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From Thomas Neidhart <>
Subject Re: [math] refactoring least squares
Date Thu, 20 Feb 2014 10:06:39 GMT
On Thu, Feb 20, 2014 at 10:05 AM, luc <> wrote:

> Hi all,
> I am looking more precisely at the least squares package and have a few
> adjustments to propose.
> The Evaluation interface declares a computeValue and a computeJacobian
> method among others.
> However, it seems the implementations are really simply built with the
> precomputed values and
> just return them. The other compute methods (for covariances for instance)
> do really compute
> something based on the stored Jacobian or value.
> Wouldn't it be more clear to use "getValue" and "getJacobian" for these
> two methods and keep
> "compute" for the other ones?
> Another point is binding value and Jacobian together in a single object. I
> personally think it
> is a good thing, but if I remember well, some users explicitly asked for
> separating them to save
> some computation. I'm not sure about this, though, so I would like to have
> some advices.
> Last point is OptimizationProblem. Should this interface been in fitting
> or in a more general
> package, and in this case which one (optim, util)?

I had the same thought, I think it would better fit in optim (considering
that we do not remove the package completely in 4.0 but rather rework it
with the new API).


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