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altavir

10/24/2020, 5:30 PM
@bjonnh I was playing with new symbol API and I managed to befriend it with autodiff and commons math optimization. It is still very preliminary since I did not manage to make commons-math optimization safe enough, but the example from this test works fine both with simplex and gradient descent.
Optimizers have too many configuration handles, so there probably will be additional intermediate configuration object.
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bjonnh

10/24/2020, 11:38 PM
This is cool
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altavir

10/25/2020, 4:48 PM
A cleaned-up API: https://github.com/mipt-npm/kmath/blob/feature/optimization/kmath-commons/src/test/kotlin/kscience/kmath/commons/optimization/OptimizeTest.kt. It is not final on the inside but close to final on the outside. Again, comments and criticism would be appreciated. The final step will be to add X-Y data fitting.
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bjonnh

10/26/2020, 2:58 PM
Pretty busy this week, but I want to give it a try
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altavir

10/26/2020, 3:00 PM
I've finished an example with x-y fit. It looks really nice since it combines both autodiff and gradient descent in one place with full customization, but the design is not final. There are still things I find non-intuitive. The example is the last test in the reference above.
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