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

Optimizer

interface Optimizer<T, P : OptimizationProblem<T>>(source)

Inheritors

Functions

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@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
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abstract suspend fun optimize(problem: P): P