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sandialabs / pyapprox

Flexible and efficient tools for high-dimensional approximation, scientific machine learning and uncertainty quantification.
https://sandialabs.github.io/pyapprox/
MIT License
50 stars 13 forks source link

Njr/bifi boosting #23

Closed nrummel closed 3 months ago

nrummel commented 3 months ago

Implement the sketched least square problem boosting algorithm presented in https://arxiv.org/abs/2209.05705