stochastic-optimization topic

List stochastic-optimization repositories

mcmc-python

31
Stars
7
Forks
Watchers

Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)

spsa

29
Stars
0
Forks
Watchers

A simple implementation of SPSA with automatic learning rate tuning

hessianlearn

28
Stars
3
Forks
Watchers

Hessian-based stochastic optimization in TensorFlow and keras

This repo demonstrates how to build a surrogate (proxy) model by multivariate regressing building energy consumption data (univariate and multivariate) and use (1) Bayesian framework, (2) Pyomo packag...

ARM-gradient

27
Stars
9
Forks
Watchers

Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)

Supply-Chain-Analytics

17
Stars
1
Forks
Watchers

Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain

PolyFold

24
Stars
6
Forks
Watchers

An interactive visual simulator for distance-based protein folding

pysmps

16
Stars
4
Forks
Watchers

Utilities for parsing MPS and SMPS file formats.

sddip

15
Stars
4
Forks
Watchers

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

TS

15
Stars
3
Forks
Watchers

Tabu Search algorithm