Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-03-03 Thread Luc Maisonobe
Ted Dunning a écrit : > On Sat, Feb 28, 2009 at 6:52 AM, Phil Steitz wrote: > >> What is going on here is that the special case - linear regression analysis >> - is being discussed as an example of an optimization problem. >> > > Yes. It is a special case. > > But it was germane to the topic,

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-03-02 Thread Ted Dunning
On Sat, Feb 28, 2009 at 6:52 AM, Phil Steitz wrote: > What is going on here is that the special case - linear regression analysis > - is being discussed as an example of an optimization problem. > Yes. It is a special case. But it was germane to the topic, particularly the imposition of a part

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-28 Thread Phil Steitz
Luc Maisonobe wrote: I'm afraid what I propose is far more basic than what you need. I hardly understand the concepts you use in your message (I'm not a statistician at all, I work in space flight dynamics). I assume we use the same words with slightly different meanings in mind (models, residual

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-28 Thread Luc Maisonobe
I'm afraid what I propose is far more basic than what you need. I hardly understand the concepts you use in your message (I'm not a statistician at all, I work in space flight dynamics). I assume we use the same words with slightly different meanings in mind (models, residuals, observations, variab

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Ted Dunning
Here is what I would do in R to do a linear model with observations consisting of input variables x1 ... x3 and target variable y: m <- lm(y ~ x1 + x2 + x3, data) The first argument lets me supply the form of the regression. I could have regressed on log(x3), for instance, or used x1*x2 + x

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Luc Maisonobe
Ted Dunning a écrit : > Hmmm... > > I may have misunderstood our conversation (and therefore probably sounded a > bit incoherent), but I was talking about weights on observations which may > or may not be what you are talking about here. This is exactly what I am talking about. > > Also, if you

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Ted Dunning
Hmmm... I may have misunderstood our conversation (and therefore probably sounded a bit incoherent), but I was talking about weights on observations which may or may not be what you are talking about here. Also, if you *are* talking about the same thing and the vector is a vector of residuals suc

[math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Luc Maisonobe
I have just checked in the first changes as discussed on the list. The changes are merely code moved from one package to another. The new packages are optimization.direct, optimization.general, optimization.linear (empty for now) and optimization.univariate. The removed packages are analysis.minim

Re: [math] redesigning the optimization/estimation packages

2009-01-17 Thread Ted Dunning
It is probably implied and probably bad form to say explicitly, but +1 for my own suggestiong. On Sat, Jan 17, 2009 at 5:56 AM, Phil Steitz wrote: > Ted Dunning wrote: > >> Actually, not quite. I think minimizers or minimization are good for that >> package, minimum is not. >> >> Likewise, solv

Re: [math] redesigning the optimization/estimation packages

2009-01-17 Thread Phil Steitz
Ted Dunning wrote: Actually, not quite. I think minimizers or minimization are good for that package, minimum is not. Likewise, solvers for the package, but not root. A minimum or a root is something you find, not software. +1 for solvers.FooSolver.solve -> root, minimization.FooMinimizer

Re: [math] redesigning the optimization/estimation packages

2009-01-15 Thread Gilles Sadowski
Hello. > I agree with code reuse, though. Perhaps we could have a very generic > superinterface for the shared parts like convergence settings or max > iterations and things like that. But the "solve" methods should be > separate, and even probably have different names to stay on the safe side. >

Re: [math] redesigning the optimization/estimation packages

2009-01-15 Thread Gilles Sadowski
Hi. > In my opinion, "rootfinders" and "minimumfinders" are clearer; hence the > suggestion "root" and [...] An alternative name could also be "zero". Best, Gilles - To unsubscribe, e-mail: dev-unsubscr...@com

Re: [math] redesigning the optimization/estimation packages

2009-01-14 Thread Gilles Sadowski
Hello. > > > The standard term in mathematical software is solver for the object that > > > does it, solve for the method it does and root or result for the final > > > output. In my opinion, "rootfinders" and "minimumfinders" are clearer; hence the suggestion "root" and "minimum" for a short but

Re: [math] redesigning the optimization/estimation packages

2009-01-14 Thread Ted Dunning
Actually, not quite. I think minimizers or minimization are good for that package, minimum is not. Likewise, solvers for the package, but not root. A minimum or a root is something you find, not software. On Wed, Jan 14, 2009 at 2:01 PM, Luc Maisonobe wrote: > Ted Dunning a écrit : > > The sta

Re: [math] redesigning the optimization/estimation packages

2009-01-14 Thread Luc Maisonobe
Ted Dunning a écrit : > The standard term in mathematical software is solver for the object that > does it, solve for the method it does and root or result for the final > output. Thanks for the hint, Ted. Hence I guess for the package name, "solvers", "solving", "root"/"roots" are all acceptable.

Re: [math] redesigning the optimization/estimation packages

2009-01-14 Thread Ted Dunning
The standard term in mathematical software is solver for the object that does it, solve for the method it does and root or result for the final output. (and I am a native English speaker) On Wed, Jan 14, 2009 at 12:08 PM, Luc Maisonobe wrote: > > I think that "root" is clearer (e.g. for a new us

Re: [math] redesigning the optimization/estimation packages

2009-01-14 Thread Luc Maisonobe
Gilles Sadowski a écrit : > Hi. > >> The first step would be to rearrange slightly the analysis package. We >> could have the main interfaces in the analysis package >> (UnivariateRealFunction, DifferentiableUnivariateRealFunction ...) and >> spread the other interfaces and classes in several subp

Re: [math] redesigning the optimization/estimation packages

2009-01-13 Thread Gilles Sadowski
Hi. > The first step would be to rearrange slightly the analysis package. We > could have the main interfaces in the analysis package > (UnivariateRealFunction, DifferentiableUnivariateRealFunction ...) and > spread the other interfaces and classes in several subpackages: > - analysis.solving >

[math] redesigning the optimization/estimation packages

2009-01-11 Thread Luc Maisonobe
The optimization/estimation packages extracted from Mantissa raise many usability issues. There have been several questions last months asking for examples on how to use them. The fast is these packages were originally written for a probably too specific task and the public API is not easy to under