Alex Williams

- [ ] Low-rank Coupling Filters

Add tags / keywords to repos

2

I just discovered this and genieframework.com/packages - they both look awesome! I'm not sure how feasible this idea is, but I'd love to be able to add tags / keywords...

I don't think you can distribute the source code under the current license. See: https://github.com/andrewssobral/tensor_toolbox/blob/master/LICENSE.txt#L37 Also, this license is out of date. See here: https://gitlab.com/tensors/tensor_toolbox/blob/master/LICENSE.txt

Will this repo contain hard constraints?

3

Simple example: ``` minimize f(x) subject to x > 0 ``` The non-negativity constraint can be thought of as a penalty function: ``` minimize f(x) + g(x) ``` Where `g(x)...

Add SVRG parameter updater

3

This is an interesting stochastic optimizer with some nice theoretical guarantees for convex problems. Would be interesting to compare to the others we have implemented already. https://papers.nips.cc/paper/4937-accelerating-stochastic-gradient-descent-using-predictive-variance-reduction.pdf

Add missing numpy requirement

1

I started in a fresh virtual env and had to additionally `pip install numpy` to get `kachery-cloud-init` to work.

Incompatibility of least_squares and custom_vjp

2

I'm running into some trouble applying `optimistix.least_squares(fn, LevenbergMarquardt(...), x0)` to certain problems. From the error message below, my understanding of the root cause is that forward-mode autodiff cannot be used...

Variational Fourier Features

3

Thanks for the great package. I am interested in fitting GPs using the Variational Fourier Features framework described in [Hensman et al. 2018](https://www.jmlr.org/papers/v18/16-579.html). From quickly looking through the documentation, I...