May 11th 2013

Annoucement: scikits.optimization 0.3

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I’m please to announce a new version for scikits.optimization. The main focus of this iteration was to finish usual unconstrained optimization algorithms.

Changelog

  • Fixes on the Simplex state implementation
  • Added several Quasi-Newton steps (BFGS, rank 1 update…)

The scikit can be installed with pip/easy_install or downloaded from PyPI

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May 2nd 2013

Comparison of optimization algorithms

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In the next version of scikits.optimization, I’ve added some Quasi-Newton steps. Before this version is released, I thought I would compare several methods of optimizing the Rosenbrock function.
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January 22nd 2013

Book review: Numpy Cookbook

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I had the opportunity from Packt Publishing to review Numpy Cookbook. Many thanks to the publisher for this and let’s go to the review.

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December 18th 2012

Optimization scikit: Polytope (Simplex/Nelder-Mead) optimization

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Now that version 0.2 of scikit.optimization is out, here is a tutorial on the gradient-free optimizer based on the simplex algorithm.

When the only thing you have is the cost function and when you don’t have dozens of parameters, the first thing that can be tried is a simplex algorithm.

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November 15th 2012

Annoucement: scikits.optimization 0.2

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It has been a while, too long for sure, since my last update on this scikit. I’m pleased to announce that some algorithms are finally fixed as well as some tests.

Changelog:

  • Fixed Polytope/Simplex/Nelder-Mead
  • Fixed the Quadratic Hessian helper class

Additional tutorials will be available in the next weeks.

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August 28th 2012

KdTree for nearest neighbors

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Yes, because Cover Trees are sometimes too slow. In fact, I asked myself this question, not for the build time, but for the search time if the data has a structure. Imagine, what would happen if your data was more a less a regular grid? When I tried that, starting with a point at (0,0), then (1,0)… the first node (0,0) had references to all the last points (9,9), (9,8)… And I figured, it would be slower than a tree search. So I decided to give kd-trees a shot for this kind of search on a regular grid.
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July 17th 2012

Just a small example of numerical optimization in C++

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I had to port a simplex/Nelder-Mead optimizer that I already have in Python in C++. As for the Python version, I tried to be as generic as possible but as efficient as possible, so the state is no longer a dictionary, but a simple structure.

I could have used the Numerical Recipes version, but the licence cost is not worth it, and the code is not generic enough, not explained enough. And also there are some design decisions that are questionable (one method = one responsibility).

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May 22nd 2012

Book review: The Audio Effects Workshop

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How to explain the different kind of audio effects and how to understand what their use is? Although I learnt a lot by practice, there is sometimes the need for some theory and for experiments. I tried to find a book that matches these two points: good theory and proper practice. I’ve chosen this book, with tracks on a CD for experimentation. Was it really what I was looking for?

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March 27th 2012

Cover tree for nearest-neighbors

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I’ve looked on github for a good C++ implementation of Cover Trees for nearest-neighbors search, but I didn’t find one. I may have overlooked some repositories, but in the end, implementing it myself wasn’t that difficult.
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March 6th 2012

Registry and automatic plugin system

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A few years ago, I mentioned that the registry pattern was my favorite pattern in Python. Well, it may also be my favorite C++ pattern.
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