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
- Proximal Newton OPTimizer☆22Updated 10 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆64Updated 2 years ago
- MATLAB implementation of AdaGrad, Adam, Adamax, Adadelta etc.☆33Updated 4 years ago
- Matlab/Octave toolbox for nonconvex optimization☆50Updated 9 years ago
- LIBS2ML: A Library for Scalable Second Order Machine Learning Algorithms☆11Updated 3 years ago
- Deep Gaussian Processes in matlab☆93Updated 3 years ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆65Updated 5 years ago
- Bayesian optimization with the Gaussian process assumption☆30Updated 9 years ago
- Matlab Code for Variational Gaussian Copula Inference☆16Updated 9 years ago
- Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm☆21Updated 5 months ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 4 months ago
- ☆31Updated last year
- ☆67Updated 7 years ago
- simple MATLAB code for randomized matrix computation☆23Updated 9 years ago
- Software package for Hankel structured low-rank approximation☆34Updated 6 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
- matlab code for convex optimization based tensor decomposition (completion/denoising)☆44Updated 10 years ago
- Optimal Transport for Dummies - Code, slides and article☆33Updated 8 years ago
- Entropy Search for Information-Efficient Global Optimization - JMLR v13☆29Updated 8 years ago
- Frank-Wolfe optimization variants with a linear convergence rate☆22Updated 9 years ago
- Gradient-based Adaptive Markov chain Monte Carlo☆31Updated 5 years ago
- A matlab library for CUR matrix decomposition☆26Updated 7 years ago
- Additive Gaussian Process Bandits - version 1.0☆27Updated 8 years ago
- Scalable Log Determinants for Gaussian Process Kernel Learning (https://arxiv.org/abs/1711.03481) (NIPS 2017)☆18Updated 7 years ago
- code for "Efficient Optimization for Sparse Gaussian Process Regression"☆21Updated 11 years ago
- MATLAB Tensor Tools☆88Updated 4 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
- A suite of stochastic optimization methods for solving the empirical risk minimization problem.☆16Updated 5 years ago
- Matlab code implementing Hamiltonian Annealed Importance Sampling for importance weight, partition function, and log likelihood estimatio…☆26Updated 10 years ago