Opened 12 months ago

Last modified 3 months ago

#3087 accepted enhancement

Integrate Ceres with the native interpreter and extend features

Reported by: bburlacu Owned by: bburlacu
Priority: medium Milestone: HeuristicLab 3.3.x Backlog
Component: Problems.DataAnalysis.Symbolic.Regression Version: branch
Keywords: Cc:

Description

We can use Eigen/Ceres inside the native interpreter and be able to:

  • use Eigen for evaluation
  • optimize model coefficients using nonlinear least squares
  • pass solver options to Ceres
  • get a report from the solver (successful steps, error, etc)

Change History (11)

comment:1 Changed 8 months ago by bburlacu

r17844: Implement NativeInterpreter and ParameterOptimizer classes. The ParameterOptimizer offers an interface to Ceres and its options and to the variable projection optimization method. Added unit tests.

comment:2 Changed 8 months ago by bburlacu

  • Status changed from new to accepted

r17853: Add accidentally omitted files.

comment:3 Changed 4 months ago by gkronber

r17989 updated native dlls for NativeInterpreter to a version that runs on Hive infrastructure. Some smaller changes because of deviations in the independently developed implementations (in particular enum types).

I have not tested this version for a few months.

Last edited 4 months ago by gkronber (previous) (diff)

comment:4 Changed 4 months ago by gkronber

TODO: the SymbolicDataAnalysisExpressionTreeNativeInterpreter can be deleted (replaced by NativeInterpreter) but first the inconsistencies between the two interpreters should be checked.

comment:5 Changed 4 months ago by gkronber

  • Version changed from trunk to branch

comment:6 Changed 4 months ago by gkronber

r17991 changed files in this branch. Need to fix. done

Last edited 4 months ago by gkronber (previous) (diff)

comment:7 Changed 4 months ago by gkronber

r17996: reverse merge of changes from 17991 in the ceres branch.

comment:8 Changed 3 months ago by gkronber

r18006: merged r17784:18004 from trunk to branch to prepare for trunk reintegration (fixed a conflict in CrossValidation.cs)

comment:9 Changed 3 months ago by bburlacu

r18009: Refactor ConstantOptimizationEvaluator to use the natice ParameterOptimizer

r18010: fix typo bug

Last edited 3 months ago by bburlacu (previous) (diff)

comment:10 Changed 3 months ago by bburlacu

r18011: Implement Ceres-based parameter optimizer in new evaluator. Revert constant optimization evaluator to old behavior.

comment:11 Changed 3 months ago by gkronber

Include r17831 from #3100.

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