theano_optimize
Theano implementation of different optimization algorithms
Implementation of different optimization algorithms in python using Theano.
Currently it contains:
MINRES
MINRES is written completely as a symbolic graph, resulting in longer compilation time, though possibly faster running time.
The current code is a translation of the matlab code from http://www.stanford.edu/group/SOL/software.html into python using numpy and Theano. For a deeper understanding of the algorithm check http://www.stanford.edu/group/SOL/software.html
Disclaimer: the implementation is meant for Theano users that might want to
fit this algorithm as a building block of some more complicated graph.
While Theano helps when computing the product Ax is expensive (by
automatically optimizing that expression and translate it into C code or
cuda code) it does make the implementation much less readable than a
pure python/numpy implementation.
MINRES-QLP
MINRES-QLP is written as an op, where all the heavy computation are done through Theano, while some simple arithmetic and logic are done in python/numpy.
The current code is a translation of the matlab code from http://www.stanford.edu/group/SOL/software.html into python using numpy and Theano. For a deeper understanding of the algorithm check http://www.stanford.edu/group/SOL/software.html
Disclaimer: the implementation is meant for Theano users that might want to
fit this algorithm as a building block of some more complicated graph.
While Theano helps when computing the product Ax is expensive (by
automatically optimizing that expression and translate it into C code or
cuda code) it does make the implementation much less readable than a
pure python/numpy implementation.
Contact: Razvan Pascanu (r.pascanu@gmail...) License: 3-clause BSD