Hello.
I am trying to extends the optim package for my own needs, keeping in
mind that I may possibly contribute to common-math. So I try to stick
to the general design philosophy of common-math
In my project, I do need to compare the performance of different
algorithm. So I need to keep track not
only of initial guess, final results and number of iteration, but
also
of intermediate results. For instance, it would be gread to have an
option to keep track of the trajectory, for instance as an array of
values that can be retrieved at the end. Something like (using the
yet yo be
developped "fluent" interface).
class MyOptimizer implement DebuggableOptim ...
MyOptimizer optim = new MyOptimiser().withDebuggable(true) ;
PointValuePair resultPair = optim.optimize(...) ;
PointValuePair [] trajectory = optim.getTrajectory() ;
Although I agree that it can be useful to keep track of how an
algorithm reached the result, I'm wary to make it part of the
optimizer's API.
In fact a user could define a functionality like this by
extending the "ConvergenceChecker" classes:
---CUT---
public class ConvergenceTracker extends SimpleValueChecker {
private final List<PointValuePair> path;
public ConvergenceTracker(final double relativeThreshold,
final double absoluteThreshold,
final List<PointValuePair> path) {
super(relativeThreshold, absoluteThreshold);
this.path = path;
}
@Override
public boolean converged(final int iteration,
final PointValuePair previous,
final PointValuePair current) {
path.add(current);
return super.converged(iteration, previous, current);
}
}
---CUT---
For my own purpose, I am developping implementation of different
gradient based optim methods not
available yet with 3.2 (simple gradient, Newton and quasi-Newton
methods)
To do so I also implemented a general purpose
abstract public class NumericallyDerivableMultivariateFunction
implements MultivariateFunction {
...
This class impement the gradient and hessian matrix based on finite
differences
If it can be of any use
The features certainly look interesting.
yours truly
François Laferriere
P.S. I previously submitted this stuff to "user" list and Gilles
suggested to push it on the dev list
Next step would be: code, unit tests, ... :-)
Regards,
Gilles
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