Opened 4 months ago

Last modified 3 days 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: trunk
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 (2)

comment:1 Changed 8 days 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 3 days ago by bburlacu

  • Status changed from new to accepted

r17853: Add accidentally omitted files.

Note: See TracTickets for help on using tickets.