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Keep the gradient flowing

Policy Gradients Part 1: The REINFORCE Estimator On the Link Between Optimization and Polynomials, Part 6. Optimization Nuggets: Stochastic Polyak Step-size, Part 2 Optimization Nuggets: Stochastic Polyak Step-size On the Convergence of the Unadjusted Langevin Algorithm The Russian Roulette: An Unbiased Estimator of the Limit Notes on the Frank-Wolfe Algorithm, Part III: backtracking line-search On the Link Between Optimization and Polynomials, Part 5 Optimization Nuggets: Implicit Bias of Gradient-based Methods Optimization Nuggets: Exponential Convergence of SGD On the Link Between Optimization and Polynomials, Part 4 On the Link Between Optimization and Polynomials, Part 3 On the Link Between Optimization and Polynomials, Part 2 On the Link Between Polynomials and Optimization, Part 1 How to Evaluate the Logistic Loss and not NaN trying Notes on the Frank-Wolfe Algorithm, Part II: A Primal-dual Analysis Three Operator Splitting Notes on the Frank-Wolfe Algorithm, Part I Optimization inequalities cheatsheet A fully asynchronous variant of the SAGA algorithm Hyperparameter optimization with approximate gradient Lightning v0.1 scikit-learn-contrib, an umbrella for scikit-learn related projects. SAGA algorithm in the lightning library On the consistency of ordinal regression methods Holdout cross-validation generator IPython/Jupyter notebook gallery PyData Paris - April 2015 Data-driven hemodynamic response function estimation Plot memory usage as a function of time
LLE comes in different flavours
Fabian Pedregosa · 2011-06-30 · via Keep the gradient flowing

I haven't worked in the manifold module since last time, yet thanks to Jake VanderPlas there are some cool features I can talk about. First of, the ARPACK backend is finally working and gives factor one speedup over the lobcpg + PyAMG approach. The key is to use ARPACK's shift-invert mode instead of the regular mode, a subtle change that drove me crazy for weeks and that Jake spotted by comparing it to his C++ LLE implementation. More importantly, some variants of Locally Linear Embedding (LLE) have been added to the module: Modified LLE, Hessian LLE and LTSA. These seem to generate better solutions than the classical LLE with timings that are not far apart. All the LLE variants currently implemented can be seen in this example, where they are applied to an S-shaped dataset.