search

lcmd-epfl / MLKRR

Code for the Metric Learning for Kernel Ridge Regression algorithm
MIT License
8 stars 4 forks source link

Up to how many dimensions is L-BFGS-B supposed to work? [question] #13

Closed UnixJunkie closed 3 months ago

UnixJunkie commented 3 months ago

Is there a recommended alternative in case we have more dimensions than that?

raimon-fa commented 3 months ago

As many dimensions as you have RAM for. The model needs to optimize an Nfeatures x Nfeatures matrix, which grows quickly.

UnixJunkie commented 3 months ago

Ok, so on modern computers it might be in the 100k to 300k dimensions.