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