svaiter / pyprox
Proximal algorithms made easy in Python
☆59Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for pyprox
- Sample implementations of proximal operators☆187Updated 11 years ago
- A Python convex optimization package using proximal splitting methods☆110Updated last year
- Proximal algorithms and operators in python☆25Updated 5 years ago
- Python implementation of the Fast Iterative Shrinkage/Thresholding Algorithm.☆86Updated 6 years ago
- A Newton ADMM based solver for Cone programming.☆38Updated 7 years ago
- Code for NIPS 2015 "Gradient-Free Hamiltonian Monte Carlo via Effecient Kernel Exponential Families"☆24Updated 6 years ago
- A MATLAB toolbox for building first-order solvers for convex models.☆136Updated 2 years ago
- A suite of stochastic optimization methods for solving the empirical risk minimization problem.☆16Updated 5 years ago
- ☆66Updated 6 years ago
- Proximal optimization in pure python☆113Updated 2 years ago
- simple MATLAB code for randomized matrix computation☆23Updated 9 years ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 9 years ago
- Anderson accelerated Douglas-Rachford splitting☆29Updated 3 years ago
- A collection of Gaussian process models☆30Updated 7 years ago
- ☆13Updated last month
- A lightweight accelerated proximal-gradient package for matlab☆32Updated 8 years ago
- Group elastic net implementation in PyTorch.☆44Updated 4 years ago
- Code for "Differentiable Compositional Kernel Learning for Gaussian Processes" https://arxiv.org/abs/1806.04326☆71Updated 6 years ago
- TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods☆45Updated 7 years ago
- Complete dictionary learning over the sphere using trust-region method☆16Updated 8 years ago
- Implementation of Nesterov and Polyak's (2006) cubic regularization algorithm and Cartis et al's (2011) adaptive cubic regularization alg…☆17Updated 2 years ago
- Frank-Wolfe optimization variants with a linear convergence rate☆20Updated 8 years 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- This code is no longer maintained.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 last year
- Optimal Transport for Dummies - Code, slides and article☆32Updated 7 years ago
- RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using ran…☆85Updated 2 years ago
- Reducing Reparameterization Gradient Variance code.☆33Updated 7 years ago
- Matlab and Python toolbox for fast Total Variation proximity operators☆224Updated 4 years ago
- A matlab toolbox to perform Wasserstein Dictionary Learning or NMF☆31Updated 8 years ago
- Stochastic PDHG with Arbitrary Sampling and Imaging Applications☆17Updated 4 years ago