On Tuesday, 3 July 2018 at 12:47:58 UTC, 9il wrote:
[snip]
New Mir features are open source reflection of work on large
proprietary codebase. We have awesome Levenberg–Marquardt
algorithm implementation (ndim non-linear least squares solver)
in mir.optim, but it is closed source. Maybe if people from the
community ask Laeeth to allow to open source it he would like
to do so. No idea why it is closed source for now.
-- Ilya
There are a lot of cases where non-linear least squares can be
useful: options pricing, yield curve fitting, etc. I've been
doing so much of my statistics with MC-Stan that I forget about
how useful stuff like that can be. Bayesian techniques are always
so much slower.
