Search Results for "optimize"
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Showing 8 open source projects for "optimize"
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DynamicHMC
Implementation of robust dynamic Hamiltonian Monte Carlo methods
...Consequently, this package requires that the user is comfortable with the basics of the theory of Bayesian inference, to the extent of coding a (log) posterior density in Julia. This approach allows the use of standard tools like profiling and benchmarking to optimize its performance. -
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SymbolicRegression.jl
Distributed High-Performance Symbolic Regression in Julia
SymbolicRegression.jl searches for symbolic expressions which optimize a particular objective. -
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FrankWolfe.jl
Julia implementation for various Frank-Wolfe and Conditional Gradient
...Frank-Wolfe algorithms were designed to solve optimization problems where f is a differentiable convex function and C is a convex and compact set. They are especially useful when we know how to optimize a linear function over C in an efficient way. -
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Surrogates.jl
Surrogate modeling and optimization for scientific machine learning
A surrogate model is an approximation method that mimics the behavior of a computationally expensive simulation. In more mathematical terms: suppose we are attempting to optimize a function f(p), but each calculation of f is very expensive. It may be the case we need to solve a PDE for each point or use advanced numerical linear algebra machinery, which is usually costly. The idea is then to develop a surrogate model g which approximates f by training on previous data collected from evaluations of f. -
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HomotopyContinuation.jl
A Julia package for solving systems of polynomials
HomotopyContinuation.jl is a Julia package for solving systems of polynomial equations by numerical homotopy continuation. Many models in the sciences and engineering are expressed as sets of real solutions to systems of polynomial equations. We can optimize any objective whose gradient is an algebraic function using homotopy methods by computing all critical points of the objective function. An important special case is when the objective function is the euclidean distance to a given point. An example of an non-algebraic objective function whose derivative is algebraic is the Kullback–Leibler divergence. ... -
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StructuralEquationModels.jl
A fast and flexible Structural Equation Modelling Framework
...For those, you can decide to provide analytical gradients or use finite difference approximation / automatic differentiation. You can choose to mix loss functions natively found in this package and those you provide. In such cases, you optimize over a sum of different objectives (e.g. ML + Ridge). This strategy also applies to gradients, where you may supply analytic gradients or opt for automatic differentiation or mixed analytical and automatic differentiation. You may consider using this package if you need extensibility and/or speed, and if you want to extend SEM. -
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OpticSim.jl
Optical Simulation software
OpticSim.jl is a Julia package for geometric optics (ray tracing) simulation and optimization of complex optical systems developed by the Microsoft Research Interactive Media Group and the Microsoft Hardware Architecture Incubation Team (HART). It is designed to allow optical engineers to create optical systems procedurally and then to simulate and optimize them. Unlike Zemax, Code V, or other interactive optical design systems OpticSim.jl has limited support for interactivity, primarily in the tools for visualizing optical systems. A large variety of surface types are supported, and these can be composed into complex 3D objects through the use of constructive solid geometry (CSG). ... -
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Strategems
Quantitative systematic trading strategy development and backtesting
...While this package remains early in development, with time the hope is to be able to rapidly implement a trading idea, construct a historical backtest, analyze its results, optimize over a given parameter set, and visualize all of this with great detail.
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