kuleshov / generalized-rayleigh-quotient
Fast algorithms for sparse principal component analysis
☆17Updated 8 years ago
Alternatives and similar repositories for generalized-rayleigh-quotient:
Users that are interested in generalized-rayleigh-quotient are comparing it to the libraries listed below
- Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm☆20Updated 3 weeks ago
- Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independe…☆17Updated 8 years ago
- simple MATLAB code for randomized matrix computation☆23Updated 9 years ago
- Proximal Newton OPTimizer☆21Updated 9 years ago
- matlab code for convex optimization based tensor decomposition (completion/denoising)☆43Updated 10 years ago
- A matlab toolbox to perform Wasserstein Dictionary Learning or NMF☆32Updated 8 years ago
- A matlab library for CUR matrix decomposition☆26Updated 7 years ago
- Matlab implementations of fast algorithms for nonnegative matrix and tensor factorizations☆58Updated 10 years ago
- Scalable Log Determinants for Gaussian Process Kernel Learning (https://arxiv.org/abs/1711.03481) (NIPS 2017)☆18Updated 7 years ago
- Fast Low-Rank Matrix Learning with Nonconvex Regularization. Matlab Code☆22Updated 5 years ago
- A Newton ADMM based solver for Cone programming.☆38Updated 7 years ago
- Kernel Sparse Representation for Time Series Classification☆17Updated 10 years ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 9 years ago
- modular implementation of new algorithm☆13Updated 10 years ago
- Morgan A. Schmitz., Matthieu Heitz, Nicolas Bonneel, Fred Ngole, David Coeurjolly, Marco Cuturi, Gabriel Peyré, and Jean-Luc Starck. "Was…☆18Updated 5 years ago
- Dual Augmented Lagrangian (DAL) algorithm for sparse/low-rank reconstruction and learning☆33Updated 9 years ago
- Implementation of the PAC Bayesian GP learning method.☆10Updated 6 years ago
- RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using ran…☆88Updated 2 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 7 years ago
- Matlab implementation of the EM and MCMC algorithm for SVMs as introduced in the paper "Data augmentation for support vector machines"☆17Updated 10 years ago
- MATLAB implementation of AdaGrad, Adam, Adamax, Adadelta etc.☆33Updated 4 years ago
- A multi-algorithm Python framework for regularized regression☆13Updated last year
- CUDA extension for the SPORCO project☆18Updated 3 years ago
- Matlab/Octave toolbox for nonconvex optimization☆49Updated 8 years ago
- Code for Fast Information-theoretic Bayesian Optimisation☆16Updated 6 years ago
- ☆14Updated 9 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
- KMeans for big data using preconditioning and sparsification, Matlab implementation. Aka k-means☆57Updated 4 years ago
- Optimal Transport for Dummies - Code, slides and article☆32Updated 7 years ago
- MATLAB MEX implementation of SVRG-SBB algorithms☆12Updated 7 years ago