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title
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2026-02-28 07:13:07
raw text
Gabriel Goh About Hi! Welcome to my website. I'm Gabe, machine learning researcher at OpenAI. I'm interested in interpretability, machine learning, data visualization and convex optimization. Email: Twitter: Follow @gabeeegoooh Code ConicIP This code is a pure Julia implementation of the primal-dual predictor corrector found in cvxopt , written with an emphasis on robustness, brevity, portability and numerical stability. Examples: LASSO, Trend Filtering, Group-LASSO, Support Vector Machines (primal, dual, kernel), Support Vector Regression, Quantile Regression, Robust Regression, Non-Negative Least Squares, Convex.jl integration, JuMP Integration QSip [Coming Soon] While Quasi-Netwon (QN) methods are generally the algorithms of choice for smooth, unconstrained optimization, QN methods don't generalize easily in the sharp-edged, kinky world of non-smooth optimization. This is a modest step forward - an implementation of a L-BFGS solv...
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