Convex optimization tensorflow

Is convex optimization important for deep learning?
Convex optimization has become an essential tool in machine learning because many real-world problems can be modeled as convex optimization problems.
For example, in classification problems, the goal is to find the best hyperplane that separates the data points into different classes..
What is a Python package for convex optimization?
CVXPY is a domain-specific language for convex optimization embedded in Python.
It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers..
What is convex function in deep learning?
Convex functions are those functions that have only one minimum point.
The minimum point we call is a global minimum point.
Nonconvex functions are those functions that have many minimum points.
Local and global minimum points.
The loss functions that are applied on machine learning models are convex functions..
Convex Optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets.

Mar 16, 2020Convex optimization problems are used to solve many problems in the real world. Until now, it
Duration: 9:20
Posted: Mar 16, 2020

cvxpylayers

cvxpylayers is a Python library for constructing differentiable convex optimization layers in PyTorch, JAX, and TensorFlow using CVXPY. A convex optimiz…

Installation

Use the package manager pip to install cvxpylayers. Our package includes convex optimization layers for PyTorch, JAX, and TensorFlow 2.0; the la…

Usage

PyTorch Note: CvxpyLayer cannot be traced with torch.jit. JAX Note: CvxpyLayer cannot be tra…

Solvers

At this time, we support two open-source solvers: SCS and ECOS. SCS can be used to solve any problem expressible in CVXPY; ECOS can be used to so…

Examples

Our examples subdirectory contains simple applications of convex optimization layers in IPython notebooks.

Contributing

Running tests cvxpylayers uses the pytest framework for running tests. To install pytest, run: Execute the tests from the main directory o…

Projects using cvxpylayers

Below is a list of projects using cvxpylayers. If you have used cvxpylayers in a project, you're welcome to make a PR to add it to this list.

License

cvxpylayers carries an Apache 2.0 license.

Citing

If you use cvxpylayers for research, please cite our accompanying NeurIPS paper: If you use cvxpylayers to differentiate through a log-log …

Which DSL is used for convex optimization in PyTorch and TensorFlow?

We implement our methodology in version 1

1 of CVXPY, a popular Python-embedded DSL for convex optimization, and additionally implement differentiable layers for disciplined convex programs in PyTorch and TensorFlow 2

Our implementation significantly lowers the barrier to using convex optimization problems in differentiable programs