sbanert / large-scale-materialLinks
Material for the course Large-Scale Convex Optimisation at LTH, autumn 2020
☆14Updated 4 years ago
Alternatives and similar repositories for large-scale-material
Users that are interested in large-scale-material are comparing it to the libraries listed below
Sorting:
- Differentiation through cone programs☆101Updated 4 months ago
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Updated 10 months ago
- Jax SSM Library☆49Updated 2 years ago
- A CVXPY extension for saddle problems☆26Updated last week
- Loopy belief propagation for factor graphs on discrete variables, in JAX!☆65Updated 8 months ago
- PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.☆88Updated 5 months ago
- Lectures on Quantitative Economics Using JAX☆37Updated 3 weeks ago
- APPM 5630 at CU Boulder☆50Updated last month
- Code repo for "Kernel Interpolation for Scalable Online Gaussian Processes"☆62Updated 4 years ago
- Anderson accelerated Douglas-Rachford splitting☆29Updated 4 years ago
- Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization☆25Updated 3 years ago
- Python & Matlab code for the figures from the book "Learning Theory from First Principles" by Francis Bach☆109Updated last year
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆44Updated 6 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆32Updated last year
- Supplementary code for the paper "Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces"☆43Updated last year
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆41Updated 2 years ago
- Convert CVXPY expressions to PyTorch expressions☆16Updated 2 weeks ago
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- Neural Fixed-Point Acceleration for Convex Optimization☆29Updated 2 years ago
- Tutorials and sampling algorithm comparisons☆75Updated this week
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆100Updated last year
- In which I learn about score functions and how they can be used to generate data.☆16Updated last year
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Code for the book "The Elements of Differentiable Programming".☆88Updated this week
- Extensible Tensorflow library for differentiable particle filtering. ICML 2021.☆42Updated 2 years ago
- Neat Bayesian machine learning examples☆58Updated 5 months ago
- Riemannian Optimization Using JAX☆49Updated last year
- Lightweight library of stochastic gradient MCMC algorithms written in JAX.☆104Updated last year
- Optimization Models and Algorithms☆16Updated 3 weeks ago
- tvopt is a prototyping and benchmarking Python framework for time-varying (or online) optimization.☆13Updated 2 years ago