Opened 3 months ago

Last modified 10 days ago

#2789 accepted task

Feature exploration of MathNet.Numerics

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 4.x Backlog
Component: ExtLibs Version: branch
Keywords: Cc:

Description

  • Could potentially be used as a drop in for many functions from alglib
  • Includes a wrapper for Intel MKL
  • Includes several features not available in alglib (e.g. Hybrid Monte Carlo estimation)

Change History (6)

comment:1 Changed 3 months ago by gkronber

r14986 created branch

comment:2 Changed 3 months ago by gkronber

r14991: implemented an alternative GaussianProcessModel which uses Math.Numerics and Intel MKL

comment:3 Changed 3 months ago by gkronber

  • Milestone set to HeuristicLab 4.x Backlog
  • Owner set to gkronber
  • Status changed from new to accepted

comment:4 Changed 3 months ago by mkommend

r14998: added forward selection algorithm and algorithm to calculate all LR combinations

comment:5 Changed 13 days ago by gkronber

r15311: exploration of alglib solver for non-linear optimization with non-linear constraints

comment:6 Changed 10 days ago by gkronber

  • r15313:15314: worked on nonlinear regression with constraints
  • r15322: worked on NLR with constraints
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