openopt / copt
A Python library for mathematical optimization
☆137Updated 4 months ago
Alternatives and similar repositories for copt:
Users that are interested in copt are comparing it to the libraries listed below
- PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.☆85Updated last month
- Large-scale, multi-GPU capable, kernel solver☆185Updated 7 months ago
- CHOP: An optimization library based on PyTorch, with applications to adversarial examples and structured neural network training.☆77Updated 11 months ago
- Proximal optimization in pure python☆116Updated 2 years ago
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆100Updated last year
- Example codes for the book Applied Stochastic Differential Equations☆184Updated 3 years ago
- Normalizing Flows using JAX☆82Updated last year
- A generic interface for linear algebra backends☆71Updated 7 months ago
- Fast hyperparameter settings for non-smooth estimators:☆39Updated last year
- ☆213Updated 3 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆98Updated last year
- Parameter-Free Optimizers for Pytorch☆113Updated 9 months ago
- Documentation:☆119Updated last year
- Riemannian Convex Potential Maps☆67Updated last year
- Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.☆232Updated last year
- Differentiation through cone programs☆96Updated 2 weeks ago
- This code is no longer maintained. The codebase has been moved to https://github.com/scikit-learn-contrib/skglm. This repository only ser…☆17Updated 2 years ago
- Differentiable and numerically stable implementation of the matrix exponential☆32Updated 4 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- Code repo for "Function-Space Distributions over Kernels"☆31Updated 4 years ago
- A LinearOperator implementation to wrap the numerical nuts and bolts of GPyTorch☆103Updated 3 weeks ago
- ☆164Updated 6 months ago
- Normalizing Flows in Jax☆107Updated 4 years ago
- Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.☆214Updated 6 months ago
- Testing Nerual Tangent Kernel (NTK) on small UCI datasets☆83Updated 5 years ago
- Code for random Fourier features based on Rahimi and Recht's 2007 paper.☆52Updated 4 years ago
- OxCSML research group reading groups and meetings at the Department of Statistics, University of Oxford.☆93Updated 3 years ago
- A general-purpose, deep learning-first library for constrained optimization in PyTorch☆111Updated this week
- Functional tensors for probabilistic programming☆238Updated last year
- Library for Bayesian Neural Networks in PyTorch (first version as published in ProbProg2020)☆42Updated 3 years ago