Hello Jan, I thought you might be interested in a project I've been working on. I have developed a deep generative model for meta-learning optimization and applied that to sparse index tracking. I've just released the open-source PyTorch implementation of the method (and Fast CMA-ES, a popular non-convex optimizer). I'd love to receive your thoughts and contribution to the repository.
Hello Jan, I thought you might be interested in a project I've been working on. I have developed a deep generative model for meta-learning optimization and applied that to sparse index tracking. I've just released the open-source PyTorch implementation of the method (and Fast CMA-ES, a popular non-convex optimizer). I'd love to receive your thoughts and contribution to the repository.