Closed antoinedemathelin closed 2 months ago
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Hello @antoinedemathelin this is great.
I was thinking that we would add a parameter to qpsolve and insteda have _qpsolve_scipy and _qpsolve_frank_wolfe functions ? this would be nice because it means that in the methdos one can just apss the solver parameter.
I see that your solver is less general but one can use the general function and taise an error if the constrainst cannot be solve by FW
Hi @rflamary, Ok I can do that!
I'm closing this PR since we have the new and improved #167
Hi everyone, I propose to add the Frank-wolfe algorithm to speed KMM. (almost 20 times faster in the small example). It can be used for KLIEP and Tars too, in the future.
Cf paper https://webdocs.cs.ualberta.ca/~dale/papers/ijcai15.pdf
Cf PR #93 PR #108