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Whole new numerical computations #44

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Axect opened this issue Jun 8, 2021 · 0 comments
Open
32 tasks

Whole new numerical computations #44

Axect opened this issue Jun 8, 2021 · 0 comments
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enhancement New feature or request

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@Axect
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Axect commented Jun 8, 2021

There will be huge update in 0.31.0 - Algebraic Syntax Tree based Automatic Differentiation.
Therefore, there will be significant changes in the numerical calculation API accordingly.

  1. Optimize (numeric/optimize.rs)
    • API Change
    • Documentation
    1. Zeroth order (Not relate to AD)
      • Bracket minimum
      • Shubert-Piyavskii
      • Fibonacci
      • Golden Section
      • Quadratic Fit
    2. First Order (Use ADScalarFn)
      • Bisection
      • Gradient Descent
      • Conjugate Gradient
      • Momentum
      • Nesterov Momentum
      • Adagrad
      • RMSprop
      • Adadelta
      • Adam
      • Hypergradient
  2. Regression (numeric/reg.rs)
    • API Change
    • Documentation
    1. Linear Regression
      • Ordinary Least Square
      • Ridge
      • LASSO
      • Principal Component Regression
    2. Nonlinear Regression
      • Gradient Descent
      • Gauss-Newton
      • Levenberg-Marquardt
  3. Root Finding (numeric/root.rs)
    • API Change
    • Documentation
    1. Bracketing
      • Bisection
      • False Position
      • Secant
    2. First Order
      • Newton-Raphson
@Axect Axect self-assigned this Jun 8, 2021
@Axect Axect added the enhancement New feature or request label Jun 8, 2021
@Axect Axect added this to the Ver 0.31 milestone Jun 8, 2021
@Axect Axect removed this from the Ver 0.31 milestone Oct 4, 2024
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