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Training and fine-tuning models with Parameter-Efficient Fine-Tuning (PEFT) on limited GPU capacity

Training models, even with adapters, on limited GPU capacity requires careful optimization. Here’s a comprehensive guide to help you do that: 1. Leverage Parameter-Efficient Fine-Tuning (PEFT) Frameworks: 2. Focus on LoRA (Low-Rank Adaptation): 3. Memory-Saving… Training and fine-tuning models with Parameter-Efficient Fine-Tuning (PEFT) on limited GPU capacity

Navigating the Complexities of Incomplete Data: A Guide to Methods for Irregularly Sampled Multivariate Time Series

Dealing with real-world data often means confronting the challenge of irregular sampling in multivariate time series. Unlike their neatly ordered counterparts, these datasets feature observations recorded at non-uniform intervals, with different variables potentially measured at… Navigating the Complexities of Incomplete Data: A Guide to Methods for Irregularly Sampled Multivariate Time Series

A comparison between forward feature selection with cross-validation, forward selection guided by AIC/BIC, and Lasso regularization with Python Code

Forward feature selection with cross-validation incorporates cross-validation at each step to get a reliable estimate of how well a model with a particular set of features is likely to perform on unseen data. Without cross-validation,… A comparison between forward feature selection with cross-validation, forward selection guided by AIC/BIC, and Lasso regularization with Python Code

Text Synonym Identification in Python: Simple to Advanced Methods

The content discusses various methods to identify synonyms in Python, including simple string matching, using the NLTK library, and spaCy. Each approach has its advantages and limitations, such as manual synonym lists or the need for external libraries. It also addresses cross-lingual synonym identification challenges, emphasizing the complexity involved.

For a convex quadratic function (like the MSE loss in linear regression), the Lipschitz constant L of the gradient is equal to the largest eigenvalue of the Hessian.

Proof: Let’s define a general convex quadratic function: where , is a symmetric positive semi-definite matrix (to ensure convexity), , and . The gradient of this function is: Lipschitz Continuity A function is Lipschitz continuous… For a convex quadratic function (like the MSE loss in linear regression), the Lipschitz constant L of the gradient is equal to the largest eigenvalue of the Hessian.

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