jingyi-zhu / Fast2SPSAView external linksLinks
The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochastic gradient) in an efficient manner, such that the FLOPS-per-iteration is reduced from $O(p^3)$ to $O(p^2)$ where $p$ is the dimension of the underlying parameter. See more details in "Efficient Implementation …
☆13Nov 27, 2020Updated 5 years ago
Alternatives and similar repositories for Fast2SPSA
Users that are interested in Fast2SPSA are comparing it to the libraries listed below
Sorting:
- Cost-aware Bayesian optimization via the Pandora's box Gittins index☆14Aug 8, 2025Updated 6 months ago
- Iterative decoding of turbo codes using the Soft Output Viterbi Algorithm (SOVA)☆10Feb 5, 2021Updated 5 years ago
- The performance of turbo equalizers in both ISI channel and multipath fading channel is evaluated☆11Nov 24, 2020Updated 5 years ago
- Nonconvex Regularized Robust Regression via I-LAMM Algorithm☆11May 9, 2022Updated 3 years ago
- Mathematical Modeling Toolbox with R☆18Dec 5, 2025Updated 2 months ago
- Implementation of some numerical approximation for Caputo fractional derivatives by MATLAB☆11Apr 5, 2020Updated 5 years ago
- Cart-Pole System Controlled by LQR, LMPC and NMPC Controllers☆11Aug 27, 2024Updated last year
- Coordinate Descent Fuzzy Twin Support Vector Machine for Classification☆11Jan 13, 2018Updated 8 years ago
- Matlab code for "Joint Projection Learning and Tensor Decomposition Based Incomplete Multi-view Clustering".☆10Jun 5, 2023Updated 2 years ago
- CoSaMP algorithm in Python language for sparse recovery problems.☆10Jan 14, 2022Updated 4 years ago
- Vector Approximate Message Passing (VAMP)☆11May 14, 2023Updated 2 years ago
- Topology optimization for plain stress problem in Matlab. Using Hyperworks to prepare the model and view results.☆10Feb 7, 2019Updated 7 years ago
- The code for the article ''Alternating Direction Method of Multipliers Based on ℓ2,0-Norm for Multiple Measurement Vector Problem''☆11Jul 18, 2025Updated 6 months ago
- MATLAB codes for LMS, VSLMS, NLMS, RLS algorithms used in Adaptive Filters course taught by Dr. Massoud Babaie-Zadeh (Fall 2021)☆12Feb 13, 2023Updated 3 years ago
- (TPAMI) 2022 paper "Coordinate Descent Method for k-means" is accepted by IEEE Transactions on Pattern Analysis and Machine Intelligence☆12Sep 28, 2023Updated 2 years ago
- The sparse Bayesian learning sandbox☆11Jul 4, 2021Updated 4 years ago
- Implementations of various random kitchen sinks algorithms.☆14Feb 25, 2020Updated 5 years ago
- ☆12Apr 1, 2020Updated 5 years ago
- Variants of the Kaczmarz algorithm for solving linear systems in Python.☆13Sep 4, 2025Updated 5 months ago
- ☆13Nov 9, 2020Updated 5 years ago
- MATLAB functions for solving linear inverse problems through a combination of Tikhonov and TV regularization terms, subject to a constrai…☆12Jun 28, 2022Updated 3 years ago
- Statistical Learning R Labs☆12Oct 26, 2025Updated 3 months ago
- SON-EM - Algorithm for parameter estimation of hybrid time-varying parameter systems using Sum of Norms regularization and Expectation Ma…☆10Mar 8, 2018Updated 7 years ago
- Modular pipeline for design assistance. PYPi Package: https://pypi.org/project/vai-lab☆14Dec 22, 2023Updated 2 years ago
- Large-scale multi-objective optimization related papers☆10Aug 3, 2022Updated 3 years ago
- Some codes and studies of regularization and normalization in GANs☆14Oct 14, 2021Updated 4 years ago
- Implementation of Generalized Belief Propagation and Convergence Rate Analysis☆11Mar 30, 2018Updated 7 years ago
- Matlab implementation of the CS video reconstruction method RRS☆11May 21, 2018Updated 7 years ago
- ☆11Jun 2, 2021Updated 4 years ago
- Code related to the paper "Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation"☆13May 8, 2019Updated 6 years ago
- Multivariate distributions for hyperspectral anomaly detection based on autoencoder☆11Jan 26, 2022Updated 4 years ago
- ☆12Jan 16, 2024Updated 2 years ago
- Code for nonconvex graph trend filtering☆10May 6, 2022Updated 3 years ago
- Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.☆10Feb 8, 2025Updated last year
- Generic Code for Cubature Kalman Filter and Fixed Interval Cubature Kalman Smoother.☆11Nov 27, 2019Updated 6 years ago
- Distributionally Robust Stochastic Model Predictive Control☆14May 30, 2022Updated 3 years ago
- Greed is Good: Exploration and Exploitation Trade-offs in Bayesian Optimisation☆10May 20, 2021Updated 4 years ago
- YALL1: Your ALgorithms for L1☆13Jan 28, 2018Updated 8 years ago
- ☆11Feb 8, 2023Updated 3 years ago