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Feature/343 nystroem #504

Merged
merged 11 commits into from
Mar 6, 2024
Merged

Feature/343 nystroem #504

merged 11 commits into from
Mar 6, 2024

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schroedk
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@schroedk schroedk commented Feb 26, 2024

Description

This PR closes #343

Changes

  • New method: NystroemSketchInfluence
  • New property model_dtype of TorchInfluenceFunctionModel

Checklist

  • Wrote Unit tests (if necessary)
  • Updated Documentation (if necessary)
  • Updated Changelog
  • If notebooks were added/changed, added boilerplate cells are tagged with "tags": ["hide"] or "tags": ["hide-input"]

@schroedk schroedk requested a review from Xuzzo March 1, 2024 11:47
Xuzzo
Xuzzo previously approved these changes Mar 5, 2024
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@Xuzzo Xuzzo left a comment

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Looks good to me. Maybe you could add an example on how to use Nystroem in the wine notebook. Right now the Arnoldi solver only shows the perc error, but you could add the correlation (like for ekfac) and then also do the same for Nystroem.

Kristof Schroeder added 2 commits March 5, 2024 17:14
…proximation,

import NystroemSketchInfluence in pydvl.influence.torch
…catter plots and correlation copmutation, add section for Lissa
@schroedk
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schroedk commented Mar 5, 2024

Looks good to me. Maybe you could add an example on how to use Nystroem in the wine notebook. Right now the Arnoldi solver only shows the perc error, but you could add the correlation (like for ekfac) and then also do the same for Nystroem.

@Xuzzo I extended the wine notebook to show the usage for Nystroem, added also correlation and scatter plots for Arnoldi, Cg, Lissa.

@schroedk schroedk merged commit dea42d7 into develop Mar 6, 2024
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@schroedk schroedk deleted the feature/343-nystroem branch March 11, 2024 11:42
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Nyström's method for approximate inverse of the Hessian
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