riemannian Optimization☆31Updated 6 years ago
- ☆33Updated 2 years ago
- A lightweight accelerated proximal-gradient package for matlab☆34Updated 9 years ago
- Examples/code for the alternating direction method of multipliers (ADMM)☆114Updated 10 years ago
- Matlab/Octave toolbox for nonconvex optimization☆50Updated 9 years ago
- MATLAB codes for multilevel optimal transport☆26Updated 6 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆67Updated 7 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆66Updated 2 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago
- Matrix and Tensor Completion for Background Model Initialization☆112Updated 4 years ago
- Randomized Greedy Polynomial Chaos Expansions☆11Updated 6 years ago
- Manopt, a Matlab toolbox for optimization on manifolds☆362Updated 3 weeks ago
- MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3☆55Updated 6 years ago
- A MATLAB toolbox for building first-order solvers for convex models.☆142Updated 3 years ago
- MATLAB implementation of ManPG☆13Updated 3 years ago
- A MATLAB system for disciplined convex programming☆326Updated last year
- A collection of stochastic proximal gradient methods for composite non-convex problems.☆21Updated 5 years ago
- Nonlinear optimization for MATLAB.☆28Updated 5 years ago
- MATLAB implementations of a variety of nonlinear programming algorithms.☆171Updated 4 years ago
- SuiteLasso: a MATLAB suite for regression problems with generalized Lasso regularizers☆21Updated 4 years ago
- Matlab code for the Limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm☆31Updated 8 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆21Updated 9 years ago
- Matlab implementation of the EM and MCMC algorithm for SVMs as introduced in the paper "Data augmentation for support vector machines"☆18Updated 10 years ago
- Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression☆157Updated 3 years ago
- Matlab implementation of the Adam stochastic gradient descent optimisation algorithm☆58Updated 8 years ago
- LIBS2ML: A Library for Scalable Second Order Machine Learning Algorithms☆12Updated 4 years ago
- Software package for Hankel structured low-rank approximation☆34Updated 6 years ago
- tensor-train tensor completion (T3C), which is based on tt decomposition and gradient descent.☆11Updated 7 years ago
- MATLAB Tensor Tools☆89Updated 4 years ago