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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] major problem with new released version 3.1
Date Fri, 28 Dec 2012 18:47:25 GMT
On 12/28/12 10:35 AM, Luc Maisonobe wrote:
> Le 28/12/2012 19:11, Phil Steitz a écrit :
>> On 12/28/12 9:58 AM, Luc Maisonobe wrote:
>>> Le 28/12/2012 17:51, Konstantin Berlin a écrit :
>>>> Hi,
>>>>
>>>> I can understand Dimitri's frustration, it seems the optimization
>>>> framework gets worse with every iteration. However, we should
>>>> probably look forward and think about how to design it properly
>>>> instead.
>>>>
>>>> Several times I brought out some problems and ideas about the package
>>>> and it seems the only person who has an opinion is Gilles.
>>> Several people contributed to the thread (see
>>> <http://commons.markmail.org/thread/i6klmc2ytflb6qnt>), but as Gilles
>>> pointed out in one of the message, we lack an optimization expert. I
>>> sincerely would not want my opinion to be taken too seriously on this,
>>> so I only expressed what I could and did not decide anything by myself
>>> (only proposed to remove the wrong binding with DerivativeStructure,
>>> which has since been done).
>>>
>>>> I will list what I consider to be major problems
>>>> 1) The OO design is bad, too much inheritance which could be handled
>>>> better by interfaces, the structure has no relation to the actual way
>>>> parts of optimizers can be mixed and matched. Input functions should
>>>> also have clear inheritance structure and should return both the
>>>> value, gradient, hessian in one function call.
>>> I strongly agree with Konstantin here. Abstract classes allow to add
>>> methods without breaking compatibility (which is good), but they also
>>> have some drawbacks (we have seen one drawback with the parameterized
>>> classes a few months ago, and this huge hierarchy is another one). So
>>> there is no silver bullet and we keep trying to find the good balance.
>>> As far as I am concerned, I would prefer we get fewer abstract classes,
>>> we remove some intermediate level (I don't know which ones), and we use
>>> more delegation than inheritance.
>>>
>>>> 2) Incorrect handling of constraints. There are only something like 5
>>>> possible constraints possible in optimization, with each
>>>> implementation of the solver handling some but not all. There is no
>>>> need to this runtime approach, which creates incredible amount of
>>>> confusion. All the possible constraints should be explicitly given in
>>>> the parameters to a function call, there are only 5. In addition,
>>>> constraints should be pre-processed a priori! So they should be an
>>>> input to the constructor not to the optimization function call.
>>> Our implementation for constraints is really limited (once again, scarce
>>> resources). What are the 5 types you consider? Simple/double bounds on
>>> parameters, linear/non-linear bounds and equality?
>>>
>>>> 3) Linear algebra package should be used as an interface and
>>>> internally to increase performance for larger datasets. Data copying
>>>> should be avoided as much as possible.
>>> Yes, but this would require solving another sub-problem first: having a
>>> decent sparse linear algebra implementation, which we also lack. Our
>>> implementation for full matrices was also in a sorry state prior to 3.0,
>>> but now fortunately this has improved at least for systems up to a few
>>> thousands rows and columns (so at least we do make progress on some points).
>>>
>>>> 4) Testing should be done on larger problems.
>>> Yes. I guess there are some general well known problems for that, so we
>>> should get a few of them and implement them. We did implement a number
>>> of tests from Minpack, but they focused on difficult cases rather than
>>> on problem size. I think optimization has a good testing coverage, but
>>> clearly large size problems is a needed addition.
>>>
>>>> I know the response is that I am free to go implemented, but I think
>>>> we should at least agree on design principles instead of pushing
>>>> through your own ideas because the other person is too busy. The only
>>>> discussion we ever had on this was between me and Gilles, everyone
>>>> else disappeared.
>>> Well, we tried to keep up as our skills allowed, and we were also
>>> concerned with 3.1 being released at the same time.
>>>
>>> We have more time now than we had a few weeks ago. This is an
>>> opportunity to restart the discussion. We can refrain from pushing a new
>>> release (despite I would like this bug fix to be released officially)
>>> and take some time to think calmly. We could also push 3.2 with only the
>>> fix
>> What about 3.1.1 with just the fix for this, then possibly 3.2 or
>> direct to 4.0.
> As you want. I don't like adding too many sub-release numbers, just as
> if someone fears jumping to next version. I remember some Sun products
> and Perl versions that end up with something like 5 release digits.
> Well, I don't really care, so it can be 3.1.1 if people prefer that.

I would personally like to see us move in that direction.  Now that
Gilles has done the hard work to get us to a pretty well-automated
release process, it should not be that hard for us to crank
releases.  I have always admired the tomcat community's approach to
releases - full automation and regular dot releases.  This enables
them to fix issues found in releases quickly and keep progressing. 
Last I checked, they just used three levels.  The Commons versioning
guidelines allow and support this - first number is major (can break
compat) second is minor (can add new features and APIs compatibly),
third is just bug-fix.  Does the fix for the issue that started this
thread change the API?  If so, we would need to cut 3.2 in any case.

Phil
>
> Luc
>
>> Phil
>>>  and without any revamp and start thinking about 4.0 with a redesign
>>> of these two main area: optimization and sparse linear algebra.
>>>
>>> If you could contribute to this discussion understanding we are not
>>> experts of this field and we cannot do it by ourselves, it would be great.
>>>
>>> best regards,
>>> Luc
>>>
>>>> Thanks, Konstantin
>>>>
>>>> On Dec 28, 2012, at 11:27 AM, Phil Steitz <phil.steitz@gmail.com>
>>>> wrote:
>>>>
>>>>> On 12/28/12 8:12 AM, Dimitri Pourbaix wrote:
>>>>>> Luc,
>>>>>>
>>>>>>> So in order to make sure I understand your point, you would be
>>>>>>> OK if I deprecate the non-diagonal weights, in which case users
>>>>>>> needing this would have to implement it themselves by
>>>>>>> premultiplication (as both you and Konstantin seem to
>>>>>>> propose)?
>>>>>> Yes, exactly.
>>>>>>
>>>>>>> Sure, but for the record the feature was also a last minute 
>>>>>>> change. This was discussed on the list, and the final decision
>>>>>>> was to add this feature despite the release was close. No
>>>>>>> wonder we failed to test it thoroughsly.
>>>>>> Last minute?  I have been discussing this with Gilles for
>>>>>> several months.
>>>>> Relevant project discussion happens *on this list*
>>>>>>> We don't expect our releases to be perfect. We do our best,
>>>>>>> with the resources we have.
>>>>>> I perfectly understand this but focusing those resources less on

>>>>>> rules and more on real cases might help.
>>>>> As stated before, you are more than welcome to *become* one of
>>>>> these resources.
>>>>>
>>>>> Phil
>>>>>> Regards, Dim. 
>>>>>> ----------------------------------------------------------------------------
>>>>>>
>>>>>>
>>>>>>
>>> Dimitri Pourbaix                         *      Don't worry, be happy
>>>>>> Institut d'Astronomie et d'Astrophysique *         and CARPE
>>>>>> DIEM. CP 226, office 2.N4.211, building NO     * Universite Libre
>>>>>> de Bruxelles            *      Tel : +32-2-650.35.71 Boulevard du
>>>>>> Triomphe                    *      Fax : +32-2-650.42.26 B-1050
>>>>>> Bruxelles                        *        NAC: HBZSC RG2Z6 
>>>>>> http://sb9.astro.ulb.ac.be/~pourbaix     * 
>>>>>> mailto:pourbaix@astro.ulb.ac.be
>>>>>>
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