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From Gilles <gil...@harfang.homelinux.org>
Subject Re: [math] leastsquares refactoring
Date Thu, 13 Feb 2014 17:19:33 GMT
Hello Luc.

On Thu, 13 Feb 2014 16:10:36 +0100, Luc Maisonobe wrote:
> Hi Gilles,
>
> Le 08/02/2014 22:16, Gilles a écrit :
>
>>> Other issues to be discussed:
>>>
>>>  * [MATH-1008]
>>>
>>>    a new package has been created o.a.c.m.fitting.leastsquares 
>>> which
>>>    contains some interface for the new fluent API but they are also
>>>    used elsewhere so I guess it would be more logical to put them 
>>> in a
>>>    more general place, e.g. WithMaxEvaluations should be moved to
>>>    o.a.c.m.optim. WDYT?
>>
>> Strictly speaking, these have potential use outside the 
>> "o.a.c.m.optim"
>> package.
>>
>> Also, further improvements were postponed since the alternate 
>> proposal
>> looked quite promising:
>>   https://issues.apache.org/jira/browse/MATH-1026
>>
>
> I had a look at Evan's poposal in MATH-1026. I really like it!
>
> Do you think we could replace our current lestsquares (which has 
> never
> been released yet), with this new one and finish it?

In principle yes (see my first comment on the JIRA page). In practice, 
I'm
not sure.

> Concerning the last
> comment by Evan in the JIRA system, I think they could be answered
> quickly. Also the questions about caching and lazy evaluations are
> implementation details that could be changed later on, even after 3.3
> release.

My memory about all the discussions fades away. IIRC, the main problem
with the proposed code is that it provided supposed enhancements to the
functionality before showing that it could faithfully reproduce the
existing functionality (albeit with another API).
Because I could not be sure of the equivalence and did not have time to
make changes and checks, I did not want to take the responsibility for
committing the code in that uncertain state.
Maybe it's fine; I just don't know.

Also, please take into account that, additionally to the API change for
the code now in "fitting.leastsquares", there has been some "little"
improvements in the code itself (e.g. compare the implementations of
"LevenbergMarquardtOptimizer" in "optim" vs "fitting.leastsquares").
Before trashing this new code, it would be good to make sure that those
(tested) improvements have been retained in Evan's code.
To sum up, what is in "fitting.leastsquares" should be the reference
code, in the sense that post-release 3.3, _nothing_ from the deprecated
"optimization" and "optim.nonlinear.vector" should make its way to code
for 4.0.
Hence, I'd favour keeping the current "fitting.leastsquares" until we 
are
positively sure that everything there was indeed ported to Evan's code
(whenever applicable).
We could put both in an "experimental" sub-package; that would not 
delay
a 3.3 release, while leaving room for non-compatible changes in a 3.4
release.


Best regards,
Gilles


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