On Sep 7, 2012 10:28 PM, "Piet de Jong" <[email protected]> wrote: > > Thanks for all the help. This has got me going just fine (at least for now) Good to hear.
> lgbfgs used to work find for me under J6. So I miss it under J7. > Advantage was that it had derivatives and Hessians which are > important for likelihood calculations in statistical problems. Have you tried running it on J7? You can down load it here http://www.jsoftware.com/wsvn/addons/trunk/math/lbfgs/ It may not take much, if anything, to get it running. Once running it can be released for J7. > One comment re deoptim. Why not define it as an adverb? I agree that an adverb seems like a natural fit but from memory (I wrote it 3 years ago and haven't used it recently) I had problems with the addon and the "problem" being in separate locales. Adverbs behave differently to verbs in that situation. > > On Fri, Sep 7, 2012 at 7:31 PM, Ric Sherlock <[email protected]> wrote: > > By the way, if you use getDEoptim instead of deoptim the output is as > > a table with labels in the first column and maybe easier to interpret > > i.e. > > getDEoptim 'ssq_base_'; _3 3 > > > > On Fri, Sep 7, 2012 at 8:43 PM, Ric Sherlock <[email protected]> wrote: > >> Yes Mike has got you going. If you haven't already I'd recommend > >> looking through the test script which I've fixed the link to on the > >> wiki page for the addon. It has some simple examples there. > >> > >> http://www.jsoftware.com/jwiki/Addons/math/deoptim > >> > >> Glad to see that someone else has use for this. > >> > >> I suspect that the LBFGS routine just needs testing and updating for > >> J7. I admit that I never got it going on J6 so am not sure what is > >> required. > >> > >> On Fri, Sep 7, 2012 at 8:23 PM, Mike Day <[email protected]> wrote: > >>> New to me but I've just had a look, in J602. > >>> > >>> As you said, there seem to be a number of issues: > >>> 1) your provided function needs to return a scalar result. > >>> (+/@*:) 2 3 > >>> 4 9 > >>> (+/@:*:) 2 3 > >>> 13 > >>> So ssq should be +/@:*: > >>> > >>> 2) The locale for deoptim starts as pdeoptim > >>> One way round appears to be to do > >>> deoptim 'ssq_base_';_3 3 > >>> ====================== > >>> Generation: 1 > >>> Best Value: 0.5667 > >>> Best Var set: > >>> _0.2958 _0.6922 > >>> ====================== > >>> Generation: 50 > >>> Best Value: 0.0000 > >>> Best Var set: > >>> 0.0000 0.0000 > >>> ====================== > >>> Generation: 100 > >>> Best Value: 0.0000 > >>> Best Var set: > >>> 0.0000 0.0000 > >>> +------------------------+-----------+---- > >>> |1.06998e_15 _3.06813e_15|1.05583e_29|2020| > >>> | | | | > >>> ....... > >>> > >>> Perhaps that's enough to get you going. > >>> > >>> As for lbfgs, it's in my addons\math folder > >>> under J602. but not under J701. Perhaps the > >>> addons gurus can tell you why. > >>> > >>> Mike > >>> > >>> > >>> On 07/09/2012 5:35 AM, Piet de Jong wrote: > >>>> > >>>> I 'm trying to use the "deoptim" math addon package. > >>>> > >>>> However can't figure it out. Tried the following trite example to > >>>> understand how things work. > >>>> > >>>> > >>>> NB. Minimize the sum of squares within the range _3 to 3 > >>>> > >>>> require 'math/deoptim' > >>>> > >>>> ssq=:+/@*: > >>>> deoptim 'ssq';_3 3 > >>>> > >>>> This fails for a variety of reasons which I cannot seem to grasp/fix up. > >>>> > >>>> Can anyone help? Once I can figure out a simple example like this I > >>>> think I will be able to > >>>> implement it on non trite examples. > >>>> > >>>> Also what has happened to the LBFGS minimization routine? > >>>> ---------------------------------------------------------------------- > >>>> For information about J forums see http://www.jsoftware.com/forums.htm > >>>> > >>> > >>> ---------------------------------------------------------------------- > >>> For information about J forums see http://www.jsoftware.com/forums.htm > > ---------------------------------------------------------------------- > > For information about J forums see http://www.jsoftware.com/forums.htm > > > > -- > Piet de Jong > -------------------------------------------------- > View my current research at > http://ssrn.com/author=619154 > -------------------------------------------------- > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
