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kmath/CHANGELOG.md
Alexander Nozik 57d1cd8c87 Add Metropolis-Hastings sampler. 
Minor fixes.
2024-08-04 15:01:47 +03:00

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# KMath
## Unreleased
### Added
- Metropolis-Hastings sampler
### Changed
### Deprecated
### Removed
### Fixed
### Security
## 0.4.0-dev-3 - 2024-02-18
### Added
- Reification. Explicit `SafeType` for algebras.
- Integer division algebras.
- Float32 geometries.
- New Attributes-kt module that could be used as stand-alone. It declares. type-safe attributes containers.
- Explicit `mutableStructureND` builders for mutable structures.
- `Buffer.asList()` zero-copy transformation.
- Wasm support.
- Parallel implementation of `LinearSpace` for Float64
- Parallel buffer factories
### Changed
- Buffer copy removed from API (added as an extension).
- Default naming for algebra and buffers now uses IntXX/FloatXX notation instead of Java types.
- Remove unnecessary inlines in basic algebras.
- QuaternionField -> QuaternionAlgebra and does not implement `Field` anymore since it is non-commutative
- kmath-geometry is split into `euclidean2d` and `euclidean3d`
- Features replaced with Attributes.
- Transposed refactored.
- Kmath-memory is moved on top of core.
### Deprecated
- ND4J engine
### Removed
- `asPolynomial` function due to scope pollution
- Codegend for ejml (450 lines of codegen for 1000 lines of code is too much)
### Fixed
- Median statistics
- Complex power of negative real numbers
- Add proper mutability for MutableBufferND rows and columns
- Generic Float32 and Float64 vectors are used in geometry algebras.
## 0.3.1 - 2023-04-09
### Added
- Wasm support for `memory`, `core`, `complex` and `functions` modules.
- Generic builders for `BufferND` and `MutableBufferND`
- `NamedMatrix` - matrix with symbol-based indexing
- `Expression` with default arguments
- Type-aliases for numbers like `Float64`
- Autodiff for generic algebra elements in core!
- Algebra now has an obligatory `bufferFactory` (#477).
### Changed
- Removed marker `Vector` type for geometry
- Geometry uses type-safe angles
- Tensor operations switched to prefix notation
- Row-wise and column-wise ND shapes in the core
- Shape is read-only
- Major refactor of tensors (only minor API changes)
- Kotlin 1.8.20
- `LazyStructure` `deffered` -> `async` to comply with coroutines code style
- Default `dot` operation in tensor algebra no longer support broadcasting. Instead `matmul` operation is added
to `DoubleTensorAlgebra`.
- Multik went MPP
### Removed
- Trajectory moved to https://github.com/SciProgCentre/maps-kt
- Polynomials moved to https://github.com/SciProgCentre/kmath-polynomial
## 0.3.0
### Added
- `ScaleOperations` interface
- `Field` extends `ScaleOperations`
- Basic integration API
- Basic MPP distributions and samplers
- `bindSymbolOrNull`
- Blocking chains and Statistics
- Multiplatform integration
- Integration for any Field element
- Extended operations for ND4J fields
- Jupyter Notebook integration module (kmath-jupyter)
- `@PerformancePitfall` annotation to mark possibly slow API
- Unified architecture for Integration and Optimization using features.
- `BigInt` operation performance improvement and fixes by @zhelenskiy (#328)
- Integration between `MST` and Symja `IExpr`
- Complex power
- Separate methods for UInt, Int and Number powers. NaN safety.
- Tensorflow prototype
- `ValueAndErrorField`
- MST compilation to WASM: #286
- Jafama integration: #176
- `contentEquals` with tolerance: #364
- Compilation to TeX for MST: #254
### Changed
- Annotations moved to `space.kscience.kmath`
- Exponential operations merged with hyperbolic functions
- Space is replaced by Group. Space is reserved for vector spaces.
- VectorSpace is now a vector space
- Buffer factories for primitives moved to MutableBuffer.Companion
- Rename `NDStructure` and `NDAlgebra` to `StructureND` and `AlgebraND` respectively
- `Real` -> `Double`
- DataSets are moved from functions to core
- Redesign advanced Chain API
- Redesign `MST`. Remove `MstExpression`.
- Move `MST` to core
- Separated benchmarks and examples
- Rewrite `kmath-ejml` without `ejml-simple` artifact, support sparse matrices
- Promote stability of kmath-ast and kmath-kotlingrad to EXPERIMENTAL.
- ColumnarData returns nullable column
- `MST` is made sealed interface
- Replace `MST.Symbolic` by `Symbol`, `Symbol` now implements MST
- Remove Any restriction on polynomials
- Add `out` variance to type parameters of `StructureND` and its implementations where possible
- Rename `DifferentiableMstExpression` to `KotlingradExpression`
- `FeatureSet` now accepts only `Feature`. It is possible to override keys and use interfaces.
- Use `Symbol` factory function instead of `StringSymbol`
- New discoverability pattern: `<Type>.algebra.<nd/etc>`
- Adjusted commons-math API for linear solvers to match conventions.
- Buffer algebra does not require size anymore
- Operations -> Ops
- Default Buffer and ND algebras are now Ops and lack neutral elements (0, 1) as well as algebra-level shapes.
- Tensor algebra takes read-only structures as input and inherits AlgebraND
- `UnivariateDistribution` renamed to `Distribution1D`
- Rework of histograms.
- `UnivariateFunction` -> `Function1D`, `MultivariateFunction` -> `FunctionND`
### Deprecated
- Specialized `DoubleBufferAlgebra`
### Removed
- Nearest in Domain. To be implemented in geometry package.
- Number multiplication and division in main Algebra chain
- `contentEquals` from Buffer. It moved to the companion.
- MSTExpression
- Expression algebra builders
- Complex and Quaternion no longer are elements.
- Second generic from DifferentiableExpression
- Algebra elements are completely removed. Use algebra contexts instead.
### Fixed
- Ring inherits RingOperations, not GroupOperations
- Univariate histogram filling
## 0.2.0
### Added
- `fun` annotation for SAM interfaces in library
- Explicit `public` visibility for all public APIs
- Better trigonometric and hyperbolic functions for `AutoDiffField` (https://github.com/mipt-npm/kmath/pull/140)
- Automatic README generation for features (#139)
- Native support for `memory`, `core` and `dimensions`
- `kmath-ejml` to supply EJML SimpleMatrix wrapper (https://github.com/mipt-npm/kmath/pull/136)
- A separate `Symbol` entity, which is used for global unbound symbol.
- A `Symbol` indexing scope.
- Basic optimization API for Commons-math.
- Chi squared optimization for array-like data in CM
- `Fitting` utility object in prob/stat
- ND4J support module submitting `NDStructure` and `NDAlgebra` over `INDArray`
- Coroutine-deterministic Monte-Carlo scope with a random number generator
- Some minor utilities to `kmath-for-real`
- Generic operation result parameter to `MatrixContext`
- New `MatrixFeature` interfaces for matrix decompositions
- Basic Quaternion vector support in `kmath-complex`.
### Changed
- Package changed from `scientifik` to `space.kscience`
- Gradle version: 6.6 -> 6.8.2
- Minor exceptions refactor (throwing `IllegalArgumentException` by argument checks instead of `IllegalStateException`)
- `Polynomial` secondary constructor made function
- Kotlin version: 1.3.72 -> 1.4.30
- `kmath-ast` doesn't depend on heavy `kotlin-reflect` library
- Full autodiff refactoring based on `Symbol`
- `kmath-prob` renamed to `kmath-stat`
- Grid generators moved to `kmath-for-real`
- Use `Point<Double>` instead of specialized type in `kmath-for-real`
- Optimized dot product for buffer matrices moved to `kmath-for-real`
- EjmlMatrix context is an object
- Matrix LUP `inverse` renamed to `inverseWithLup`
- `NumericAlgebra` moved outside of regular algebra chain (`Ring` no longer implements it).
- Features moved to NDStructure and became transparent.
- Capitalization of LUP in many names changed to Lup.
- Refactored `NDStructure` algebra to be more simple, preferring under-the-hood conversion to explicit NDStructure types
- Refactor histograms. They are marked as prototype
- `Complex` and related features moved to a separate module `kmath-complex`
- Refactor AlgebraElement
- `symbol` method in `Algebra` renamed to `bindSymbol` to avoid ambiguity
- Add `out` projection to `Buffer` generic
### Removed
- `kmath-koma` module because it doesn't support Kotlin 1.4.
- Support of `legacy` JS backend (we will support only IR)
- `toGrid` method.
- Public visibility of `BufferAccessor2D`
- `Real` class
- StructureND identity and equals
### Fixed
- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)
## 0.1.4
### Added
- Functional Expressions API
- Mathematical Syntax Tree, its interpreter and API
- String to MST parser (https://github.com/mipt-npm/kmath/pull/120)
- MST to JVM bytecode translator (https://github.com/mipt-npm/kmath/pull/94)
- FloatBuffer (specialized MutableBuffer over FloatArray)
- FlaggedBuffer to associate primitive numbers buffer with flags (to mark values infinite or missing, etc.)
- Specialized builder functions for all primitive buffers
like `IntBuffer(25) { it + 1 }` (https://github.com/mipt-npm/kmath/pull/125)
- Interface `NumericAlgebra` where `number` operation is available to convert numbers to algebraic elements
- Inverse trigonometric functions support in
ExtendedField (`asin`, `acos`, `atan`) (https://github.com/mipt-npm/kmath/pull/114)
- New space extensions: `average` and `averageWith`
- Local coding conventions
- Geometric Domains API in `kmath-core`
- Blocking chains in `kmath-coroutines`
- Full hyperbolic functions support and default implementations within `ExtendedField`
- Norm support for `Complex`
### Changed
- `readAsMemory` now has `throws IOException` in JVM signature.
- Several functions taking functional types were made `inline`.
- Several functions taking functional types now have `callsInPlace` contracts.
- BigInteger and BigDecimal algebra: JBigDecimalField has companion object with default math context; minor
optimizations
- `power(T, Int)` extension function has preconditions and supports `Field<T>`
- Memory objects have more preconditions (overflow checking)
- `tg` function is renamed to `tan` (https://github.com/mipt-npm/kmath/pull/114)
- Gradle version: 6.3 -> 6.6
- Moved probability distributions to commons-rng and to `kmath-prob`
### Fixed
- Missing copy method in Memory implementation on JS (https://github.com/mipt-npm/kmath/pull/106)
- D3.dim value in `kmath-dimensions`
- Multiplication in integer rings in `kmath-core` (https://github.com/mipt-npm/kmath/pull/101)
- Commons RNG compatibility (https://github.com/mipt-npm/kmath/issues/93)
- Multiplication of BigInt by scalar
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