Lorenzo Stella
Lorenzo Stella
This reverts awslabs/gluon-ts#2204 since it was pointed out by @kashif that it creates further issues.
*Description of changes:* This is an attempt at simplify the way estimators set up the data transformation chains they need. Goal is to make the code more readable (less verbose,...
cc @benidis Tests are at the bare minimum, we could use some more. By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution,...
Right now the package falls back to Zygote for computing gradients using automatic differentiation. It would be nice to add support for multiple AD backends (ReverseDiff, Enzyme, Yota, Nabla, Diffractor…...
Some algorithms code may be improved (and maybe sped up?) by using the 5-arguments version of `mul!` (requires Julia 1.3), see https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/#LinearAlgebra.mul! For example, the code here could probably use...
Some things that could improve about verbose mode: * Currently, verbose execution of algorithms displays a sequence of unspecified values. Verbose mode should either display a “table header” at the...
Some of the methods which are usually implemented for Julia iterators are not yet defined on the algorithms iterator types: - `IteratorEltype` - `eltype`
Some quantities computed in [FBS](https://github.com/kul-forbes/ProximalAlgorithms.jl/blob/master/src/algorithms/forwardbackward.jl#L63) and [PANOC](https://github.com/kul-forbes/ProximalAlgorithms.jl/blob/master/src/algorithms/panoc.jl#L86) could probably be pre-allocated. We should consider doing this in case significant performance improvement is obtained.
This is a list of (some of the) currently missing functions and calculus rules for proximal mappings, with references. Please comment to add more to the list. **Functions** - [...
As noted several times, code coverage bounces up and down due to randomized tests. One way of avoiding this is to hardcode all cases to be tested: time consuming, but...