cimrman3 at ntc.zcu.cz
Thu Apr 27 04:52:26 CDT 2006
outside the list, I have proposed some enhancements to scipy.optimize,
which are now below. Opinions welcome.
Travis Oliphant wrote:
> Robert Cimrman wrote:
>> Hi Travis,
>> I write first to you as you are the author of scipy.optimize.
>> I have been using scipy.optimize recently quite a lot and also coded the
>> steepest descent method (named fmin_sd) myself, which has some features
>> I would like to see e.g. in fmin_cg too. These are:
>> 1. supporting hooks for a (user-provided?) logging class to log and
>> possibly plot the convergence progress;
>> 2. time statistics (via modified wrap_function)
>> 3. passing configuration parameters in a structure (e,g. conf.gtol,
>> Do you think that some points would be interesting to others? I attach
>> my code (outside of scipy now, so you cannot run it as it is) and an
>> example log plot.
> Yes. logging is particularly requested quite often. As for
> configuration parameters, I suspect that it is best done by making a
> nice object-based interface to the optimization routines. I'm not sure
> what the benefit is of passing in a configuration object over simply
> using keyword arguments.
Well, I have nothing against keyword arguments. But with a configuration
object, the function argument list would be smaller, all fmin_*
functions could have the same syntax and new configuration options would
not influence the argument list.
I am willing to work on the object-based interface. Not too much time
right now, but...
> But, make your suggestion on the list. It would also be nice to have
> the fmin_sd code in SciPy.
Yes, I am going to include it to SciPy.
> In the near future, I'd like to put a trust_region optimization method
> as well.
Yes. that would be very usefull.
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