Opened 4 years ago

Last modified 9 months 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 (8)

comment:1 Changed 4 years ago by gkronber

r14986 created branch

comment:2 Changed 4 years ago by gkronber

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

comment:3 Changed 4 years ago by gkronber

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

comment:4 Changed 4 years ago by mkommend

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

comment:5 Changed 3 years ago by gkronber

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

comment:6 Changed 3 years ago by gkronber

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

comment:7 Changed 3 years ago by gkronber

r15649: renamed folder for branch

comment:8 Changed 9 months ago by abeham

The following revisions should probably be referenced here:

r15433: added the possibility to include interaction terms in GAM

r15443: added interface to CUBGCV using DllImport of Fortran library

r15449: created x64 build of CUBGCV algorithm, fixed some bugs

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