Re: [math] CMA-ES optimization algorithm

2010-11-26 Thread Luc Maisonobe
Le 26/11/2010 14:14, Gilles Sadowski a écrit : > Hello. > >>> Should we simply allow user to register an instance of some optimizer >> reconfigurator interface in the constructor ? Something like: >>> >>> public MultiStartDifferentiableMultivariateVectorialOptimizer( >>> DifferentiableMul

Re: [math] CMA-ES optimization algorithm

2010-11-26 Thread Gilles Sadowski
Hello. > >Should we simply allow user to register an instance of some optimizer > reconfigurator interface in the constructor ? Something like: > > > > public MultiStartDifferentiableMultivariateVectorialOptimizer( > > DifferentiableMultivariateVectorialOptimizer optimizer, > > in

Re: [math] CMA-ES optimization algorithm

2010-11-26 Thread Luc Maisonobe
Le 26/11/2010 11:58, Dr. Dietmar Wolz a écrit : > There is another topic worth mentioning: > Multi-start using MultiStartMultivariateRealOptimizer. > In http://www.lri.fr/~hansen/cec2005.html an algo > called G-CMA-ES performed very well: > A CMA evolution strategy restarted with increasing popu

RE: [math] CMA-ES optimization algorithm

2010-11-26 Thread Dr. Dietmar Wolz
There is another topic worth mentioning: Multi-start using MultiStartMultivariateRealOptimizer. In http://www.lri.fr/~hansen/cec2005.html an algo called G-CMA-ES performed very well: A CMA evolution strategy restarted with increasing population size. Is there a general need beside CMA-ES to modi

Re: [math] CMA-ES optimization algorithm

2010-11-22 Thread Luc Maisonobe
Hello, Le 22/11/2010 22:16, Gilles Sadowski a écrit : > Hi. > >> There is something loosely similar to what you need in the ODE > packages. >> This kind of algorithms also need some information to be provided > back to users during the algorithm run. For ODE solvers, it is at the

Re: [math] CMA-ES optimization algorithm

2010-11-22 Thread Gilles Sadowski
Hi. > >>> >There is something loosely similar to what you need in the ODE > >>> packages. > >>> >This kind of algorithms also need some information to be provided > >>> back to users during the algorithm run. For ODE solvers, it is at the > >>> end of each integration step. > >>> > [...] > >> > >>

Re: [math] CMA-ES optimization algorithm

2010-11-22 Thread Luc Maisonobe
Le 22/11/2010 19:28, Nikolaus Hansen a écrit : > On Mon, 22 Nov 2010 13:53:12 +0100, Gilles Sadowski > wrote: > >> Hello. Hello, >> >>> >There is something loosely similar to what you need in the ODE >>> packages. >>> >This kind of algorithms also need some information to be provided >>> back t

Re: [math] CMA-ES optimization algorithm

2010-11-22 Thread Nikolaus Hansen
On Mon, 22 Nov 2010 13:53:12 +0100, Gilles Sadowski wrote: Hello. >There is something loosely similar to what you need in the ODE packages. >This kind of algorithms also need some information to be provided back to users during the algorithm run. For ODE solvers, it is at the end of each

Re: [math] CMA-ES optimization algorithm

2010-11-22 Thread Gilles Sadowski
Hello. > >There is something loosely similar to what you need in the ODE packages. > >This kind of algorithms also need some information to be provided back to > >users during the algorithm run. For ODE solvers, it is at the end of each > >integration step. > > [...] Does the this callback poss

Re: [math] CMA-ES optimization algorithm

2010-11-21 Thread Luc Maisonobe
Le 21/11/2010 19:12, Nikolaus Hansen a écrit : >> Oh. >> That is very different. >> So why not have either >> a) three getters to get the different matrices >> or >> b) one getter that returns a structure packaging these matrices? >> Why use a callback structure? > > in fact, it can and should ser

Re: [math] CMA-ES optimization algorithm

2010-11-21 Thread Nikolaus Hansen
Oh. That is very different. So why not have either a) three getters to get the different matrices or b) one getter that returns a structure packaging these matrices? Why use a callback structure? in fact, it can and should serve both purposes: display the result of finished runs and display the

Re: [math] CMA-ES optimization algorithm

2010-11-19 Thread Ted Dunning
On Fri, Nov 19, 2010 at 10:10 AM, Gilles Sadowski < gil...@harfang.homelinux.org> wrote: > > But seriously, the long running programs in Mahout are almost all > map-reduce > > jobs and there is a fairly good framework for > > progress reporting in Hadoop. This includes normal logging as well as a

Re: [math] CMA-ES optimization algorithm

2010-11-19 Thread Gilles Sadowski
Hi. > > But seriously, the long running programs in Mahout are almost all map-reduce > jobs and there is a fairly good framework for > progress reporting in Hadoop. This includes normal logging as well as a > counter framework that allows code to drive status > counters in parallel out to a stan

Re: [math] CMA-ES optimization algorithm

2010-11-19 Thread Ted Dunning
Oh. That is very different. So why not have either a) three getters to get the different matrices or b) one getter that returns a structure packaging these matrices? Why use a callback structure? On Fri, Nov 19, 2010 at 1:55 AM, Dr. Dietmar Wolz wrote: > And it was not meant to monitor "pro

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Ted Dunning
Mostly we complain that we don't have enough reporting just yet. But seriously, the long running programs in Mahout are almost all map-reduce jobs and there is a fairly good framework for progress reporting in Hadoop. This includes normal logging as well as a counter framework that allows code to

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Phil Steitz
On 11/18/10 7:17 PM, Ted Dunning wrote: I really don't think that a general progress listener framework implies this clutter and for long running algorithms is a very nice thing. I agree. Do you have specific ideas on how best to look at this? What does Mahout do? Phil CM does not actual

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Ted Dunning
I really don't think that a general progress listener framework implies this clutter and for long running algorithms is a very nice thing. CM does not actually have all that many long running algorithms. On the other hand, the proposed interface is not a general progress listener and is not a goo

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Gilles Sadowski
Hello. > >The problem is that we would again be re-inventing some wheel which IMHO > doesn't belong to a low-level math library such as CM. > >A basic logging interface already exists: It's "slf4j". > > slf4j and the interface I had in mind are completely different things. slf4j > is a generic lo

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Bruce A Johnson
One thing that will make plotting possible is a project I'm working on. Not ready for use, but here's a summary. The amath4jtcl project provides an extension for the JTcl project that allows one to use Commons Math Vectors and Matrices within Tcl Expressions. In combination with my Swan

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Gilles Sadowski
Hello. > >Did you use the "MATH_2_X" or the "trunk" repository? > > > I think "MATH_2_X", but will test with trunk. I think the patch should > be against trunk? Yes. There were some changes introduced in the 3.0 development version. Namely, please have a look at the "BaseAbstractScalarOptimize

RE: [math] CMA-ES optimization algorithm

2010-11-18 Thread Dietmar Wolz
>Did you use the "MATH_2_X" or the "trunk" repository? I think "MATH_2_X", but will test with trunk. I think the patch should be against trunk? >> modifiable. Should we create an additional interface extending >> MultivariateRealOptimizer which covers this aspect? >No. >All the parameters must

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Gilles Sadowski
Hello. > A new Jira issue was recently created > https://issues.apache.org/jira/browse/MATH-442 > regarding the contribution of a new optimization algorithm CMA-ES. > > [...] > > The implementation is already "ported" to commons.math, it is mainly > dependent > on the linear package. Did you