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1. sparse-precision-matrix-estimation sparse-precision-matrix-estimation Public

   Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss + locally linear approximation

   Python 7 2

2. LASSO-SCAD LASSO-SCAD Public

   Local Linear Approximation (LLA) + Iterative Shrinking Threshold Algorithm (ISTA/FISTA) to optimize LASSO + smoothly clipped absolute deviation (SCAD) penalty

   Python 7 3

3. HUBER-RILS HUBER-RILS Public

   Huber Loss w/ Reweighted Iterative Least Squares for robust covariance estimation

   Python 2

4. netflix_als netflix_als Public

   Alternating least squares for regularized collaborative filtering

   Python 8 2

5. null-space-rayleigh-quotient-iteration null-space-rayleigh-quotient-iteration Public

   Efficient implementation of a null-space Rayleigh Quotient Iteration in Jax with sparse matrices. Works on the GPU!

   Python 2 2

6. simultaneous-graph-clustering-and-layout simultaneous-graph-clustering-and-layout Public

   FISTA for simultaneous graph clustering and layout

   Jupyter Notebook