Opened 4 years ago
Last modified 3 years ago
#3087 reviewing enhancement
Integrate Ceres with the native interpreter and extend features
Reported by: | bburlacu | Owned by: | mkommend |
---|---|---|---|
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 (12)
comment:1 Changed 4 years ago by bburlacu
comment:2 Changed 4 years ago by bburlacu
- Status changed from new to accepted
r17853: Add accidentally omitted files.
comment:3 Changed 3 years 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.
comment:4 Changed 3 years 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 3 years ago by gkronber
- Version changed from trunk to branch
comment:6 Changed 3 years ago by gkronber
r17991 changed files in this branch. Need to fix.
comment:7 Changed 3 years ago by gkronber
r17996: reverse merge of changes from 17991 in the ceres branch.
comment:8 Changed 3 years 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 years ago by bburlacu
comment:10 Changed 3 years ago by bburlacu
r18011: Implement Ceres-based parameter optimizer in new evaluator. Revert constant optimization evaluator to old behavior.
comment:11 Changed 3 years ago by gkronber
comment:12 Changed 3 years ago by mkommend
- Owner changed from bburlacu to mkommend
- Status changed from accepted to reviewing
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.