Code

Automatic step sizes for SVRG#207

Code

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BalzaniEdoardo merged 61 commits intoflatironinstitute:developmentflatironinstitute/nemos:developmentfrom bagibence:auto_stepsize_svrgbagibence/nemos:auto_stepsize_svrgCopy head branch name to clipboardOct 28, 2024

+1,643-23

Commits

Commits on Aug 7, 2024

• Add automatic batch and step size for softplus-Poisson GLMs optimized by SVRG

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Commits on Aug 8, 2024

• Add docstrings

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Commits on Aug 9, 2024

• Handle stepsize not being in solver_kwargs

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• Add new way to calculate stepsize and also b_tilde

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Commits on Aug 16, 2024

• Merge branch 'development' into auto_stepsize_svrg

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Commits on Aug 21, 2024

• started renaming vars

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Commits on Aug 22, 2024

• added ref to algorithm

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• renamed function and generalized lookup

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• added the table calculations

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Commits on Aug 23, 2024

• Merge branch 'development' into auto_stepsize_svrg

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• brought back maxiter to 10K.

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• moved pieces around

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Commits on Aug 26, 2024

• improved doscrsrings and added test for config

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• improved naming and docstrings

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• started testing

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• changed naming

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• linted

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• added two missed lines for cov

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• added test all table cases

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• linted

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• linted

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• added glm tests

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• linted

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• improved glm docstrings

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Commits on Aug 27, 2024

• removed args from docstrings

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• Merge branch 'development' into auto_stepsize_svrg

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Commits on Oct 1, 2024

• added billy's comments

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• Merge branch 'development' into auto_stepsize_svrg

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• Merge branch 'main' into auto_stepsize_svrg

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Commits on Oct 8, 2024

• merged dev

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• added tests for auto-stepsize

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• removed unused import

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• fixed warns in tests

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• fix warn svrg default

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• moved the methods around for re-usability

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• fixed mockregressor

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Commits on Oct 9, 2024

• fix comment

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Commits on Oct 16, 2024

• batched multiply

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• changed typing

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• fixed tests

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• add batched compute of lmax

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• added comment

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Commits on Oct 18, 2024

• Merge branch 'development' into auto_stepsize_svrg

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Commits on Oct 21, 2024

• linted

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• linted

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• modified svrg error to match GradientDescent and ProximalGradient from jaxopt

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Commits on Oct 25, 2024

• added pdf

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• improved error message and provided solution

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• change default to power iteration

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• saga removed

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• removed model.fit

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• removed test saga

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• merged development

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Commits on Oct 28, 2024

• added extra example

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• added warning

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• changed descr of svrg usage

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• linted

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• improved docstrings

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• added expectation in test

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• added typeerror and valueerror, as well as tests

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• Merge branch 'development' into auto_stepsize_svrg

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