Re: Optimization using weights

Update:

This code expands the dataset very fast, but then the optimization on the expanded dataset takes days.

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DATA = zeros(sum(weights), size(data,2));
cumsum_weights = [0; cumsum(weights)];

for i = 1:length(weights)
    DATA(cumsum_weights(i)+1:cumsum_weights(i+1),:) = repmat(data(i,:),weights(i),1);
end