stochastic-optimization topic
mcmc-python
Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)
spsa
A simple implementation of SPSA with automatic learning rate tuning
hessianlearn
Hessian-based stochastic optimization in TensorFlow and keras
Optimization-of-building-energy-consumption
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
Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
Supply-Chain-Analytics
Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain
PolyFold
An interactive visual simulator for distance-based protein folding
pysmps
Utilities for parsing MPS and SMPS file formats.
sddip
Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.