Python Portfolio-optimization Resources

NAS-HPO-Bench-II API Overview NAS-HPO-Bench-II is the first benchmark dataset for joint optimization of CNN and training HPs. It helps a fair and low-

KnowPrompt Code and datasets for our paper "KnowPrompt: Knowledge-aware Prompt-tuning with Synergistic Optimization for Relation Extraction" Requireme

pyribs Website Source PyPI Conda CI/CD Docs Docs Status Twitter pyribs.org GitHub docs.pyribs.org A bare-bones Python library for quality diversity op

What is Retentioneering? Retentioneering is a Python framework and library to assist product analysts and marketing analysts as it makes it easier to

offline-MBPO This repository contains the code of a version of model-based RL algorithm MBPO, which is modified to perform in offline RL settings Pape

V-MPO Simple code to demonstrate Deep Reinforcement Learning by using an on-policy adaptation of Maximum a Posteriori Policy Optimization (MPO) in Pyt

TensorFlow RiemOpt A library for manifold-constrained optimization in TensorFlow. Installation To install the latest development version from GitHub:

Image-Optimizer Download and Install git clone https://github.com/stefankumpan/Image-Optimizer-Script.git cd Image-Optimizer-Script pip install -r req

PyTorch implementation of Constrained Policy Optimization (CPO) This repository has a simple to understand and use implementation of CPO in PyTorch. A

This repository contains the code accompanying the paper " FedMM: Saddle Point Optimization for Federated Adversarial Domain Adaptation" Paper link: R

ttopt Description Gradient-free global optimization algorithm for multidimensional functions based on the low rank tensor train (TT) format and maximu

Lale is a Python library for semi-automated data science. Lale makes it easy to automatically select algorithms and tune hyperparameters of pipelines that are compatible with scikit-learn, in a type-safe fashion.

BO-GP Bayesian optimization based on Gaussian processes (BO-GP) for CFD simulations. The BO-GP codes are developed using GPy and GPyOpt. The optimizer

ETMO: Evolutionary Transfer Multiobjective Optimization To promote the research on ETMO, benchmark problems are of great importance to ETMO algorithm

STRIDE: spectrahedral proximal gradient descent along vertices A Solver for Large-Scale Rank-One Semidefinite Relaxations About STRIDE is designed for

Fava Portfolio Summary This is a Fava extension to display a grouped portfolio view in Fava for a set of Beancount accounts. It can also calculate MWR

A General Automated Machine Learning framework to simplify the development of End-to-end AutoML toolkits in specific domains.

Nature-inspired algorithms are a very popular tool for solving optimization problems. Numerous variants of nature-inspired algorithms have been develo

Description A numpy-based implementation of RANSAC for fundamental matrix and homography estimation. The degeneracy updating and local optimization co

Montando um Portfólio de Investimentos para Day Trade com Python Instruções: Para reproduzir o projeto no Google Colab, faça o download do repositório

CONetV2: Efficient Auto-Channel Size Optimization for CNNs Exciting News! CONetV2: Efficient Auto-Channel Size Optimization for CNNs has been accepted

Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations Requirements The code is implemented in Python and requires

DeepSeaTreasure Environment Installation In order to get started with this environment, you can install it using the following command: python3 -m pip

Backtesting the "Cramer Effect" & Recommendations from Cramer Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which

hyperpy HyperPy: An automatic hyperparameter optimization framework Description HyperPy: Library for automatic hyperparameter optimization. Build on t

Network-Distributed Algorithm Experiments -- This repository contains a set of optimization algorithms and objective functions, and all code needed to

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.

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

Hotpotato Hotpotato is a recipe portfolio App that assists users to discover and comment new recipes. It is a fullstack React App made with a Redux st

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

rotki is an open source portfolio tracking, analytics, accounting and tax reporting tool that respects your privacy. The mission of rotki is to bring transparency into the crypto and financial sectors through the use of open source.

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.

Binance Report Bot The intent of this bot is to take a snapshot of your binance wallet, e.g. the current balances and store it for further plotting. I

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

Use AI, Modern Portfolio Theory, and Monte Carlo simulation's to generate a optimized stock portfolio that minimizes risk while maximizing returns. Ho

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

Simple tool to track your crypto portfolio in realtime. It can be used to track any coin on the BNB network, even obscure coins that are not listed or trackable by major portfolio tracking applications.

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