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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

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

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