Re: [math] Automatic differentiation with names
On Mon, 19 Feb 2018 16:12:05 +0300, Alexander Nozik wrote: On 19.02.2018 15:58, Gilles wrote: Unless I'm totally off base, I guess a code written in Kotlin needs specific support (e.g. a library dependency) to be run on a JVM. If you do not use standard library, then no, you do not need anything else. And I mean that code could be rewritten in java and all references to the standard library replaced by pure java analogues. But I can convert kotlin code back to Java. Is it a one-time port (and thereon, maintenance is done on the Java code)? Or do you mean a conversion step (as part of the build for example) that creates Java sources (or bytecode) so that maintenance requires coding in Kotlin? I mean one-time conversion. What we are talking about is a minor change to the code that probably won't need special long-time support. My project currently is in Java 8, Groovy and Kotlin, and I am not able to support something, which requires backward compatibility with older versions (do not really have tome for that). Commons math does not support newer versions of JVM with functional features, My latest suggestion is to target Java 8. I totally agree. Java 8 adds a lot of functional-style features which are life-savers for mathematical tools. so for now it easier to think in kotlin, Not for me. :-} I can imagine it has interesting features for those who use it. But are those indispensable for the project we are talking about? The major things are extension functions and receivers. Everything could be done using plain old java, but it looks much more cumbersome. and then produce Java6 compatible classes. Do you have a requirement to use Java 6? I have requirement for Java 8, but I am sure, everything could be implemented using older standards. I have few different things in mind. Most of them are possible and rather simple in pure Java. I will get back to you, when I have a piece of free time to work on it. I've opened a report on the NUMBERS JIRA project: https://issues.apache.org/jira/browse/NUMBERS-69 and a dedicated git branch: feature__NUMBERS-69__autodiff Please use it for your upcoming pull requests. Thanks a lot, Gilles - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
Re: [math] Automatic differentiation with names
On 19.02.2018 15:58, Gilles wrote: Unless I'm totally off base, I guess a code written in Kotlin needs specific support (e.g. a library dependency) to be run on a JVM. If you do not use standard library, then no, you do not need anything else. And I mean that code could be rewritten in java and all references to the standard library replaced by pure java analogues. But I can convert kotlin code back to Java. Is it a one-time port (and thereon, maintenance is done on the Java code)? Or do you mean a conversion step (as part of the build for example) that creates Java sources (or bytecode) so that maintenance requires coding in Kotlin? I mean one-time conversion. What we are talking about is a minor change to the code that probably won't need special long-time support. My project currently is in Java 8, Groovy and Kotlin, and I am not able to support something, which requires backward compatibility with older versions (do not really have tome for that). Commons math does not support newer versions of JVM with functional features, My latest suggestion is to target Java 8. I totally agree. Java 8 adds a lot of functional-style features which are life-savers for mathematical tools. so for now it easier to think in kotlin, Not for me. :-} I can imagine it has interesting features for those who use it. But are those indispensable for the project we are talking about? The major things are extension functions and receivers. Everything could be done using plain old java, but it looks much more cumbersome. and then produce Java6 compatible classes. Do you have a requirement to use Java 6? I have requirement for Java 8, but I am sure, everything could be implemented using older standards. I have few different things in mind. Most of them are possible and rather simple in pure Java. I will get back to you, when I have a piece of free time to work on it. - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
Re: [math] Automatic differentiation with names
On Mon, 19 Feb 2018 15:17:34 +0300, Alexander Nozik wrote: You got me wrong again. What did I get wrong? Kotlin is fully compatible with java and usually one converts Java code to Kotlin, which is done automatically. Unless I'm totally off base, I guess a code written in Kotlin needs specific support (e.g. a library dependency) to be run on a JVM. If so, one question is whether it is advantageous to use that Kotlin rather than pure Java (and do without the additional library). But I can convert kotlin code back to Java. Is it a one-time port (and thereon, maintenance is done on the Java code)? Or do you mean a conversion step (as part of the build for example) that creates Java sources (or bytecode) so that maintenance requires coding in Kotlin? Commons math does not support newer versions of JVM with functional features, My latest suggestion is to target Java 8. so for now it easier to think in kotlin, Not for me. :-} I can imagine it has interesting features for those who use it. But are those indispensable for the project we are talking about? and then produce Java6 compatible classes. Do you have a requirement to use Java 6? Gilles On 19.02.2018 14:29, Gilles wrote: On Sun, 18 Feb 2018 20:41:35 -0600, Matt Sicker wrote: We've even talked about adding Scala libraries in the past and there was support, so I'd imagine Kotlin is fine as well. It may be worth including as its own module mainly due to the Kotlin dependency, though the domain itself helps raise it to that level as it is. IIUC, the core engine is CM's "DerivativeStructure" and "DSCompiler" classes; hence, it would seem (?) overkill to add a dependency that will then require a conversion layer in order to be called from Java. Regards, Gilles On 18 February 2018 at 18:02, Gilles wrote: On Sat, 17 Feb 2018 22:30:38 +0300, Alexander Nozik wrote: On 17.02.2018 21:16, Gilles wrote: I have a problem with the CM "Field". Did you have a look at my comments to issue MATH-1448 (and related code)? Unfortunately, I don't have the time right now to go further with that work; but I'm more and more convinced that something is wrong with the current design of "Field": if the requirement is to have and API that provides * addition (and its neutral element) * multiplication (and its neutral element) * some other functions that allow for more performant implementations of common opreations why not just define one or more interfaces to that effect? [Unless I'm mistaken the most used "field" is the "RealFieldElement" with its implementation over "double". Given the inherent inaccuracy of floating-point numbers, they actually do not abide by the (math) field requirements.] You got me wrong here. These methods are made only for better user-side API. Kotlin allows to use classes as receivers (run a lambda function, using objects as a context), therefore it sometimes makes sense to create a scope class and add some additional functionality to it. It does not matter though since I already removed all those methods into separate extension class (after back porting to java they will be either static members or won't be needed at all). Also, I can use any custom class for the context, it does not have to be RealField itself. I've finally found the code you were talking about. And those new fields indeed look much better than RealFieldElements. I totally agree that special functions like `sin` etc should be removed form the interface and implemented as a static class like java.util.Math (it would be good just to copy Math contents, so switching from one type of numbers to another will require simple change of imports). I can translate my work back to java when I am done, but it still requires two changes to DerivativeStructure API (at least in its current API) to work better: 1) The Derivative structure should have an additional field with names of parameters. In the current implementation it seemed to me reasonable to use RealField instance since DerivativeStructures with different orders and different set of parameters are members of different fields. So Fields themselves should be parametric. In case of new Field API I think that DerivativeStructure should have an internal object, call it Signature for example, which will store the same information. I can do that myself and post a pull request when I am done. 2) Those RealFields or Signatures could be transformed along with underlying DerivativeStructures therefore allowing to merge two AD numbers with different signatures into a new number with completely new signature. In order to do so, I need a method inside the DerivativeStructure to change the numbering of parameters and add new parameters (with zero derivatives). Derivative structures are just linear structures so it should not be hard, but I am not sure that I will be able to spend enough time on it to understand, how it works. One final remark. We've got an idea
Re: [math] Automatic differentiation with names
You got me wrong again. Kotlin is fully compatible with java and usually
one converts Java code to Kotlin, which is done automatically. But I can
convert kotlin code back to Java. Commons math does not support newer
versions of JVM with functional features, so for now it easier to think
in kotlin, and then produce Java6 compatible classes.
On 19.02.2018 14:29, Gilles wrote:
On Sun, 18 Feb 2018 20:41:35 -0600, Matt Sicker wrote:
We've even talked about adding Scala libraries in the past and there was
support, so I'd imagine Kotlin is fine as well. It may be worth
including
as its own module mainly due to the Kotlin dependency, though the domain
itself helps raise it to that level as it is.
IIUC, the core engine is CM's "DerivativeStructure" and "DSCompiler"
classes; hence, it would seem (?) overkill to add a dependency that
will then require a conversion layer in order to be called from Java.
Regards,
Gilles
On 18 February 2018 at 18:02, Gilles
wrote:
On Sat, 17 Feb 2018 22:30:38 +0300, Alexander Nozik wrote:
On 17.02.2018 21:16, Gilles wrote:
I have a problem with the CM "Field".
Did you have a look at my comments to issue MATH-1448 (and related
code)?
Unfortunately, I don't have the time right now to go further with
that work; but I'm more and more convinced that something is wrong
with the current design of "Field": if the requirement is to have
and API that provides
* addition (and its neutral element)
* multiplication (and its neutral element)
* some other functions that allow for more performant
implementations of common opreations
why not just define one or more interfaces to that effect?
[Unless I'm mistaken the most used "field" is the "RealFieldElement"
with its implementation over "double". Given the inherent inaccuracy
of floating-point numbers, they actually do not abide by the (math)
field requirements.]
You got me wrong here. These methods are made only for better
user-side API. Kotlin allows to use classes as receivers (run a lambda
function, using objects as a context), therefore it sometimes makes
sense to create a scope class and add some additional functionality to
it. It does not matter though since I already removed all those
methods into separate extension class (after back porting to java they
will be either static members or won't be needed at all). Also, I can
use any custom class for the context, it does not have to be RealField
itself.
I've finally found the code you were talking about. And those new
fields indeed look much better than RealFieldElements. I totally agree
that special functions like `sin` etc should be removed form the
interface and implemented as a static class like java.util.Math (it
would be good just to copy Math contents, so switching from one type
of numbers to another will require simple change of imports).
I can translate my work back to java when I am done, but it still
requires two changes to DerivativeStructure API (at least in its
current API) to work better:
1) The Derivative structure should have an additional field with
names of parameters. In the current implementation it seemed to me
reasonable to use RealField instance since DerivativeStructures with
different orders and different set of parameters are members of
different fields. So Fields themselves should be parametric. In case
of new Field API I think that DerivativeStructure should have an
internal object, call it Signature for example, which will store the
same information. I can do that myself and post a pull request when I
am done.
2) Those RealFields or Signatures could be transformed along with
underlying DerivativeStructures therefore allowing to merge two AD
numbers with different signatures into a new number with completely
new signature. In order to do so, I need a method inside the
DerivativeStructure to change the numbering of parameters and add new
parameters (with zero derivatives). Derivative structures are just
linear structures so it should not be hard, but I am not sure that I
will be able to spend enough time on it to understand, how it works.
One final remark. We've got an idea we will try to implement in the
future. The idea is to use the same API to create a syntactic trees
from expressions. It is needed to send a definition of some function
to another process or other the internet. In theory, I do not see any
differences in implementation, so I think that you should keep this
feature in mind. It would be great to be able to just replace one type
for another and get the whole new functionality.
I do not have in-depth knowledge of the current code in order to
figure out the implications.
Please implement whatever enhancements you have in mind.
Actually, I'd suggest that we create a new module in "Commons
Numbers": "commons-numbers-autodiff".
It would host the refactoring of "DerivativeStructure", using JDK8
("java.util.function") and trying to get rid of "RealFieldElement",
seeing how it will impact the unit test suite (and your use-
Re: [math] Automatic differentiation with names
On Sun, 18 Feb 2018 20:41:35 -0600, Matt Sicker wrote:
We've even talked about adding Scala libraries in the past and there
was
support, so I'd imagine Kotlin is fine as well. It may be worth
including
as its own module mainly due to the Kotlin dependency, though the
domain
itself helps raise it to that level as it is.
IIUC, the core engine is CM's "DerivativeStructure" and "DSCompiler"
classes; hence, it would seem (?) overkill to add a dependency that
will then require a conversion layer in order to be called from Java.
Regards,
Gilles
On 18 February 2018 at 18:02, Gilles
wrote:
On Sat, 17 Feb 2018 22:30:38 +0300, Alexander Nozik wrote:
On 17.02.2018 21:16, Gilles wrote:
I have a problem with the CM "Field".
Did you have a look at my comments to issue MATH-1448 (and related
code)?
Unfortunately, I don't have the time right now to go further with
that work; but I'm more and more convinced that something is wrong
with the current design of "Field": if the requirement is to have
and API that provides
* addition (and its neutral element)
* multiplication (and its neutral element)
* some other functions that allow for more performant
implementations of common opreations
why not just define one or more interfaces to that effect?
[Unless I'm mistaken the most used "field" is the
"RealFieldElement"
with its implementation over "double". Given the inherent
inaccuracy
of floating-point numbers, they actually do not abide by the
(math)
field requirements.]
You got me wrong here. These methods are made only for better
user-side API. Kotlin allows to use classes as receivers (run a
lambda
function, using objects as a context), therefore it sometimes makes
sense to create a scope class and add some additional functionality
to
it. It does not matter though since I already removed all those
methods into separate extension class (after back porting to java
they
will be either static members or won't be needed at all). Also, I
can
use any custom class for the context, it does not have to be
RealField
itself.
I've finally found the code you were talking about. And those new
fields indeed look much better than RealFieldElements. I totally
agree
that special functions like `sin` etc should be removed form the
interface and implemented as a static class like java.util.Math (it
would be good just to copy Math contents, so switching from one
type
of numbers to another will require simple change of imports).
I can translate my work back to java when I am done, but it still
requires two changes to DerivativeStructure API (at least in its
current API) to work better:
1) The Derivative structure should have an additional field with
names of parameters. In the current implementation it seemed to me
reasonable to use RealField instance since DerivativeStructures
with
different orders and different set of parameters are members of
different fields. So Fields themselves should be parametric. In
case
of new Field API I think that DerivativeStructure should have an
internal object, call it Signature for example, which will store
the
same information. I can do that myself and post a pull request when
I
am done.
2) Those RealFields or Signatures could be transformed along with
underlying DerivativeStructures therefore allowing to merge two AD
numbers with different signatures into a new number with completely
new signature. In order to do so, I need a method inside the
DerivativeStructure to change the numbering of parameters and add
new
parameters (with zero derivatives). Derivative structures are just
linear structures so it should not be hard, but I am not sure that
I
will be able to spend enough time on it to understand, how it
works.
One final remark. We've got an idea we will try to implement in the
future. The idea is to use the same API to create a syntactic trees
from expressions. It is needed to send a definition of some
function
to another process or other the internet. In theory, I do not see
any
differences in implementation, so I think that you should keep this
feature in mind. It would be great to be able to just replace one
type
for another and get the whole new functionality.
I do not have in-depth knowledge of the current code in order to
figure out the implications.
Please implement whatever enhancements you have in mind.
Actually, I'd suggest that we create a new module in "Commons
Numbers": "commons-numbers-autodiff".
It would host the refactoring of "DerivativeStructure", using JDK8
("java.util.function") and trying to get rid of "RealFieldElement",
seeing how it will impact the unit test suite (and your use-cases).
WDYT?
Thanks,
Gilles
With best regards, Alexander Nozik.
-
To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org
For additional commands, e-mail: dev-h...@commons.apache.org
Re: [math] Automatic differentiation with names
We've even talked about adding Scala libraries in the past and there was
support, so I'd imagine Kotlin is fine as well. It may be worth including
as its own module mainly due to the Kotlin dependency, though the domain
itself helps raise it to that level as it is.
On 18 February 2018 at 18:02, Gilles wrote:
> On Sat, 17 Feb 2018 22:30:38 +0300, Alexander Nozik wrote:
>
>> On 17.02.2018 21:16, Gilles wrote:
>>
>>> I have a problem with the CM "Field".
>>> Did you have a look at my comments to issue MATH-1448 (and related
>>> code)?
>>> Unfortunately, I don't have the time right now to go further with
>>> that work; but I'm more and more convinced that something is wrong
>>> with the current design of "Field": if the requirement is to have
>>> and API that provides
>>> * addition (and its neutral element)
>>> * multiplication (and its neutral element)
>>> * some other functions that allow for more performant
>>>implementations of common opreations
>>> why not just define one or more interfaces to that effect?
>>> [Unless I'm mistaken the most used "field" is the "RealFieldElement"
>>> with its implementation over "double". Given the inherent inaccuracy
>>> of floating-point numbers, they actually do not abide by the (math)
>>> field requirements.]
>>>
>>
>> You got me wrong here. These methods are made only for better
>> user-side API. Kotlin allows to use classes as receivers (run a lambda
>> function, using objects as a context), therefore it sometimes makes
>> sense to create a scope class and add some additional functionality to
>> it. It does not matter though since I already removed all those
>> methods into separate extension class (after back porting to java they
>> will be either static members or won't be needed at all). Also, I can
>> use any custom class for the context, it does not have to be RealField
>> itself.
>>
>> I've finally found the code you were talking about. And those new
>> fields indeed look much better than RealFieldElements. I totally agree
>> that special functions like `sin` etc should be removed form the
>> interface and implemented as a static class like java.util.Math (it
>> would be good just to copy Math contents, so switching from one type
>> of numbers to another will require simple change of imports).
>>
>> I can translate my work back to java when I am done, but it still
>> requires two changes to DerivativeStructure API (at least in its
>> current API) to work better:
>> 1) The Derivative structure should have an additional field with
>> names of parameters. In the current implementation it seemed to me
>> reasonable to use RealField instance since DerivativeStructures with
>> different orders and different set of parameters are members of
>> different fields. So Fields themselves should be parametric. In case
>> of new Field API I think that DerivativeStructure should have an
>> internal object, call it Signature for example, which will store the
>> same information. I can do that myself and post a pull request when I
>> am done.
>> 2) Those RealFields or Signatures could be transformed along with
>> underlying DerivativeStructures therefore allowing to merge two AD
>> numbers with different signatures into a new number with completely
>> new signature. In order to do so, I need a method inside the
>> DerivativeStructure to change the numbering of parameters and add new
>> parameters (with zero derivatives). Derivative structures are just
>> linear structures so it should not be hard, but I am not sure that I
>> will be able to spend enough time on it to understand, how it works.
>>
>> One final remark. We've got an idea we will try to implement in the
>> future. The idea is to use the same API to create a syntactic trees
>> from expressions. It is needed to send a definition of some function
>> to another process or other the internet. In theory, I do not see any
>> differences in implementation, so I think that you should keep this
>> feature in mind. It would be great to be able to just replace one type
>> for another and get the whole new functionality.
>>
>
> I do not have in-depth knowledge of the current code in order to
> figure out the implications.
> Please implement whatever enhancements you have in mind.
> Actually, I'd suggest that we create a new module in "Commons
> Numbers": "commons-numbers-autodiff".
> It would host the refactoring of "DerivativeStructure", using JDK8
> ("java.util.function") and trying to get rid of "RealFieldElement",
> seeing how it will impact the unit test suite (and your use-cases).
> WDYT?
>
> Thanks,
> Gilles
>
>
>
>> With best regards, Alexander Nozik.
>>
>
>
> -
> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org
> For additional commands, e-mail: dev-h...@commons.apache.org
>
>
--
Matt Sicker
Re: [math] Automatic differentiation with names
On Sat, 17 Feb 2018 22:30:38 +0300, Alexander Nozik wrote:
On 17.02.2018 21:16, Gilles wrote:
I have a problem with the CM "Field".
Did you have a look at my comments to issue MATH-1448 (and related
code)?
Unfortunately, I don't have the time right now to go further with
that work; but I'm more and more convinced that something is wrong
with the current design of "Field": if the requirement is to have
and API that provides
* addition (and its neutral element)
* multiplication (and its neutral element)
* some other functions that allow for more performant
implementations of common opreations
why not just define one or more interfaces to that effect?
[Unless I'm mistaken the most used "field" is the "RealFieldElement"
with its implementation over "double". Given the inherent inaccuracy
of floating-point numbers, they actually do not abide by the (math)
field requirements.]
You got me wrong here. These methods are made only for better
user-side API. Kotlin allows to use classes as receivers (run a
lambda
function, using objects as a context), therefore it sometimes makes
sense to create a scope class and add some additional functionality
to
it. It does not matter though since I already removed all those
methods into separate extension class (after back porting to java
they
will be either static members or won't be needed at all). Also, I can
use any custom class for the context, it does not have to be
RealField
itself.
I've finally found the code you were talking about. And those new
fields indeed look much better than RealFieldElements. I totally
agree
that special functions like `sin` etc should be removed form the
interface and implemented as a static class like java.util.Math (it
would be good just to copy Math contents, so switching from one type
of numbers to another will require simple change of imports).
I can translate my work back to java when I am done, but it still
requires two changes to DerivativeStructure API (at least in its
current API) to work better:
1) The Derivative structure should have an additional field with
names of parameters. In the current implementation it seemed to me
reasonable to use RealField instance since DerivativeStructures with
different orders and different set of parameters are members of
different fields. So Fields themselves should be parametric. In case
of new Field API I think that DerivativeStructure should have an
internal object, call it Signature for example, which will store the
same information. I can do that myself and post a pull request when I
am done.
2) Those RealFields or Signatures could be transformed along with
underlying DerivativeStructures therefore allowing to merge two AD
numbers with different signatures into a new number with completely
new signature. In order to do so, I need a method inside the
DerivativeStructure to change the numbering of parameters and add new
parameters (with zero derivatives). Derivative structures are just
linear structures so it should not be hard, but I am not sure that I
will be able to spend enough time on it to understand, how it works.
One final remark. We've got an idea we will try to implement in the
future. The idea is to use the same API to create a syntactic trees
from expressions. It is needed to send a definition of some function
to another process or other the internet. In theory, I do not see any
differences in implementation, so I think that you should keep this
feature in mind. It would be great to be able to just replace one
type
for another and get the whole new functionality.
I do not have in-depth knowledge of the current code in order to
figure out the implications.
Please implement whatever enhancements you have in mind.
Actually, I'd suggest that we create a new module in "Commons
Numbers": "commons-numbers-autodiff".
It would host the refactoring of "DerivativeStructure", using JDK8
("java.util.function") and trying to get rid of "RealFieldElement",
seeing how it will impact the unit test suite (and your use-cases).
WDYT?
Thanks,
Gilles
With best regards, Alexander Nozik.
-
To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org
For additional commands, e-mail: dev-h...@commons.apache.org
Re: [math] Automatic differentiation with names
On 17.02.2018 21:16, Gilles wrote: I have a problem with the CM "Field". Did you have a look at my comments to issue MATH-1448 (and related code)? Unfortunately, I don't have the time right now to go further with that work; but I'm more and more convinced that something is wrong with the current design of "Field": if the requirement is to have and API that provides * addition (and its neutral element) * multiplication (and its neutral element) * some other functions that allow for more performant implementations of common opreations why not just define one or more interfaces to that effect? [Unless I'm mistaken the most used "field" is the "RealFieldElement" with its implementation over "double". Given the inherent inaccuracy of floating-point numbers, they actually do not abide by the (math) field requirements.] You got me wrong here. These methods are made only for better user-side API. Kotlin allows to use classes as receivers (run a lambda function, using objects as a context), therefore it sometimes makes sense to create a scope class and add some additional functionality to it. It does not matter though since I already removed all those methods into separate extension class (after back porting to java they will be either static members or won't be needed at all). Also, I can use any custom class for the context, it does not have to be RealField itself. I've finally found the code you were talking about. And those new fields indeed look much better than RealFieldElements. I totally agree that special functions like `sin` etc should be removed form the interface and implemented as a static class like java.util.Math (it would be good just to copy Math contents, so switching from one type of numbers to another will require simple change of imports). I can translate my work back to java when I am done, but it still requires two changes to DerivativeStructure API (at least in its current API) to work better: 1) The Derivative structure should have an additional field with names of parameters. In the current implementation it seemed to me reasonable to use RealField instance since DerivativeStructures with different orders and different set of parameters are members of different fields. So Fields themselves should be parametric. In case of new Field API I think that DerivativeStructure should have an internal object, call it Signature for example, which will store the same information. I can do that myself and post a pull request when I am done. 2) Those RealFields or Signatures could be transformed along with underlying DerivativeStructures therefore allowing to merge two AD numbers with different signatures into a new number with completely new signature. In order to do so, I need a method inside the DerivativeStructure to change the numbering of parameters and add new parameters (with zero derivatives). Derivative structures are just linear structures so it should not be hard, but I am not sure that I will be able to spend enough time on it to understand, how it works. One final remark. We've got an idea we will try to implement in the future. The idea is to use the same API to create a syntactic trees from expressions. It is needed to send a definition of some function to another process or other the internet. In theory, I do not see any differences in implementation, so I think that you should keep this feature in mind. It would be great to be able to just replace one type for another and get the whole new functionality. With best regards, Alexander Nozik. - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
Re: [math] Automatic differentiation with names
Hi.
On Sat, 17 Feb 2018 19:25:30 +0300, Alexander Nozik wrote:
Hello all,
Gilles suggested that I should write some considerations about
improvement to common maths automatic differentiation here. I've
opened an Issue here: https://issues.apache.org/jira/browse/MATH-1452
(I really do not like mailing lists). But since I've done my own
implementation on top of Commons Maths, I can share it.
Thanks a lot for the offer.
I hope that we'll agree on a common path to make the
AD functionality easy to use.
The
implementation is in Kotlin, so I won't be able to contribute it to
commons math as is, but still we can discuss how to backport it to
java.
I think that a working Java implementation is a requirement for
inclusion in the "Commons" project.
[Discussing contribution in another language would require its
own ML thread (yes, the "dev" ML is still the only official
channel for decisions).]
Here is the source code of two classes which solve
https://issues.apache.org/jira/browse/MATH-1448 and partially
MATH-1452:
https://bitbucket.org/Altavir/dataforge/src/1433da0d2f19ab26d709de8750e002847a4b4887/dataforge-maths/src/main/kotlin/hep/dataforge/maths/expressions/AD.kt?at=ad&fileviewer=file-view-default
The class on the top is a Context for mathematical operations with AD
numbers. Since CM already have Fields, it implements the Field.
I have a problem with the CM "Field".
Did you have a look at my comments to issue MATH-1448 (and related
code)?
Unfortunately, I don't have the time right now to go further with
that work; but I'm more and more convinced that something is wrong
with the current design of "Field": if the requirement is to have
and API that provides
* addition (and its neutral element)
* multiplication (and its neutral element)
* some other functions that allow for more performant
implementations of common opreations
why not just define one or more interfaces to that effect?
[Unless I'm mistaken the most used "field" is the "RealFieldElement"
with its implementation over "double". Given the inherent inaccuracy
of floating-point numbers, they actually do not abide by the (math)
field requirements.]
The
idea is that context stores some critical properties of numbers which
are shared between instances like order of differentiation and
parameters names. In this case the object equality check used instead
of instance equality, so to context with same orders and set of names
are still equal. The AD class below is just a wrapper for
DerivativeStructure that also includes Field context. Binary
operations additionally perform check if argument uses the same
context as `this` object.
Hard to follow without being able to see it working...
Are you willing to port to Java? And it seems that
we have to first solve the "Field" issue (or can we
do without; i.e. make the enhancement assuming "double"
everywhere?).
The actual check occurs here:
https://bitbucket.org/Altavir/dataforge/src/1433da0d2f19ab26d709de8750e002847a4b4887/dataforge-maths/src/main/kotlin/hep/dataforge/maths/expressions/AD.kt?at=ad&fileviewer=file-view-default#AD.kt-78.
In theory, one can perform field transformation, merging parameters
sets from both ADs, but it requires understanding about inner
workings
of DerivativeStructure which I lack. Basically what I need is an
ability to create a new DerivativeStructure with parameter number i
mapped to number j.
The proposed solution does not seem to involve any major performance
impact.
It would be nice if JMH benchmarks could confirm it.
[But this is not a priori requirement as far as I'm concerned, if
the usability improvement is worth it.]
Name resolution happens only when one calls derivative with
given name and is not really a great performance impact since string
hashes are calculated on string creation. The only place with actual
performance impact is when field transformation happens (if it will
be
implemented), but this transformation is supposed to be rare and it
currently not possible at all.
?
I'm lost here; sorry. :-{
The test code in kotlin looks like this:
https://bitbucket.org/Altavir/dataforge/src/8131099f29ebf27fb170ace037cda61df9790fc2/dataforge-maths/src/test/java/hep/dataforge/maths/expressions/ADTest.kt?at=ad&fileviewer=file-view-default.
It is kotlin though, it would be much more verbatim in java. I plan
also to implement expressions which would allow lazy calculations of
AD structures like (NamedVector)->AD. This one could be more or less
easily done in Java.
Good (but I don't understand what you mean!).
Best regards,
Gilles
With best regards, Alexander Nozik.
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