search

ryantibs / quantgen

Tools for generalized quantile modeling
https://ryantibs.github.io/quantgen
14 stars 9 forks source link

Default to open-source optimiser #2

Closed seabbs closed 4 years ago

seabbs commented 4 years ago

Hi @ryantibs,

This is a really nice package.

We (really @sbfnk) are now using it for QRA in the UK to ensemble Covid-19 forecasts (Package: https://github.com/epiforecasts/qra). Something that initially put me off a little was the default to the closed source optimizer. Would it be possible to default instead to the open-source option or to highlight that the open-source option is available?

ryantibs commented 4 years ago

Glad you like it, hope you find it useful. Sure, I changed the default to be GLPK rather than Gurobi. However, Gurobi is free for academics (looks like your group falls in this category?) so I would strongly recommend you download and use it, because it's much faster and more stable. I've emphasized this in the documentation.

seabbs commented 4 years ago

Great - thanks for changing that.

Performance benefits duly noted!