Axect / Peroxide

Rust numeric library with R, MATLAB & Python syntax
https://crates.io/crates/peroxide
Apache License 2.0
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Whole new numerical computations #44

Open Axect opened 3 years ago

Axect commented 3 years ago

There will be huge update in 0.31.0 - Algebraic Syntax Tree based Automatic Differentiation. Therefore, there will be significant changes in the numerical calculation API accordingly.

  1. Optimize (numeric/optimize.rs)
    • [ ] API Change
    • [ ] Documentation
      1. Zeroth order (Not relate to AD)
        • [ ] Bracket minimum
        • [ ] Shubert-Piyavskii
        • [ ] Fibonacci
        • [ ] Golden Section
        • [ ] Quadratic Fit
      2. First Order (Use ADScalarFn)
        • [ ] Bisection
        • [ ] Gradient Descent
        • [ ] Conjugate Gradient
        • [ ] Momentum
        • [ ] Nesterov Momentum
        • [ ] Adagrad
        • [ ] RMSprop
        • [ ] Adadelta
        • [ ] Adam
        • [ ] Hypergradient
  2. Regression (numeric/reg.rs)
    • [ ] API Change
    • [ ] Documentation
      1. Linear Regression
        • [ ] Ordinary Least Square
        • [ ] Ridge
        • [ ] LASSO
        • [ ] Principal Component Regression
      2. Nonlinear Regression
        • [ ] Gradient Descent
        • [ ] Gauss-Newton
        • [ ] Levenberg-Marquardt
  3. Root Finding (numeric/root.rs)
    • [ ] API Change
    • [ ] Documentation
      1. Bracketing
        • [ ] Bisection
        • [ ] False Position
        • [ ] Secant
      2. First Order
        • [ ] Newton-Raphson