understand Ceres - Githubissues

cavalab / brush

An interpretable machine learning library

http://cavalab.org/brush/

GNU General Public License v3.0

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understand Ceres #10

Closed lacava closed 2 years ago

lacava commented 2 years ago

http://ceres-solver.org/index.html is a library for numerical optimization that we would like to integrate into brush to optimize feature weights.

[x] go through docs and understand Jets / duals for auto-diff.
[x] compile and test the examples.
[x] add a summary here and to the cavalab.notion.site doc. https://www.notion.so/cavalab/C-e1eac66e1828473cb3d188178b43442d#448c5d0c1fbf4f07a655509ccde70fce

msnliu commented 2 years ago

Created a template of using ceres and tried two examples on ceres using autodiff on a simple function and ceres plus jets with autodiff on Rat43 function.