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Whole new numerical computations

Open Axect opened this issue 3 years ago • 0 comments

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 avatar Jun 08 '21 07:06 Axect