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ibab / python-mle

A Python package for performing Maximum Likelihood Estimates
MIT License
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Do studies about the different minimization methods #18

Open maxnoe opened 9 years ago

maxnoe commented 9 years ago

we should do studies about the performance of the different minimization methods

maxnoe commented 9 years ago

Simple Gaussian fit to 1e6 Values: Powell 0.3 seconds BFGS 1.2 seconds

ibab commented 9 years ago

Would be nice to try out ceres as well. There are Python bindings via Cython here: https://github.com/rll/cyres, but they don't seem to contain the interface for minimizing general functions. It shouldn't be too difficult to add, though.