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Fabian Pedregosa fabianp

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View backtrack.ipynb
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View SAGA-dask.ipynb
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@fabianp
fabianp / frank_wolfe.py
Created Mar 19, 2018
Python implementation of the Frank-Wolfe algorithm
View frank_wolfe.py
import numpy as np
from scipy import sparse
# .. for plotting ..
import pylab as plt
# .. to generate a synthetic dataset ..
from sklearn import datasets
n_samples, n_features = 1000, 10000
A, b = datasets.make_regression(n_samples, n_features)
View basic_saga.ipynb
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@fabianp
fabianp / spsaga.py
Created Aug 21, 2017
Sparse Proximal SAGA
View spsaga.py
import numpy as np
from scipy import sparse
from datetime import datetime
from numba import njit
@njit
def deriv_logistic(p, b):
"""Derivative of the logistic loss"""
p *= b
if p > 0:
View ellipse.ipynb
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@fabianp
fabianp / tv1d.py
Created Jun 10, 2016
1D total variation (also known as fussed lasso) proximal operator
View tv1d.py
from numba import njit
@njit
def prox_tv1d(w, stepsize):
"""
Parameters
----------
w: array
vector of coefficieents
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View bench.ipynb
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