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Date: Fri, 28 Dec 2012 10:11:34 -0800
From: Phil Steitz <phil.steitz@gmail.com>
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To: Commons Developers List <dev@commons.apache.org>
Subject: Re: [math] major problem with new released version 3.1
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On 12/28/12 9:58 AM, Luc Maisonobe wrote:
> Le 28/12/2012 17:51, Konstantin Berlin a �crit :
>> 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.

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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