Opened 9 days ago
Last modified 2 days ago
#2994 accepted feature request
AutoDiff support for interval calculation
Reported by: | gkronber | Owned by: | gkronber |
---|---|---|---|
Priority: | medium | Milestone: | HeuristicLab 3.3.x Backlog |
Component: | Problems.DataAnalysis.Symbolic | Version: | branch |
Keywords: | Cc: |
Description (last modified by gkronber)
Support for interval arithmetic has been added in #2966.
This allows us to calculate an approximation for the value range when expressions are evaluated. We want to consider the output interval also within optimization of numeric parameters of models. Therefore, we need to be able to calculate gradients for intervals.
Changes in this ticket include our own implementation of automatic differentiation (AutoDiff) for symbolic expressions with support for the BatchInterpreter and the IntervalInterpreter.
Change History (16)
comment:1 Changed 9 days ago by gkronber
- Status changed from new to accepted
comment:2 Changed 9 days ago by gkronber
- Description modified (diff)
comment:3 Changed 9 days ago by gkronber
comment:4 Changed 9 days ago by gkronber
r16674: worked on AutoDiff implementation based on BatchInterpreter
comment:5 Changed 8 days ago by gkronber
r16682: worked on auto diff for intervals and vectors
comment:6 Changed 8 days ago by gkronber
- Description modified (diff)
comment:7 Changed 8 days ago by gkronber
- Description modified (diff)
comment:8 Changed 8 days ago by gkronber
comment:9 Changed 7 days ago by gkronber
r16686: changed Double -> double
comment:10 Changed 6 days ago by mkommend
What about prefixing each algebraic type with algebraic to have a clear indication of which types can be used in interpreters?
e.g. Double -> AlgebraicDouble
comment:11 Changed 2 days ago by gkronber
r16693: worked on implementations of remaining methods for IAlgebraicType
comment:12 Changed 2 days ago by gkronber
r16694: implemented remaining methods for IAlgebraicType and changed formatting
comment:13 Changed 2 days ago by gkronber
r16695: renamed classes Algebraic..., added DebuggerDisplay attributes to simplify debugging. Fixed bugs in static methods for Algebraic
comment:14 Changed 2 days ago by gkronber
r16696: added a separate plugin with an algorithm for constrained non-linear regression
comment:15 Changed 2 days ago by gkronber
comment:16 Changed 2 days ago by gkronber
r16698: fixed version of HeuristicLab.Random plugin
r16671: created branch for ticket.