kmath-optimization/space.kscience.kmath.optimization/QowOptimizer

QowOptimizer

object QowOptimizer : Optimizer<Double, XYFit> (source)

An optimizer based onf Fyodor Tkachev's quasi-optimal weights method. See the article.

Functions

suspend fun Optimizer<Double, FunctionOptimization<Double>>.maximumLogLikelihood(problem: XYFit): XYFit

Optimize given XY (least squares) problem using this function Optimizer. The problem is treated as maximum likelihood problem and is done via maximizing logarithmic likelihood, respecting possible weight dependency on the model and parameters.

@UnstableKMathAPI

suspend fun Optimizer<Double, FunctionOptimization<Double>>.maximumLogLikelihood(data: XYColumnarData<Double, Double, Double>, model: DifferentiableExpression<Double>, builder: XYOptimizationBuilder.() -> Unit): XYFit

optimize

open suspend override fun optimize(problem: XYFit): XYFit