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Pierre-Antoine Bannier

2 accepted papers

2022

Benchopt: Reproducible, efficient and collaborative optimization benchmarks

NeurIPS 2022accept

Numerical validation is at the core of machine learning research as it allows us to assess the actual impact of new methods, and to confirm the agreement between theory and practice. Yet, the rapid development of the field poses several challenges: researchers are confronted with a profusion of meth…

2022

Beyond L1: Faster and Better Sparse Models with skglm

NeurIPS 2022accept

We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on coordinate descent, working sets and Anderson acceleration. It handl…

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