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WIP: Covariance Updates #911

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WIP: Covariance Updates #911

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9ec7fa5
slow python prototype
ibayer Jun 17, 2012
0298988
still not working
ibayer Jun 18, 2012
895a019
Covariance Updates added
ibayer Jun 26, 2012
a156b16
old code removed
ibayer Jun 26, 2012
ee20335
active set iteration added
ibayer Jun 27, 2012
023e31f
add old enet_coordinate_descent for regression tests,
ibayer Jun 28, 2012
191d390
factor out active set reduction
ibayer Jun 28, 2012
1684e14
user specified memory limit added. If the limit is to low, values are
ibayer Jun 28, 2012
9c45b5d
remove unnecessary memory allocation
ibayer Jun 28, 2012
c4f2772
activate caching based on number of active features
ibayer Jun 29, 2012
da61081
testing cd_fast directly
ibayer Jun 29, 2012
30cb0fe
gradient updates vectorized
ibayer Jun 30, 2012
ca531cc
avoid loop, by not making a difference between initialized and not
ibayer Jun 30, 2012
e681144
remove redundant gradient updating when not caching.
ibayer Jun 30, 2012
7a99c71
active_set in now np index array
ibayer Jun 30, 2012
ce457d7
add some type defs
ibayer Jul 1, 2012
cf0f18b
Add test to check if cache indexing works if cache is not sufficiently
ibayer Jul 2, 2012
f5cdeb3
use <= instead of <
ibayer Jul 3, 2012
2f1641f
fix indexing error
ibayer Jul 3, 2012
59d5954
renaming and add compiler directives
ibayer Jul 3, 2012
9e22d02
some cblas operations added
ibayer Jul 4, 2012
75f355d
cblas operations added
ibayer Jul 5, 2012
4d13a71
cblas dgemv added
ibayer Jul 5, 2012
0835959
feature_inner_product change from fortran to C continuous, this makes
ibayer Jul 5, 2012
f43143d
replace last non cblas operation in inner loop
ibayer Jul 5, 2012
a205625
fix: switch names l1_reg and l2_reg
ibayer Jul 9, 2012
7eb3101
add testcase where a feature goes temporarily to zero during the
ibayer Jul 10, 2012
3755f33
remove unnecessary shrinking of norm_cols_x
ibayer Jul 11, 2012
ff59e95
function added to simplify mapping between active_set and original
ibayer Jul 11, 2012
4225e8a
reorder w so that active-set features are at the beginning, this avoids
ibayer Jul 11, 2012
8a6a509
reorder feature_inner_product instead of shrinking
ibayer Jul 11, 2012
eb432dd
crude hack to recover from failed convergence check by switch to not
ibayer Jul 11, 2012
9331d0e
simplifications
ibayer Jul 11, 2012
5032c65
simplifications
ibayer Jul 12, 2012
1a2ac48
make indexing more explicit
ibayer Jul 12, 2012
d5d2c46
simplifications
ibayer Jul 12, 2012
381332c
fix wrong index
ibayer Jul 12, 2012
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