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If we frame our approach as doing "Uncertainty-aware Planning with Learned dynamics", we can broadly classify different methods
1. Choice of gradient estimation: First vs. Zeroth-order.
- fir…
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#### Describe the bug
`MixedLM.hessian()` returns a tuple:
https://github.com/statsmodels/statsmodels/blob/23faea30e30ff759c3c9d3f1d57864b2aa68c827/statsmodels/regression/mixed_linear_model.py#L…
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_As an analyzer I want to specify my ServiceX queries using awkward syntax so I can perform row-level cuts without learning a new language_
# Description
We will use Awkward DASK to create a task …
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There are four key optimizations that Mondrian's optimizer could make but doesn't.
Mondrian's optimizer is smart enough to turn `if (true) a else b` into `a`. To my delight, it is smart enough to …
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Definitively the notion of optimizer is somewhat fuzzy and so is the class `Optimizer`.
We should attempt to clarify definitions we are going to use in the library.
**Definitions (to be added in a w…
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It would be great if it could support BERT, LLaMA and other model training.
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We are currently building the region selector, optimizer and components to execute the optimized regions, but we lack an architecture link the regions together and give us good performance.
The gen…
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Under "Download PNG" on the Graphs tab it would be nice to have a "Download DOT" option (or TikZ) for when writing academic papers with LaTeX.
I imagine all currently open scopes under "Main Graph"…
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I have a few thoughts here resulted from https://github.com/red/red/issues/2216.
See also REPs on vectors https://github.com/red/REP/issues/12 and esp. https://github.com/red/REP/issues/10
The **a…
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My goal is to compute american option prices with discrete dividends on a specific date. The example provided for American options does not indicate how could this be done.
```
# Define the coordi…