Package space.kscience.kmath.optimization

Types

FunctionOptimization

common

interface FunctionOptimization<T : Any> : Optimization<T>

A likelihood function optimization problem with provided derivatives

NoDerivFunctionOptimization

common

interface NoDerivFunctionOptimization<T : Any> : Optimization<T>

A likelihood function optimization problem

Optimization

common

interface Optimization<T : Any>

An optimization problem builder over T variables

OptimizationFeature

common

interface OptimizationFeature

OptimizationProblemFactory

common

fun fun interface OptimizationProblemFactory<T : Any, out P : Optimization<T>>

OptimizationResult

common

class OptimizationResult<T>(point: Map<Symbol, T>, value: T, features: Set<OptimizationFeature>)

XYFit

common

interface XYFit<T : Any> : Optimization<T>

Functions

chiSquared

common

fun <T : Any, I : Any, A : ExtendedField<I>, ExpressionAlgebra<T, I>> FunctionOptimization<T>.chiSquared(autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>, x: Buffer<T>, y: Buffer<T>, yErr: Buffer<T>, model: A.(I) -> I)

Define a chi-squared-based objective function

invoke

common

operator fun <T : Any, P : Optimization<T>> OptimizationProblemFactory<T, P>.invoke(symbols: List<Symbol>, block: P.() -> Unit): P

noDerivOptimizeWith

common

fun <T : Any, F : NoDerivFunctionOptimization<T>> Expression<T>.noDerivOptimizeWith(factory: OptimizationProblemFactory<T, F>, vararg symbols: Symbol, configuration: F.() -> Unit): OptimizationResult<T>

Optimize expression without derivatives using specific OptimizationProblemFactory

optimizeWith

common

fun <T : Any, F : FunctionOptimization<T>> DifferentiableExpression<T, Expression<T>>.optimizeWith(factory: OptimizationProblemFactory<T, F>, vararg symbols: Symbol, configuration: F.() -> Unit): OptimizationResult<T>

Optimize differentiable expression using specific OptimizationProblemFactory

plus

common

operator fun <T> OptimizationResult<T>.plus(feature: OptimizationFeature): OptimizationResult<T>