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Feature/506 nystroem pcg #507

Merged
merged 22 commits into from
Mar 20, 2024
Merged

Feature/506 nystroem pcg #507

merged 22 commits into from
Mar 20, 2024

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schroedk
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@schroedk schroedk commented Mar 4, 2024 •
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Description

This PR closes #506

Changes

  • Add block variant of conjugate gradient
  • Add preconditioning to cg

Checklist

  • Wrote Unit tests (if necessary)
  • Updated Documentation (if necessary)
  • Updated Changelog
  • If notebooks were added/changed, added boilerplate cells are tagged with "tags": ["hide"] or "tags": ["hide-input"]

@schroedk schroedk force-pushed the feature/506-nystroem-pcg branch from 2e3694f to bec1281 Compare March 4, 2024 21:13
Extend functionality of CgInfluence:
60ad4e9 
* add pre-conditioning, add Nystroem- and JacobiPreConditioner
* add stable block cg variant, to solve several rhs simultaneously
@schroedk schroedk force-pushed the feature/506-nystroem-pcg branch from bec1281 to 60ad4e9 Compare March 5, 2024 16:22
@schroedk schroedk requested a review from mdbenito March 11, 2024 11:07
@schroedk schroedk marked this pull request as ready for review March 11, 2024 11:07
@schroedk
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Blocked by #511

@mdbenito
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Blocked by #511

Merged

@schroedk
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Blocked by #511

Merged

@mdbenito, thanks, I updated the documentation to include the references to pre-conditioning and block cg variant

schroedk added 10 commits March 19, 2024 14:38
@schroedk
Remove unused import in influence_wine notebook
828c0f8
@schroedk
Reformatting CHANGELOG.md to keep line limit
f3343c5
@schroedk
Merge remote-tracking branch 'origin/develop' into feature/506-nystro…
7e3e1da 
…em-pcg
@schroedk
Update bibtex reference file
4d2bad0
@schroedk
Refactor pre-conditioners:
0780903 
* simplify dimensionality handling in NystroemPreConditioner
* add and extend docstrings
@schroedk
Refactor CgInfluence:
dc366c7 
* simplify dimensionality handling in methods
* unify _solve_cg and _solve_pcg
* add docstrings explaining need for batch dimension
@schroedk
Import pre-conditioners in init of influence.torch
ef96931
@schroedk
Improve documentation of functions for computing a Nyström approximation
fe384de
@schroedk
Add a test for solving for a single righ hand side with the block var…
af4c407 
…iant of cg
@schroedk
Improve documentation of influence function models, in particular CgI…
31f33e5 
…nfluence by adding info about block variant and pre-conditioners
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@mdbenito finally I included the points from our review session, do you would like to have a look again? Otherwise I would merge it.

@mdbenito mdbenito merged commit 8a5399e into develop Mar 20, 2024
23 checks passed
@mdbenito mdbenito deleted the feature/506-nystroem-pcg branch March 20, 2024 21:52
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@mdbenito mdbenito mdbenito approved these changes

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Pre-conditioned block conjugate gradient method
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@schroedk @mdbenito