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[added feature] regularization term for inv(xtx) calculation #63

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merged 3 commits into from
Jan 17, 2024
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@heale04 heale04 commented Jan 16, 2024

added a regularization term argument for traker that alters the calculation of inv(xtx) for when it is not invertible.

@kristian-georgiev kristian-georgiev changed the base branch from main to 0.3.2 January 17, 2024 18:09
@kristian-georgiev kristian-georgiev added the enhancement New feature or request label Jan 17, 2024
@kristian-georgiev kristian-georgiev merged commit f491f57 into MadryLab:0.3.2 Jan 17, 2024
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Thank you @heale04, it's very useful to have ridge regularization for the inverse!

kristian-georgiev added a commit that referenced this pull request Jan 17, 2024
* fix finalize features floods CPU memory: remove log and load mapped gradients to device  (#59)

* torch load gradients to device instead of CPU during finalize

loading data directly on device instead of moving from CPU to GPU in score computation steps

* Remove logging of raw tensors

* Remove dependency of proj_matrix during scoring (#61)

finalize feature deletes the proj_matrix, but basic projector assumes it exists. remove dependency.

* fix grads type check in iterative gradient computers

Co-authored-by: TheaperDeng <junweid2.illinois.edu>

* [added feature] regularization term for inv(xtx) calculation  (#63)

* Updated score_computers.py for lambda_reg

* Updated traker.py to include a lambda_reg term in arguments

* minor fixes

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Co-authored-by: Junwei Deng < [email protected]>
Co-authored-by: Jiadong Guo <[email protected]>
Co-authored-by: heale04 <[email protected]>
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