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Nicolaus93 / coin_betting

Parameter-free optimization algorithms written for Pytorch.
MIT License
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Initial Betting Fraction #7

Open Nicolaus93 opened 3 years ago

Nicolaus93 commented 3 years ago

I'm unable to reproduce what is explained in section 4 of https://arxiv.org/pdf/1905.12721v1.pdf. If this heuristic is implemented then the algorithm doesn't work, see: https://github.com/Nicolaus93/coin_betting/blob/abbf93112c967daa85fc65a6be77a3bf8339368f/optimal_pytorch/coin_betting/torch/onsbet.py#L90

Nicolaus93 commented 3 years ago

I think this is also related to the fact that Recursive forgets the initial point very quickly.