udellgroup / orie7391
Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization
☆23Updated 2 years ago
Alternatives and similar repositories for orie7391:
Users that are interested in orie7391 are comparing it to the libraries listed below
- Materials for ORIE 7191: Topics in Optimization for Machine Learning☆44Updated 5 years ago
- Material for the course Large-Scale Convex Optimisation at LTH, autumn 2020☆14Updated 4 years ago
- Structured optimization in Julia☆72Updated last year
- ☆97Updated 3 weeks ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.☆25Updated 3 years ago
- Matlab Notebook for visualizing random matrix theory results and their applications to machine learning☆117Updated last year
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 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- This code is no longer maintained.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 2 years ago
- A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems☆31Updated 3 years ago
- Julia implementation for various Frank-Wolfe and Conditional Gradient variants☆100Updated this week
- Covariance prediction via convex optimization☆21Updated 4 years ago
- Optimal transport algorithms for Julia☆102Updated last month
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- A Julia package for manipulation of univariate piecewise quadratic functions.☆17Updated 3 years ago
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- DEPRECATED IN FAVOR OF TuringLang/Turing-Workshop☆35Updated 3 years ago
- A Fast sketching based solver for large scale ridge regression☆17Updated 9 months ago
- Convex optimization over risk-neutral probabilities.☆15Updated 4 years ago
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- ☆76Updated 2 years ago
- A CVXPY extension for saddle problems☆26Updated 2 months ago
- ☆36Updated 3 years ago
- Lectures on Quantitative Economics Using JAX☆36Updated 2 weeks ago
- General solver for Hamilton-Jacobi-Bellman equations☆18Updated 7 years ago
- ☆24Updated 2 years ago
- Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analy…☆54Updated last year
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆101Updated 2 years ago
- Solves the best subset selection problem☆45Updated 3 years ago
- The code in this repository follows the paper "Stochastic gradient MCMC"☆26Updated 5 years ago