Open paulflang opened 4 years ago
Not directly planned in the next time (this is what we had parPE for)... However, implementing a rough version of such an optimizer would not be super-complicated. We had that in Matlab-Pesto (DeLOS) as a proof-of-concept back then... Recoding this in Python should be mostly straight-forward... An alternative might be (don't know how easy it would be) to interface some existing packages such as Tensorflow and its optimization routines. However, I think that's maybe not the best for for ODE models...
Back here @paulflang : I was thinking about the mini-batch optimization... If you know any python package, which implements mini-batch optimizers with black-box objective functions (i.e., without assuming a neural net structure), we could try to link that to pyPESTO in a first attempt... Would prefer something implementing Adam and possibly also SAG-type things...
Tensorflow can do that, just needs an interface to the objective.
Tensorflow can do that, just needs an interface to the objective.
Which we will need anyway for pymc4
Thanks for thinking about that.
If you know any python package, which implements mini-batch optimizers with black-box objective functions (i.e., without assuming a neural net structure), we could try to link that to pyPESTO in a first attempt...
I am afraid, I am not familiar with Python packages that implement mini-batching.
I am working with a model for which I expect experimental data under multiple perturbed conditions. To speed up the fitting procedure, I was wondering if there are any plans to implement mini-batching in pyPESTO.