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Optimization Nuggets: Stochastic Polyak Step-size, Part 2
Published:
Fabian Pedregosa invited me to write a joint blog post on a convergence proof for the stochastic Polyak step size (SPS).
Decay No More
Published:
I wrote a blog post which got published at the ICLR blog post track 2023. The post is titled Decay No More and explains the details of AdamW and its weight decay mechanism. Check it out here.
Solve it all and solve it fast: using numba for optimization in Python
Published:
When implementing optimization algorithms, we typically have to balance the following goals:
A collection of resources for creating open-source software packages
Published:
Making your research code open-source, tested and documented is quite simple nowadays. This post gives an overview of the most important steps and collects useful ressources, e.g. tutorials for Readthedocs, Sphinx (Gallery) and unit testing in Python.
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GGLasso - a Python package for General Graphical Lasso computation
Published in Journal of Open Source Software, 2021
Recommended citation: F. Schaipp, O. Vlasovets, C. L. Müller. (2021). "GGLasso - a Python package for General Graphical Lasso computation." Journal of Open Source Software 1. 6(68), 3865. https://joss.theoj.org/papers/10.21105/joss.03865