Package space.kscience.kmath.optimization

Types

FunctionOptimization
Link copied to clipboard
class FunctionOptimization<T>(features: FeatureSet<OptimizationFeature>, expression: DifferentiableExpression<T>) : OptimizationProblem<T>
FunctionOptimizationBuilder
Link copied to clipboard
FunctionOptimizationTarget
Link copied to clipboard
OptimizationBuilder
Link copied to clipboard
abstract class OptimizationBuilder<T, R : OptimizationProblem<T>>
OptimizationCovariance
Link copied to clipboard
class OptimizationCovariance<T>(covariance: Matrix<T>) : OptimizationFeature
OptimizationFeature
Link copied to clipboard
interface OptimizationFeature : Feature<OptimizationFeature>
OptimizationLog
Link copied to clipboard
class OptimizationLog(loggable: Loggable) : Loggable, OptimizationFeature
OptimizationParameters
Link copied to clipboard
class OptimizationParameters(symbols: List<Symbol>) : OptimizationFeature
OptimizationPrior
Link copied to clipboard
interface OptimizationPrior<T> : OptimizationFeature, DifferentiableExpression<T>
OptimizationProblem
Link copied to clipboard
interface OptimizationProblem<T> : Featured<OptimizationFeature>
OptimizationResult
Link copied to clipboard
open class OptimizationResult<T>(point: Map<Symbol, T>) : OptimizationFeature
OptimizationStartPoint
Link copied to clipboard
open class OptimizationStartPoint<T>(point: Map<Symbol, T>) : OptimizationFeature
OptimizationValue
Link copied to clipboard
class OptimizationValue<T>(value: T) : OptimizationFeature
Optimizer
Link copied to clipboard
interface Optimizer<T, P : OptimizationProblem<T>>
PointToCurveDistance
Link copied to clipboard
interface PointToCurveDistance : OptimizationFeature
Specify the way to compute distance from point to the curve as DifferentiableExpression
PointWeight
Link copied to clipboard
interface PointWeight : OptimizationFeature
Compute a wight of the point.
QowOptimizer
Link copied to clipboard
object QowOptimizer : Optimizer<Double, XYFit>
An optimizer based onf Fyodor Tkachev's quasi-optimal weights method.
QowRuns
Link copied to clipboard
class QowRuns(runs: Int) : OptimizationFeature
XYFit
Link copied to clipboard
class XYFit(data: XYColumnarData<Double, Double, Double>, model: DifferentiableExpression<Double>, features: FeatureSet<OptimizationFeature>, pointToCurveDistance: PointToCurveDistance, pointWeight: PointWeight, xSymbol: Symbol) : OptimizationProblem<Double>
A fit problem for X-Y-Yerr data.
XYOptimizationBuilder
Link copied to clipboard

Functions

fitWith
Link copied to clipboard
suspend fun <I : Any, A : ExtendedField<I>, ExpressionAlgebra<Double, I>> XYColumnarData<Double, Double, Double>.fitWith(optimizer: Optimizer<Double, XYFit>, processor: AutoDiffProcessor<Double, I, A>, startingPoint: Map<Symbol, Double>, vararg features: OptimizationFeature = emptyArray(), xSymbol: Symbol = Symbol.x, pointToCurveDistance: PointToCurveDistance = PointToCurveDistance.byY, pointWeight: PointWeight = PointWeight.byYSigma, model: A.(I) -> I): XYFit
Fit given dta with
FunctionOptimization
Link copied to clipboard
fun <T> FunctionOptimization(expression: DifferentiableExpression<T>, builder: FunctionOptimizationBuilder<T>.() -> Unit): FunctionOptimization<T>
getFeature
Link copied to clipboard
inline fun <F : OptimizationFeature> OptimizationProblem<*>.getFeature(): F?
maximumLogLikelihood
Link copied to clipboard
suspend fun Optimizer<Double, FunctionOptimization<Double>>.maximumLogLikelihood(problem: XYFit): XYFit
Optimize given XY (least squares) problem using this function Optimizer.
optimizeWith
Link copied to clipboard
suspend fun <T> DifferentiableExpression<T>.optimizeWith(optimizer: Optimizer<T, FunctionOptimization<T>>, vararg startingPoint: Pair<Symbol, T>, builder: FunctionOptimizationBuilder<T>.() -> Unit = {}): FunctionOptimization<T>
suspend fun <T> DifferentiableExpression<T>.optimizeWith(optimizer: Optimizer<T, FunctionOptimization<T>>, startingPoint: Map<Symbol, T>, builder: FunctionOptimizationBuilder<T>.() -> Unit = {}): FunctionOptimization<T>
suspend fun <T : Any> DifferentiableExpression<T>.optimizeWith(optimizer: Optimizer<T, FunctionOptimization<T>>, startingPoint: Map<Symbol, T>, vararg features: OptimizationFeature): FunctionOptimization<T>
Optimizes differentiable expression using specific optimizer form given startingPoint.
startAt
Link copied to clipboard
fun <T> OptimizationBuilder<T, *>.startAt(startingPoint: Map<Symbol, T>)
withFeature
Link copied to clipboard
fun XYFit.withFeature(vararg features: OptimizationFeature): XYFit
withFeatures
Link copied to clipboard
fun <T> FunctionOptimization<T>.withFeatures(vararg newFeature: OptimizationFeature): FunctionOptimization<T>
XYOptimization
Link copied to clipboard
fun XYOptimization(data: XYColumnarData<Double, Double, Double>, model: DifferentiableExpression<Double>, builder: XYOptimizationBuilder.() -> Unit): XYFit

Properties

chiSquaredOrNull
Link copied to clipboard
val XYFit.chiSquaredOrNull: Double?
Compute chi squared value for completed fit.
resultPoint
Link copied to clipboard
val <T> OptimizationProblem<T>.resultPoint: Map<Symbol, T>
resultPointOrNull
Link copied to clipboard
val <T> OptimizationProblem<T>.resultPointOrNull: Map<Symbol, T>?
resultValue
Link copied to clipboard
val <T> FunctionOptimization<T>.resultValue: T
resultValueOrNull
Link copied to clipboard
val <T> FunctionOptimization<T>.resultValueOrNull: T?
startPoint
Link copied to clipboard
val <T> OptimizationProblem<T>.startPoint: Map<Symbol, T>
Get the starting point for optimization.