udellgroup / orie7391
Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization
☆22Updated 2 years ago
Alternatives and similar repositories for orie7391:
Users that are interested in orie7391 are comparing it to the libraries listed below
- ☆36Updated 3 years ago
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆43Updated 5 years ago
- Optimal transport algorithms for Julia☆100Updated 6 months ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- Structured optimization in Julia☆72Updated last year
- This code is no longer maintained.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
- Covariance prediction via convex optimization☆19Updated 3 years ago
- A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems☆29Updated 3 years ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆72Updated 5 months ago
- A CVXPY extension for saddle problems☆26Updated 3 weeks ago
- Lectures on Quantitative Economics Using JAX☆31Updated last month
- Solves the best subset selection problem☆41Updated 2 years ago
- Python-based Derivative-Free Optimization with Bound Constraints☆79Updated 4 months ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆135Updated 9 months ago
- ☆95Updated this week
- Lecture slides and homework assignments for MA5233 Computational Mathematics at the National University of Singapore.☆38Updated 4 years ago
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆101Updated 2 years ago
- Proximal operators for nonsmooth optimization in Julia☆132Updated last year
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Material for the course Large-Scale Convex Optimisation at LTH, autumn 2020☆14Updated 3 years ago
- Package implementing common state-space routines.☆86Updated last year
- DEPRECATED IN FAVOR OF TuringLang/Turing-Workshop☆35Updated 3 years ago
- The code in this repository follows the paper "Stochastic gradient MCMC"