[Research] Optimizing a kernel matrix

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  • keops

    KErnel OPerationS, on CPUs and GPUs, with autodiff and without memory overflows

  • There has been major progress on the representation of kernel matrices over the last five years. Notably, the KeOps library is an extension for PyTorch/NumPy/etc. that allows you to perform the operations you're thinking of very quickly (10-100 faster than a standard GPU implementation with PyTorch), with low memory usage.

  • falkon

    Large-scale, multi-GPU capable, kernel solver (by FalkonML)

  • As a satisfied customer (thanks!), was about to recommend KeOps as well. It might also be worth looking into falkon which builds on KeOps and leverages Nystrom approximation and conjugate gradient optimisation to further scale kernel operations.

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    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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