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Svrg #32

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Svrg #32

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epapoutsellis
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Describe your changes

Describe any testing you have performed

Please add any demo scripts to CIL-Demos/misc/

Link relevant issues

Checklist when you are ready to request a review

  • I have performed a self-review of my code
  • I have added docstrings in line with the guidance in the developer guide
  • I have implemented unit tests that cover any new or modified functionality
  • CHANGELOG.md has been updated with any functionality change
  • Request review from all relevant developers
  • Change pull request label to 'Waiting for review'

Contribution Notes

Please read and adhere to the developer guide and local patterns and conventions.

  • The content of this Pull Request (the Contribution) is intentionally submitted for inclusion in CIL (the Work) under the terms and conditions of the Apache-2.0 License.
  • I confirm that the contribution does not violate any intellectual property rights of third parties

@epapoutsellis
Add SVRGFunction class
04b97b3
@epapoutsellis
add SVRG and documentation
b2bd8c4
@epapoutsellis
add SVRG and documentation
b7dd17d
@epapoutsellis
remove commented code
52765ac
@epapoutsellis
fix class inheritance
f25bf7c
@epapoutsellis
add out case in SGFunction
c7db5ce
@epapoutsellis
Add SVRG tutorial, no unittests
aba9022
@epapoutsellis
add herman sampling in SVRG
226df75
@epapoutsellis
finalise stochastic interface
c15bb8f
@epapoutsellis
add tests SGFunction, data_passes, gradient, approximate_gradient
8dae7ba
@epapoutsellis
remove memory_allocated attribute from base class
6b0ded0
@epapoutsellis
improve names of attributes in SAGFunction
c27bddf
@epapoutsellis
improve attributes of SAGFunction class and add more tests including …
4c85711 
…data passes and initial
@epapoutsellis
remove num_functions factor from SAGFunction
206c80a
@epapoutsellis
update attributes of SAGAFunction
861b145
@epapoutsellis
fix signature approximate gradient SAGAFunction
8225311
@epapoutsellis
improve SVRGFunction, initial, data_passes and add unittests
702e37f
@epapoutsellis
minor fix
78aa347
@epapoutsellis
testing initial case does not work, wip
64a50af
@epapoutsellis
delete old callbacks optimisation utilities
51282de
@epapoutsellis
split SVRG LSVRG classes better API, add unittests, inlcuding memory
96d8d86
@epapoutsellis
add callback functinality
746921b
@epapoutsellis
remove test code
decf26d
@epapoutsellis
remove initial-data_passes
18c56e2
@epapoutsellis
add algo callback functionality
c3b5bc3
@epapoutsellis
fix accuracy data_passes
03f4efb
@epapoutsellis
increase data passes accuracy
e03c386
@epapoutsellis
increase data passes accuracy and fix weight for 1/n convention
155cd37
@epapoutsellis
add dask functionality
5a3e42f
@epapoutsellis
update test for new callback functionality
8d00352
@epapoutsellis
improve tests for SAGFunction
106212e
@epapoutsellis
remove functions_usedas replace by selection.indices_used
c34ded6
@epapoutsellis
remove test from SAGAFunction, same are implemented in SAGFunction
06a0a2d
@epapoutsellis
Fix stochastic gradient initial point. SAG(A) gradient initial point …
7eeef53 
…is used by the algorithm, if warm_start=True
@epapoutsellis
Add Preconditioner, Sensitivity and AdaptiveSensitivity
4eaa227
@epapoutsellis
Rosenbrockas an exact scipy Rosenbrock
7112ea4
@epapoutsellis
Allow PGA(GD,ISTA,FISTA) to accept StepSize class methods, e.g, Const…
d275039 
…antStepSize, ArmijoStepSize and add unittests using Rosenbrock
@epapoutsellis
fix unittest ISTA signature
7056c0d
@epapoutsellis
fix update step size when called
0ba9abd
@epapoutsellis
Add abs to cover complex case
8352bbe
@epapoutsellis
correct import
6d428ac
@epapoutsellis
improve CCP-Regtk, call, convex conjugate, check_input and step size
645fabd
@epapoutsellis
remove GD Armijo test, implemented at test_StepSize
dd54f33
@epapoutsellis
fix Rosenbrock signature
477d51f
@epapoutsellis
fix if/else statement for gradient numba
c5b5c10
@epapoutsellis
fix operator range continuous allocation
666d606
@epapoutsellis
fix KL numba implementations, proximal conjugate wip
5dd1a34
This was referenced Oct 25, 2023
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@epapoutsellis