Bence Bagi
Bence Bagi
Thank you for making this! Could you please share the Zeit JSON URL you use to get the data? I couldn't find it. I guess it's in a .env file...
Attempt to automatically determine the batch- and step sizes for SVRG when fitting a GLM with Poisson observations and a softplus inverse link function. Based on [this paper](https://papers.nips.cc/paper_files/paper/2019/hash/cd00692c3bfe59267d5ecfac5310286c-Abstract.html).
The [example in the docs](https://nemos.readthedocs.io/en/latest/generated/api_guide/plot_05_batch_glm/) currently uses a custom loop to implement stochastic gradient descent. An alternative would be to make use of [`jaxopt.StochasticSolver.run_iterator`](https://jaxopt.github.io/stable/stochastic.html#run-iterator-vs-manual-loop) and add support for stochastic solvers,...
This came up when evaluating models with scikit-learn's cross-validation and evaluationg a pipeline with a GLM as the final step. If we want the evaluation to use a scoring method...
Hi! Thank you for making Optimistix! We're currently relying on JAXopt in [NeMoS](https://nemos.readthedocs.io/en/latest/), but we're looking to transition to Optimistix (+ Optax). For this, we would need implementations of proximal...
Needed to pass needed keyword arguments to Optax solvers, and make a new function for the `value_fn` to work. Currently this works with `optax.scale_by_zoom_linesearch` and `optax.lbfgs` which uses that, but...
- Added JAXopt code in `src/nemos/third_party` keeping the license - Changed imports in NeMoS and JAXopt to reflect this location - Added a log of changes to JAXopt's readme -...
To guard against new JAX versions breaking JAXopt and no way of fixing it, copy the needed algorithms into NeMoS so that they can be quickly fixed if needed. Potentially...
Reopening #143 as it was closed when its base branch was deleted on release.
### Problem stated in #375: Optimization libraries support objective functions that return not just a scalar function value, but also auxiliary data. These are mostly used for logging, diagnostics, and...