Python Cvar-optimization Resources

Taichi TopOpt (Under Active Development) Intro A topology optimization framework written in Taichi programming language, which is embedded in Python.

imgp is a command line image resizer and rotator for JPEG and PNG images.

A Python Package for Portfolio Optimization using the Critical Line Algorithm

PyCLA A Python Package for Portfolio Optimization using the Critical Line Algorithm Getting started To use PyCLA, clone the repo and install the requi

OptNet: Differentiable Optimization as a Layer in Neural Networks This repository is by Brandon Amos and J. Zico Kolter and contains the PyTorch sourc

geoopt Manifold aware pytorch.optim. Unofficial implementation for “Riemannian Adaptive Optimization Methods” ICLR2019 and more. Installation Make sur

PPO Pytorch C++ This is an implementation of the proximal policy optimization algorithm for the C++ API of Pytorch. It uses a simple TestEnvironment t

Pytorch-DPPO Pytorch implementation of Distributed Proximal Policy Optimization: https://arxiv.org/abs/1707.02286 Using PPO with clip loss (from https

easyopt is a super simple yet super powerful optuna-based Hyperparameters Optimization Framework that requires no coding.

OptNet: Differentiable Optimization as a Layer in Neural Networks This repository is by Brandon Amos and J. Zico Kolter and contains the PyTorch sourc

Task-based End-to-end Model Learning in Stochastic Optimization This repository is by Priya L. Donti, Brandon Amos, and J. Zico Kolter and contains th

DeepPanoContext (DPC) [Project Page (with interactive results)][Paper] DeepPanoContext: Panoramic 3D Scene Understanding with Holistic Scene Context G

Certifiable Outlier-Robust Geometric Perception About This repository holds the implementation for certifiably solving outlier-robust geometric percep

PennyLane is a cross-platform Python library for differentiable programming of quantum computers. Train a quantum computer the same way as a neural network.

GNPy is an open-source, community-developed library for building route planning and optimization tools in real-world mesh optical networks

OptaPy is an AI constraint solver for Python to optimize the Vehicle Routing Problem, Employee Rostering, Maintenance Scheduling, Task Assignment, School Timetabling, Cloud Optimization, Conference Scheduling, Job Shop Scheduling, Bin Packing and many more planning problems.

GRBlogtools Extract information from Gurobi log files and generate pandas DataFrames or Excel worksheets for further processing. Also includes a wrapp

QQ浏览器2021AI算法大赛 - 自动超参数优化竞赛 ACM CIKM 2021 AnalyticCup 在信息流推荐业务场景中普遍存在模型或策略效果依赖于“超参数”的问题，而“超参数"的设定往往依赖人工经验调参，不仅效率低下维护成本高，而且难以实现更优效果。因此，本次赛题以超参数优化为主题，从真

A python application that wraps around AlphaVantage, Quandl and IEX APIs, calculates financial statistics and optimizes portfolio allocations.

rl: An efficient framework for reinforcement learning Requirements Introduction PPO Test Requirements name version Python =3.7 numpy =1.19 torch =1

NerfingMVS Project Page | Paper | Video | Data NerfingMVS: Guided Optimization of Neural Radiance Fields for Indoor Multi-view Stereo Yi Wei, Shaohui

[MM'21] Constrained Graphic Layout Generation via Latent Optimization This repository provides the official code for the paper "Constrained Graphic La

Sign-Agnostic Convolutional Occupancy Networks Paper | Supplementary | Video | Teaser Video | Project Page This repository contains the implementation

Differentiable Factor Graph Optimization for Learning Smoothers Overview Status Setup Datasets Training Evaluation Acknowledgements Overview Code rele

neural-combinatorial-rl-pytorch PyTorch implementation of Neural Combinatorial Optimization with Reinforcement Learning. I have implemented the basic

Pytorch-DPPO Pytorch implementation of Distributed Proximal Policy Optimization: https://arxiv.org/abs/1707.02286 Using PPO with clip loss (from https

Sign-Agnostic Convolutional Occupancy Networks Paper | Supplementary | Video | Teaser Video | Project Page This repository contains the implementation

pytorch-a2c-ppo-acktr Update (April 12th, 2021) PPO is great, but Soft Actor Critic can be better for many continuous control tasks. Please check out

Fast as FUCK nvim completion. SQLite, concurrent scheduler, hundreds of hours of optimization.

DAN-Basd-on-Openmmlab DAN: Unfolding the Alternating Optimization for Blind Super Resolution We reproduce DAN via mmediting based on open-sourced code

Optimization as a Model for Few-Shot Learning This repo provides a Pytorch implementation for the Optimization as a Model for Few-Shot Learning paper.

Minimal PyTorch implementation of Generative Latent Optimization This is a reimplementation of the paper Piotr Bojanowski, Armand Joulin, David Lopez-

PyTorch implementation of TRPO Try my implementation of PPO (aka newer better variant of TRPO), unless you need to you TRPO for some specific reasons.

Deep Continuous Clustering Introduction This is a Pytorch implementation of the DCC algorithms presented in the following paper (paper): Sohil Atul Sh

Evidential Deep Learning for Guided Molecular Property Prediction and Discovery Ava Soleimany*, Alexander Amini*, Samuel Goldman*, Daniela Rus, Sangee

Licensing The majority of neural-scs is licensed under the CC BY-NC 4.0 License, however, portions of the project are available under separate license

Riggable 3D Face Reconstruction via In-Network Optimization Source code for CVPR 2021 paper "Riggable 3D Face Reconstruction via In-Network Optimizati

This is an implementation of the proximal policy optimization algorithm for the C++ API of Pytorch. It uses a simple TestEnvironment to test the algorithm

Pyomo is a Python-based open-source software package that supports a diverse set of optimization capabilities for formulating and analyzing optimization models. Pyomo can be used to define symbolic problems, create concrete problem instances, and solve these instances with standard solvers.

Bonsai is a wrapper for the XGBoost and Catboost model training pipelines that leverages Bayesian optimization for computationally efficient hyperparameter tuning.

Computationally Efficient Optimization of Plackett-Luce Ranking Models for Relevance and Fairness This repository contains the code used for the exper

JAXopt Installation | Examples | References Hardware accelerated (GPU/TPU), batchable and differentiable optimizers in JAX. Installation JAXopt can be

​ DS2.ai is an integrated AI operation solution that supports all stages from custom AI development to deployment. It is an AI-specialized platform service that collects data, builds a training dataset through data labeling, and enables automatic development of artificial intelligence and easy deployment and operation.

ProSelfLC: CVPR 2021 ProSelfLC: Progressive Self Label Correction for Training Robust Deep Neural Networks For any specific discussion or potential fu

CLIPPER: A Graph-Theoretic Framework for Robust Data Association Data association is a fundamental problem in robotics and autonomy. CLIPPER provides

Implemented fully documented Particle Swarm Optimization (PSO) algorithm in Python which includes a basic model along with few advanced features such as updating inertia weight, cognitive, social learning coefficients and maximum velocity of the particle.

MooGBT is a library for Multi-objective optimization in Gradient Boosted Trees. MooGBT optimizes for multiple objectives by defining constraints on sub-objective(s) along with a primary objective. The constraints are defined as upper bounds on sub-objective loss function. MooGBT uses a Augmented Lagrangian(AL) based constrained optimization framework with Gradient Boosted Trees, to optimize for multiple objectives.

This repository contains FEDOT - an open-source framework for automated modeling and machine learning (AutoML). It can build custom modeling pipelines for different real-world processes in an automated way using an evolutionary approach. FEDOT supports classification (binary and multiclass), regression, clustering, and time series prediction tasks.

CoSA is a scheduler for spatial DNN accelerators that generate high-performance schedules in one shot using mixed integer programming

AdamBNN This is the pytorch implementation of our paper "How Do Adam and Training Strategies Help BNNs Optimization?", published in ICML 2021. In this

Toy implementations of some popular ML optimizers using Python/JAX

Fusion-DHL: WiFi, IMU, and Floorplan Fusion for Dense History of Locations in Indoor Environments Paper: arXiv (ICRA 2021) Video : https://youtu.be/CC

Spherical Gaussian Optimization This is code to fit per-pixel environment map with spherical Gaussian lobes, using LBFGS optimization. This code has b

VOGUE is a StyleGAN interpolation optimization algorithm for photo-realistic try-on. Top: shirt try-on automatically synthesized by our method in two different examples.

Factor graphs + nonlinear optimization in JAX

AngularGrad Optimizer This repository contains the oficial implementation for AngularGrad: A New Optimization Technique for Angular Convergence of Con

LibAUC An end-to-end machine learning library for AUC optimization. Why LibAUC? Deep AUC Maximization (DAM) is a paradigm for learning a deep neural n

Hybrid solving process for combinatorial optimization problems Combinatorial optimization has found applications in numerous fields, from aerospace to

Bayesian optimization in JAX

DeepSpeed is a deep learning optimization library that makes distributed training easy, efficient, and effective.

An open source framework that provides a simple, universal API for building distributed applications. Ray is packaged with RLlib, a scalable reinforcement learning library, and Tune, a scalable hyperparameter tuning library.

DC3: A learning method for optimization with hard constraints This repository is by Priya L. Donti, David Rolnick, and J. Zico Kolter and contains the

MADGRAD Optimization Algorithm For Tensorflow This package implements the MadGrad Algorithm proposed in Adaptivity without Compromise: A Momentumized,

End-to-End Optimization of Scene Layout Code release for: End-to-End Optimization of Scene Layout CVPR 2020 (Oral) Project site, Bibtex For help conta

OCTIS : Optimizing and Comparing Topic Models is Simple! OCTIS (Optimizing and Comparing Topic models Is Simple) aims at training, analyzing and compa

PyTorch Code for SENTRY: Selective Entropy Optimization via Committee Consistency for Unsupervised Domain Adaptation Viraj Prabhu, Shivam Khare, Deeks

CS 7301: Spring 2021 Course on Advanced Topics in Optimization in Machine Learning

Exact Pareto Optimal solutions for preference based Multi-Objective Optimization

DABO: Data Augmentation with Bilevel Optimization [Paper] The goal is to automatically learn an efficient data augmentation regime for image classific

AutoOED is an optimal experiment design platform powered with automated machine learning to accelerate the discovery of optimal solutions. Our platform solves multi-objective optimization problems and automatically guides the design of experiment to be evaluated.

This open source Python library provide several solvers for optimization problems related to Optimal Transport for signal, image processing and machine learning.

This repository provides a script and recipe to run the highly optimized transformer-based encoder and decoder component, and it is tested and maintained by NVIDIA.

The mljar-supervised is an Automated Machine Learning Python package that works with tabular data. I

scikit-opt Swarm Intelligence in Python (Genetic Algorithm, Particle Swarm Optimization, Simulated Annealing, Ant Colony Algorithm, Immune Algorithm,A

torch-optimizer torch-optimizer -- collection of optimizers for PyTorch compatible with optim module. Simple example import torch_optimizer as optim

DeepSpeed is a deep learning optimization library that makes distributed training easy, efficient, and effective. 10x Larger Models 10x Faster Trainin

Ray provides a simple, universal API for building distributed applications. Ray is packaged with the following libraries for accelerating machine lear

TF Quant Finance: TensorFlow based Quant Finance Library Table of contents Introduction Installation TensorFlow training Development roadmap Examples

Open-L2O This repository establishes the first comprehensive benchmark efforts of existing learning to optimize (L2O) approaches on a number of proble

Summit Summit is a set of tools for optimising chemical processes. We’ve started by targeting reactions. What is Summit? Currently, reaction optimisat

Enjoy-Hamburger 🍔 Official implementation of Hamburger, Is Attention Better Than Matrix Decomposition? (ICLR 2021) Under construction. Introduction T

MathOptInterface Documentation Build Status Social An abstraction layer for mathematical optimization solvers. Replaces MathProgBase. Citing MathOptIn

NLopt is a library for nonlinear local and global optimization, for functions with and without gradient information. It is designed as a simple, unifi

Hyperparameter Optimization for Keras Talos • Key Features • Examples • Install • Support • Docs • Issues • License • Download Talos radically changes

POT: Python Optimal Transport This open source Python library provide several solvers for optimization problems related to Optimal Transport for signa

Note: This package is for use with GPFlow 1. For Bayesian optimization using GPFlow 2 please see Trieste, a joint effort with Secondmind. GPflowOpt GP

Platypus What is Platypus? Platypus is a framework for evolutionary computing in Python with a focus on multiobjective evolutionary algorithms (MOEAs)

PySwarms is an extensible research toolkit for particle swarm optimization (PSO) in Python. It is intended for swarm intelligence researchers, practit

Solid is a Python framework for gradient-free optimization. It contains basic versions of many of the most common optimization algorithms that do not

Scikit-Optimize Scikit-Optimize, or skopt, is a simple and efficient library to minimize (very) expensive and noisy black-box functions. It implements

SafeOpt - Safe Bayesian Optimization This code implements an adapted version of the safe, Bayesian optimization algorithm, SafeOpt [1], [2]. It also p

Bayesian Optimization Pure Python implementation of bayesian global optimization with gaussian processes. PyPI (pip): $ pip install bayesian-optimizat

hyperopt-sklearn Hyperopt-sklearn is Hyperopt-based model selection among machine learning algorithms in scikit-learn. See how to use hyperopt-sklearn

Hyperopt: Distributed Hyperparameter Optimization Hyperopt is a Python library for serial and parallel optimization over awkward search spaces, which

Optunity is a library containing various optimizers for hyperparameter tuning. Hyperparameter tuning is a recurrent problem in many machine learning t

SMAC v3 Project Copyright (C) 2016-2018 AutoML Group Attention: This package is a reimplementation of the original SMAC tool (see reference below). Ho

BoTorch is a library for Bayesian Optimization built on PyTorch. BoTorch is currently in beta and under active development! Why BoTorch ? BoTorch Prov

monkeys "If an army of monkeys were strumming on typewriters they might write all the books in the British Museum." monkeys is a framework designed to

This project is now archived. It's been fun working on it, but it's time for me to move on. Thank you for all the support and feedback over the last c

MLBox is a powerful Automated Machine Learning python library. It provides the following features: Fast reading and distributed data preprocessing/cle