Add sketching options to solver and implementations for three sketchi… - Githubissues

numericalalgorithmsgroup / dfols

Python-based Derivative-Free Optimizer for Least-Squares

https://numericalalgorithmsgroup.github.io/dfols/

GNU General Public License v3.0

41 stars 15 forks source link

Add sketching options to solver and implementations for three sketchi… #10

Closed tylerfergusonoxford closed 4 years ago

tylerfergusonoxford commented 4 years ago

…ng matrix approaches:

Uniform Sketching (rows of residual randomly selected)
Hashing (all rows of residual selected and collisions combined)
Gaussian Sketching (Gaussian blend of residual rows)