Project details for OptWok

Screenshot OptWok 0.2

by ong - May 1, 2011, 15:30:29 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ]

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A collection of python code to perform research in optimization. The aim is to provide reusable components that can be quickly applied to machine learning problems.


  • python 2.5+
  • cvxopt 1.0+ (for solving linear and quadratic programs)
  • pythongrid (for using a cluster)
  • cython 0.14.1 (for speeding up kernel computations)

This package includes software from the following projects: - slycot (for solving Sylvester equation, see README.slycot).


The projects currently prototyped: - learning the output kernel using block coordinate descent - difference of convex functions algorithms for sparse classfication

Learning the output kernel using block coordinate descent

  • The workhorse is, which implements a framework for minimizing the invex function for learning the kernel on outputs.
  • gives usage examples.
Changes to previous version:

Initial Announcement on

BibTeX Entry: Download
Corresponding Paper BibTeX Entry: Download
URL: Project Homepage
Supported Operating Systems: Agnostic
Data Formats: Matlab, Numpy
Tags: Kernel Learning
Archive: download here

Other available revisons

Version Changelog Date
  • minor bugfix
May 2, 2013, 10:46:11
  • Included code for Gaussian Process Contextual Bandits
  • Implemented Ellipsoidal Multiple Instance Learning
  • difference of convex functions algorithms for sparse classfication
April 4, 2013, 12:48:56
  • Fixed missing multiclass module.
  • Slycot sources no longer distributed, using github project instead.
July 21, 2011, 20:39:12

Initial Announcement on

May 1, 2011, 15:30:29


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