keskarnitish / minSQNLinks
Optimization using Stochastic quasi-Newton methods
☆43Updated 8 years ago
Alternatives and similar repositories for minSQN
Users that are interested in minSQN are comparing it to the libraries listed below
Sorting:
- A Newton ADMM based solver for Cone programming.☆39Updated 8 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆64Updated 2 years ago
- Deep Gaussian Processes in matlab☆93Updated 3 years ago
- Sample implementations of proximal operators☆194Updated 12 years ago
- Bayesian optimization in high-dimensions via random embedding.☆114Updated 11 years ago
- ☆67Updated 7 years ago
- A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework☆116Updated 5 years ago
- Matlab implementations of Gaussian processes and other machine learning tools.☆140Updated 8 years ago
- Proximal Newton OPTimizer☆22Updated 10 years ago
- A MATLAB toolbox for building first-order solvers for convex models.☆142Updated 3 years ago
- ☆76Updated 3 years ago
- Proximal algorithms made easy in Python☆59Updated 8 years ago
- A CVXPY extension for convex-concave programming☆129Updated last year
- Reference implementation of Optimistic Expected Improvement.☆49Updated 5 years ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆66Updated 5 years ago
- Visualize optimization algorithms in MATLAB.☆153Updated 3 years ago
- Bayesian optimization with the Gaussian process assumption☆30Updated 9 years ago
- Additive Gaussian Process Bandits - version 1.0☆27Updated 8 years ago
- ☆65Updated 5 years ago
- Matlab code for S. Theodoridis' "Machine Learning: A Bayesian and Optimization Perspective" (2015).☆71Updated 6 years ago
- Optimal Transport for Dummies - Code, slides and article☆33Updated 8 years ago
- matlab code for convex optimization based tensor decomposition (completion/denoising)☆44Updated 10 years ago
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- Frank-Wolfe optimization variants with a linear convergence rate☆22Updated 9 years ago
- Entropy Search for Information-Efficient Global Optimization - JMLR v13☆30Updated 8 years ago
- Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2…☆54Updated 6 years ago
- Task-based end-to-end model learning in stochastic optimization☆208Updated 4 years ago
- MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20☆223Updated 2 years ago
- MATLAB implementation of AdaGrad, Adam, Adamax, Adadelta etc.☆33Updated 4 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 5 months ago