Some experiments with the coordinate descent algorithm used in the (Sparse) Group Lasso model
Sparse matrix tutorial for EuroSciPy 2010
Gaussian Processes for Experimental Sciences
Weighted matrix factorization in Python
Conjugate Gradient Lower Bound
Python bindings for the MUMPS package MUMPS: a parallel sparse direct solver
FTRL proximal algorithm according to McMahan et al. 2013
Minimax Optimization, Stackelberg Games, Generative Adversarial Networks
A Python implementation of the Principal Component Pursuit algorithm from arXiv:0912.3599
Fast Convergence of Conjugate Gradients in Sparse Gaussian Processes
High Dimensional Portfolio Selection with Cardinality Constraints
Hyperparameter optimization with approximate gradient
Ordinal regression algorithms
Code to accompany the paper "AMP-Inspired Deep Networks for Sparse Linear Inverse Problems"
Code for "Structured Sparsity Inducing Adaptive Optimizers for Deep Learning" in PyTorch
Python implementation of the pliable lasso
