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VERSION 0.2.5

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@blankjul blankjul released this 30 Apr 18:25
· 3 commits to main since this release

Adding FSDID: Fast SDID with PGD solver and fast JackKnife.

  • New ProjectedGradientDescent solver — drop-in replacement for FrankWolfe, ~50-100x faster, scales to 100K+ units
  • FSDID estimator combines PGD solver + fast JackKnife
  • FSDID documentation with benchmarks