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feat: large action spaces truncated randomized SVD #3899

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merged 32 commits into from May 18, 2022
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f1a89a1
QR decomposition and create original A matrix
olgavrou Apr 28, 2022
63ca8ab
cleanup and testing
olgavrou Apr 28, 2022
4778185
remove un-needed code
olgavrou Apr 28, 2022
c1c7ab6
Merge branch 'master' into QR_decomposition
olgavrou Apr 28, 2022
6c818f1
formatting
olgavrou Apr 28, 2022
75c0e16
add svd step too
olgavrou Apr 29, 2022
faa9489
Merge branch 'master' into QR_decomposition
olgavrou Apr 29, 2022
2d69e5a
Merge branch 'master' into QR_decomposition
olgavrou May 2, 2022
ef70529
Merge branch 'master' into QR_decomposition
olgavrou May 4, 2022
c1e48a3
Update vowpalwabbit/core/src/reductions/cb/cb_explore_adf_large_actio…
olgavrou May 4, 2022
1d60463
try different approach
olgavrou May 5, 2022
994ddf0
add first unit test for SVD step
olgavrou May 10, 2022
2d7b8ae
proper test
olgavrou May 12, 2022
126c4fa
cleanup and licencing
olgavrou May 13, 2022
71f373d
Merge branch 'master' into QR_decomposition
olgavrou May 13, 2022
0298f5c
formatting
olgavrou May 13, 2022
6148fea
add some test documentation and cleanup
olgavrou May 13, 2022
e9e5839
Merge branch 'master' into QR_decomposition
olgavrou May 16, 2022
f5becd6
boost check small
olgavrou May 16, 2022
0782f10
Merge branch 'QR_decomposition' of github.com:olgavrou/vowpal_wabbit …
olgavrou May 16, 2022
127ebbf
..
olgavrou May 16, 2022
d5959ff
set matrixes to zero when resizing
olgavrou May 16, 2022
45b5ffb
PR feedback
olgavrou May 16, 2022
f61f9c9
cleanup
olgavrou May 16, 2022
aee43a4
Merge branch 'master' into QR_decomposition
olgavrou May 16, 2022
49a6286
formatting
olgavrou May 16, 2022
654cdf2
using eigen index
olgavrou May 16, 2022
348b080
add redsvd implementation note
olgavrou May 16, 2022
430024d
styling pr comments and small fixes
olgavrou May 16, 2022
3633ce4
formatting
olgavrou May 16, 2022
ec7121f
use existing action score comparator
olgavrou May 17, 2022
e1ae6a3
Merge branch 'master' into QR_decomposition
olgavrou May 17, 2022
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41 changes: 40 additions & 1 deletion ThirdPartyNotices.txt
Expand Up @@ -179,4 +179,43 @@ For example, with most compilers, you could add this to your project CXXFLAGS:
This will cause a compilation error to be generated if you #include any code that is
LGPL licensed.
=========================================
END OF Eigen NOTICES AND INFORMATION
END OF Eigen NOTICES AND INFORMATION

redsvd-h NOTICES AND INFORMATION BEGIN HERE
=========================================
A header-only version of RedSVD

Copyright (c) 2014 Nicolas Tessore

based on RedSVD

Copyright (c) 2010 Daisuke Okanohara

All rights reserved.

Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:

* Redistributions of source code must retain the above copyright notice, this
list of conditions and the following disclaimer.

* Redistributions in binary form must reproduce the above copyright notice,
this list of conditions and the following disclaimer in the documentation
and/or other materials provided with the distribution.

* Neither the name of {{{project}}} nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
=========================================
redsvd-h OF Eigen NOTICES AND INFORMATION