How to speed up the loop in build_with_representer_proxy_batch

[pipilurj]

Hi, thank you very much for providing the code! I've installed jax with CUDA, so now solving the kernel_fn is faster. However, the build_with_representer_proxy_batch is still quite slow, I assume it is due to the solve_bilevel_opt_representer_proxy, which requires calculating the implicit gradient, or is it because of something else? Is there a way to make the computation faster? Thank you!

[zalanborsos]

For speeding up build_with_representer_proxy_batch, one could set max_outer_it and max_inner_it to smaller values. However, the representer proxy is only practical for small coresets (< 500) due to its complexity; for larger coresets, I would recommend the Nystrom proxy (build_with_nystrom_proxy and setting nr_presampled_transforms=1 if no data augmentation is used).