https://github.com/avinashresearch1/mlopt
The Machine Learning Optimizer
Science Score: 10.0%
This score indicates how likely this project is to be science-related based on various indicators:
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○CITATION.cff file
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○codemeta.json file
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○.zenodo.json file
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○DOI references
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✓Academic publication links
Links to: arxiv.org -
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○Scientific vocabulary similarity
Low similarity (9.6%) to scientific vocabulary
Repository
The Machine Learning Optimizer
Basic Info
Statistics
- Stars: 0
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- Forks: 0
- Open Issues: 0
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Metadata Files
README.md
Machine Learning Optimizer
mlopt is a package to learn how to solve numerical optimization problems from data. It relies on cvxpy for modeling and gurobi for solving the problem offline.
mlopt learns how to solve programs using pytorch (pytorch-lightning), xgboost or optimaltrees. The machine learning hyperparameter optimization is performed using optuna.
Online, mlopt only requires to predict the strategy and solve a linear system using scikit-umfpack.
Examples
To see mlopt in action, have a look at the notebooks in the examples/ folder.
Documentation
Coming soon at mlopt.org!
Citing
If you use mlopt for research, please cite the following papers:
@Article{bertsimas2021,
author = {{Bertsimas}, D. and {Stellato}, B.},
title = {The Voice of Optimization},
journal = {Machine Learning},
year = {2021},
month = {2},
volume = {110},
issue = {2},
pages = {249--277},
}
``` @article{stellato2019a, author = {{Bertsimas}, D. and {Stellato}, B.}, title = {Online Mixed-Integer Optimization in Milliseconds}, journal = {arXiv e-prints}, year = {2019}, month = jul, adsnote = {Provided by the SAO/NASA Astrophysics Data System}, adsurl = {https://ui.adsabs.harvard.edu/abs/2019arXiv190702206B}, archiveprefix = {arXiv}, eprint = {1907.02206}, keywords = {Mathematics - Optimization and Control}, pdf = {https://arxiv.org/pdf/1907.02206.pdf}, primaryclass = {math.OC}, }
```
The code to reproduce the results in the papers is available at bstellato/mlopt_benchmarks.
Projects using mlopt framework
Owner
- Name: Avinash Subramanian
- Login: avinashresearch1
- Kind: user
- Location: Trondheim, Norway
- Company: JuliaHub
- Repositories: 2
- Profile: https://github.com/avinashresearch1
Simulation & Control at JuliaHub