search

Meta-optimization / L2L

Learning to Learn: Gradient-free Optimization framework
https://meta-optimization.github.io/L2L/
GNU General Public License v3.0
15 stars 14 forks source link

Optimizer: Ensemble Kalman Filter #18

Closed alperyeg closed 4 years ago

alperyeg commented 4 years ago

This PR adds the Ensemble Kalman Filter (EnKF). This is a supervised optimizer, because it requires observations from data and model output to compare to. I will change the code accordingly when the class to register data structures is available.