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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
51 stars 13 forks source link

Njr/bifi boosting #24

Open nrummel opened 4 months ago

nrummel commented 4 months ago

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

nrummel commented 4 months ago

Hope this works. Thanks for your patience