Re: Mir Algorithm v1.1.3
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.
Re: Mir Algorithm v1.1.3
On Monday, 2 July 2018 at 13:51:17 UTC, jmh530 wrote: On Sunday, 1 July 2018 at 15:18:55 UTC, 9il wrote: Mir Algorithm [1, 2] = Dlang core library for math, finance and a home for Dlang multidimensional array package - ndslice. New features: - most of routines in mir.ndslice.topology (e.g. map, zip, stride) accept common arrays - `Series` got the same formating as builtin associative arrays - `Series` got ~ overloaded operator for set union. - mir.series: `unionSeries` was added (for N=2 optimised using `troykaSeries`) - mir.series: `troykaGalop` and `troykaSeries` were added. They are awesome too iterate over set union when both side set differences and/or set intersection should be handled seprately [6, 7] - ... and a lot of others I forgot since v0.8.0 announce [snip] Great. I'll need to look into some of these changes, particularly on Series. What are you plans for next steps with Mir? 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
Re: Mir Algorithm v1.1.3
On Sunday, 1 July 2018 at 15:18:55 UTC, 9il wrote:
Mir Algorithm [1, 2]
=
Dlang core library for math, finance and a home for Dlang
multidimensional array package - ndslice.
New features:
- most of routines in mir.ndslice.topology (e.g. map, zip,
stride) accept common arrays
- `Series` got the same formating as builtin associative arrays
- `Series` got ~ overloaded operator for set union.
- mir.series: `unionSeries` was added (for N=2 optimised using
`troykaSeries`)
- mir.series: `troykaGalop` and `troykaSeries` were added.
They are awesome too iterate over set union when both side set
differences and/or set intersection should be handled seprately
[6, 7]
- ... and a lot of others I forgot since v0.8.0 announce
Few bugs was fixed.
And a small tip about syntax sugar [3]:
/+dub.sdl:
dependency "mir-algorithm" version="~>1.1.3"
+/
import mir.ndslice;
void main()
{
auto v = [1.0, 2];
auto w = [1.0, 2];
// `map` knows about `zip`
auto lazySum1 = zip(v, w).map!((a, b) => a + b);
// it is elementwise sum too.
auto lazySum2 = v.sliced + w.sliced;
assert(lazySum1 == lazySum2);
}
Major part of this work has been sponsored by Symmetry
Investments [4] and Kaleidic Associates [5].
Acknowledgements:
Sebastian Wilzbach,
Nathan Sashihara,
John Hall,
Shigeki Karita.
[1] https://github.com/libmir/mir-algorithm
[2] http://docs.algorithm.dlang.io/latest/index.html
[3] https://run.dlang.io/gist/e45d9892299131cee9c90541bbc00183
[4] http://symmetryinvestments.com
[5] https://github.com/kaleidicassociates
[6]
http://docs.algorithm.dlang.io/latest/mir_series.html#.troykaGalop
[7]
http://docs.algorithm.dlang.io/latest/mir_series.html#.troykaSeries
Best Regards,
Ilya Yaroshenko
Thank you for the great work!
Re: Mir Algorithm v1.1.3
On Sunday, 1 July 2018 at 15:18:55 UTC, 9il wrote: Mir Algorithm [1, 2] = Dlang core library for math, finance and a home for Dlang multidimensional array package - ndslice. New features: - most of routines in mir.ndslice.topology (e.g. map, zip, stride) accept common arrays - `Series` got the same formating as builtin associative arrays - `Series` got ~ overloaded operator for set union. - mir.series: `unionSeries` was added (for N=2 optimised using `troykaSeries`) - mir.series: `troykaGalop` and `troykaSeries` were added. They are awesome too iterate over set union when both side set differences and/or set intersection should be handled seprately [6, 7] - ... and a lot of others I forgot since v0.8.0 announce [snip] Great. I'll need to look into some of these changes, particularly on Series. What are you plans for next steps with Mir?
Mir Algorithm v1.1.3
Mir Algorithm [1, 2]
=
Dlang core library for math, finance and a home for Dlang
multidimensional array package - ndslice.
New features:
- most of routines in mir.ndslice.topology (e.g. map, zip,
stride) accept common arrays
- `Series` got the same formating as builtin associative arrays
- `Series` got ~ overloaded operator for set union.
- mir.series: `unionSeries` was added (for N=2 optimised using
`troykaSeries`)
- mir.series: `troykaGalop` and `troykaSeries` were added. They
are awesome too iterate over set union when both side set
differences and/or set intersection should be handled seprately
[6, 7]
- ... and a lot of others I forgot since v0.8.0 announce
Few bugs was fixed.
And a small tip about syntax sugar [3]:
/+dub.sdl:
dependency "mir-algorithm" version="~>1.1.3"
+/
import mir.ndslice;
void main()
{
auto v = [1.0, 2];
auto w = [1.0, 2];
// `map` knows about `zip`
auto lazySum1 = zip(v, w).map!((a, b) => a + b);
// it is elementwise sum too.
auto lazySum2 = v.sliced + w.sliced;
assert(lazySum1 == lazySum2);
}
Major part of this work has been sponsored by Symmetry
Investments [4] and Kaleidic Associates [5].
Acknowledgements:
Sebastian Wilzbach,
Nathan Sashihara,
John Hall,
Shigeki Karita.
[1] https://github.com/libmir/mir-algorithm
[2] http://docs.algorithm.dlang.io/latest/index.html
[3] https://run.dlang.io/gist/e45d9892299131cee9c90541bbc00183
[4] http://symmetryinvestments.com
[5] https://github.com/kaleidicassociates
[6]
http://docs.algorithm.dlang.io/latest/mir_series.html#.troykaGalop
[7]
http://docs.algorithm.dlang.io/latest/mir_series.html#.troykaSeries
Best Regards,
Ilya Yaroshenko
