kmath-optimization/space.kscience.kmath.optimization/Optimizer

Optimizer

interface Optimizer<T, P : OptimizationProblem<T>>

Functions

optimize

abstract suspend fun optimize(problem: P): P

Inheritors

QowOptimizer

Extensions

maximumLogLikelihood

@UnstableKMathAPI

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

Sources

common source