[mlpack] Low rank/sparse optimization using Frank-Wolfe

[Stephen Tu]

Are you planning to do this as part of your GSOC project, or just for fun
on the side? I also think this would be very cool.


On Tue, Jul 26, 2016 at 11:04 AM, Ryan Curtin <ryan at ratml.org> wrote:

> On Tue, Jul 26, 2016 at 11:05:34PM +0530, Ramchandran wrote:
> > Hi,
> > I'm Ramchandran, a fourth year undergraduate studying Msc Mathematics and
> > Computer Science at BITS Pilani, Goa Campus.
> >
> > I am currently doing a Google Summer of Code internship under Professor
> > Madeleine Udell for the Num-focus Organisation. My project involves
> > implementing presolve routines for optimization problems (specifically LP
> > and SDP) . A discussion of the work and progress can be viewed in my blog
> > <http://ramcha24.github.io/gsoc.html>.
> >
> > I recently came across your GSOC Ideas list and was very interested in
> the
> > proposed idea with Ryan Curtin as the mentor -* "  Low rank/Sparse
> > optimization using Frank Wolfe"*
> >
> > It looks like no one is currently doing as a part of GSOC this year and
> > hence I would like to implement Frank Wolfe for the different norms over
> > the coming months.
> >
> > My current works is in Convex.jl package and I have a theoretical
> > understanding of convex optimization.
>
> Hi Ramchandran,
>
> Thanks for getting in touch.  It looks like the work you are doing this
> summer is very cool, and related to the mlpack project you pointed out.
>
> I'm happy to help as I have time in the fall, and I would love to
> include the FW optimizer as part of mlpack.  However my time may be
> somewhat limited, so while I will do my best to help out, I can't
> guarantee that I can provide very quick responses. :)
>
> If you are okay with that, then maybe we can get started when GSoC 2016
> is over.  Let me know if I can clarify anything about the project.
>
> Thanks,
>
> Ryan
>
> --
> Ryan Curtin    | "What? Facts?"
> ryan at ratml.org |   - Joe Cairo
> _______________________________________________
> mlpack mailing list
> mlpack at cc.gatech.edu
> https://mailman.cc.gatech.edu/mailman/listinfo/mlpack
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://mailman.cc.gatech.edu/pipermail/mlpack/attachments/20160726/57e881cc/attachment.html>