Tools for mathematical optimization region

Overview

README.md

中文博客主页:https://blog.csdn.net/linjing_zyq

pip install optimtool

1. 无约束优化算法性能对比

前五个参数完全一致,其中第四个参数是绘图接口,默认绘制单个算法的迭代过程;第五个参数是输出函数迭代值接口,默认为不输出。

method:用于传递线搜索方式

  • from optimtool.unconstrain import gradient_descent
方法 函数参数 调用示例
解方程得到精确解法(solve) solve(funcs, args, x_0, draw=True, output_f=False, epsilon=1e-10, k=0) gradient_descent.solve(funcs, args, x_0)
基于Grippo非单调线搜索的梯度下降法 barzilar_borwein(funcs, args, x_0, draw=True, output_f=False, method="grippo", M=20, c1=0.6, beta=0.6, alpha=1, epsilon=1e-10, k=0) gradient_descent.barzilar_borwein(funcs, args, x_0, method="grippo")
基于ZhangHanger非单调线搜索的梯度下降法 barzilar_borwein(funcs, args, x_0, draw=True, output_f=False, method="ZhangHanger", M=20, c1=0.6, beta=0.6, alpha=1, epsilon=1e-10, k=0) gradient_descent.barzilar_borwein(funcs, args, x_0, method="ZhangHanger")
基于最速下降法的梯度下降法 steepest(funcs, args, x_0, draw=True, output_f=False, method="wolfe", epsilon=1e-10, k=0) gradient_descent.steepest(funcs, args, x_0)
  • from optimtool.unconstrain import newton
方法 函数参数 调用示例
经典牛顿法 classic(funcs, args, x_0, draw=True, output_f=False, epsilon=1e-10, k=0) newton.classic(funcs, args, x_0)
基于armijo线搜索方法的修正牛顿法 modified(funcs, args, x_0, draw=True, output_f=False, method="armijo", m=20, epsilon=1e-10, k=0) newton.modified(funcs, args, x_0, method="armijo")
基于goldstein线搜索方法的修正牛顿法 modified(funcs, args, x_0, draw=True, output_f=False, method="goldstein", m=20, epsilon=1e-10, k=0) newton.modified(funcs, args, x_0, method="goldstein")
基于wolfe线搜索方法的修正牛顿法 modified(funcs, args, x_0, draw=True, output_f=False, method="wolfe", m=20, epsilon=1e-10, k=0) newton.modified(funcs, args, x_0, method="wolfe")
基于armijo线搜索方法的非精确牛顿法 CG(funcs, args, x_0, draw=True, output_f=False, method="armijo", epsilon=1e-6, k=0) newton.CG(funcs, args, x_0, method="armijo")
基于goldstein线搜索方法的非精确牛顿法 CG(funcs, args, x_0, draw=True, output_f=False, method="goldstein", epsilon=1e-6, k=0) newton.CG(funcs, args, x_0, method="goldstein")
基于wolfe线搜索方法的非精确牛顿法 CG(funcs, args, x_0, draw=True, output_f=False, method="wolfe", epsilon=1e-6, k=0) newton.CG(funcs, args, x_0, method="wolfe")
  • from optimtool.unconstrain import newton_quasi
方法 函数参数 调用示例
基于BFGS方法更新海瑟矩阵的拟牛顿法 bfgs(funcs, args, x_0, draw=True, output_f=False, method="wolfe", m=20, epsilon=1e-10, k=0) newton_quasi.bfgs(funcs, args, x_0)
基于DFP方法更新海瑟矩阵的拟牛顿法 dfp(funcs, args, x_0, draw=True, output_f=False, method="wolfe", m=20, epsilon=1e-4, k=0) newton_quasi.dfp(funcs, args, x_0)
基于有限内存BFGS方法更新海瑟矩阵的拟牛顿法 L_BFGS(funcs, args, x_0, draw=True, output_f=False, method="wolfe", m=6, epsilon=1e-10, k=0) newton_quasi.L_BFGS(funcs, args, x_0)
  • from optimtool.unconstrain import trust_region
方法 函数参数 调用示例
基于截断共轭梯度法的信赖域算法 steihaug_CG(funcs, args, x_0, draw=True, output_f=False, m=100, r0=1, rmax=2, eta=0.2, p1=0.4, p2=0.6, gamma1=0.5, gamma2=1.5, epsilon=1e-6, k=0) trust_region.steihaug_CG(funcs, args, x_0)
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

f, x1, x2, x3, x4 = sp.symbols("f x1 x2 x3 x4")
f = (x1 - 1)**2 + (x2 - 1)**2 + (x3 - 1)**2 + (x1**2 + x2**2 + x3**2 + x4**2 - 0.25)**2
funcs = sp.Matrix([f])
args = sp.Matrix([x1, x2, x3, x4])
x_0 = (1, 2, 3, 4)

# 无约束优化测试函数性能对比
f_list = []
title = ["gradient_descent_barzilar_borwein", "newton_CG", "newton_quasi_L_BFGS", "trust_region_steihaug_CG"]
colorlist = ["maroon", "teal", "slateblue", "orange"]
_, _, f = oo.unconstrain.gradient_descent.barzilar_borwein(funcs, args, x_0, False, True)
f_list.append(f)
_, _, f = oo.unconstrain.newton.CG(funcs, args, x_0, False, True)
f_list.append(f)
_, _, f = oo.unconstrain.newton_quasi.L_BFGS(funcs, args, x_0, False, True)
f_list.append(f)
_, _, f = oo.unconstrain.trust_region.steihaug_CG(funcs, args, x_0, False, True)
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

2. 非线性最小二乘问题

  • from optimtool.unconstrain import nonlinear_least_square

method:用于传递线搜索方法

方法 函数参数 调用示例
基于高斯牛顿法的非线性最小二乘问题解法 gauss_newton(funcr, args, x_0, draw=True, output_f=False, method="wolfe", epsilon=1e-10, k=0) nonlinear_least_square.gauss_newton(funcr, args, x_0)
基于levenberg_marquardt的非线性最小二乘问题解法 levenberg_marquardt(funcr, args, x_0, draw=True, output_f=False, m=100, lamk=1, eta=0.2, p1=0.4, p2=0.9, gamma1=0.7, gamma2=1.3, epsilon=1e-10, k=0) nonlinear_least_square.levenberg_marquardt(funcr, args, x_0)
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

r1, r2, x1, x2 = sp.symbols("r1 r2 x1 x2")
r1 = x1**3 - 2*x2**2 - 1
r2 = 2*x1 + x2 - 2
funcr = sp.Matrix([r1, r2])
args = sp.Matrix([x1, x2])
x_0 = (2, 2)

f_list = []
title = ["gauss_newton", "levenberg_marquardt"]
colorlist = ["maroon", "teal"]
_, _, f = oo.unconstrain.nonlinear_least_square.gauss_newton(funcr, args, x_0, False, True) # 第五参数控制输出函数迭代值列表
f_list.append(f)
_, _, f = oo.unconstrain.nonlinear_least_square.levenberg_marquardt(funcr, args, x_0, False, True)
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

3. 等式约束优化测试

  • from optimtool.constrain import equal

无约束内核默认采用wolfe线搜索方法

方法 函数参数 调用示例
二次罚函数法 penalty_quadratic(funcs, args, cons, x_0, draw=True, output_f=False, method="gradient_descent", sigma=10, p=2, epsilon=1e-4, k=0) equal.penalty_quadratic(funcs, args, cons, x_0)
增广拉格朗日法 lagrange_augmented(funcs, args, cons, x_0, draw=True, output_f=False, method="gradient_descent", lamk=6, sigma=10, p=2, etak=1e-4, epsilon=1e-6, k=0) equal.lagrange_augmented(funcs, args, cons, x_0)
import numpy as np
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

f, x1, x2 = sp.symbols("f x1 x2")
f = x1 + np.sqrt(3) * x2
c1 = x1**2 + x2**2 - 1
funcs = sp.Matrix([f])
cons = sp.Matrix([c1])
args = sp.Matrix([x1, x2])
x_0 = (-1, -1)

f_list = []
title = ["penalty_quadratic", "lagrange_augmented"]
colorlist = ["maroon", "teal"]
_, _, f = oo.constrain.equal.penalty_quadratic(funcs, args, cons, x_0, False, True) # 第四个参数控制单个算法不显示迭代图,第五参数控制输出函数迭代值列表
f_list.append(f)
_, _, f = oo.constrain.equal.lagrange_augmented(funcs, args, cons, x_0, False, True)
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

4. 不等式约束优化测试

  • from optimtool.constrain import unequal

无约束内核默认采用wolfe线搜索方法

方法 函数参数 调用示例
二次罚函数法 penalty_quadratic(funcs, args, cons, x_0, draw=True, output_f=False, method="gradient_descent", sigma=1, p=0.4, epsilon=1e-10, k=0) unequal.penalty_quadratic(funcs, args, cons, x_0)
内点(分式)罚函数法 penalty_interior_fraction(funcs, args, cons, x_0, draw=True, output_f=False, method="gradient_descent", sigma=12, p=0.6, epsilon=1e-6, k=0) unequal.penalty_interior_fraction(funcs, args, cons, x_0)
拉格朗日法(本质上为不存在等式约束) lagrange_augmented(funcs, args, cons, x_0, draw=True, output_f=False, method="gradient_descent", muk=10, sigma=8, alpha=0.2, beta=0.7, p=2, eta=1e-1, epsilon=1e-4, k=0) unequal.lagrange_augmented(funcs, args, cons, x_0)
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

f, x1, x2 = sp.symbols("f x1 x2")
f = x1**2 + (x2 - 2)**2
c1 = 1 - x1
c2 = 2 - x2
funcs = sp.Matrix([f])
cons = sp.Matrix([c1, c2])
args = sp.Matrix([x1, x2])
x_0 = (2, 3)

f_list = []
title = ["penalty_quadratic", "penalty_interior_fraction"]
colorlist = ["maroon", "teal"]
_, _, f = oo.constrain.unequal.penalty_quadratic(funcs, args, cons, x_0, False, True, method="newton", sigma=10, epsilon=1e-6) # 第四个参数控制单个算法不显示迭代图,第五参数控制输出函数迭代值列表
f_list.append(f)
_, _, f = oo.constrain.unequal.penalty_interior_fraction(funcs, args, cons, x_0, False, True, method="newton")
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

单独测试拉格朗日方法

# 导入符号运算的包
import sympy as sp

# 导入约束优化
import optimtool as oo

# 构造函数
f1 = sp.symbols("f1")
x1, x2, x3, x4 = sp.symbols("x1 x2 x3 x4")
f1 = x1**2 + x2**2 + 2*x3**3 + x4**2 - 5*x1 - 5*x2 - 21*x3 + 7*x4
c1 = 8 - x1 + x2 - x3 + x4 - x1**2 - x2**2 - x3**2 - x4**2
c2 = 10 + x1 + x4 - x1**2 - 2*x2**2 - x3**2 - 2*x4**2
c3 = 5 - 2*x1 + x2 + x4 - 2*x1**2 - x2**2 - x3**2
cons_unequal1 = sp.Matrix([c1, c2, c3])
funcs1 = sp.Matrix([f1])
args1 = sp.Matrix([x1, x2, x3, x4])
x_1 = (0, 0, 0, 0)

x_0, _, f = oo.constrain.unequal.lagrange_augmented(funcs1, args1, cons_unequal1, x_1, output_f=True, method="trust_region", sigma=1, muk=1, p=1.2)
for i in range(len(x_0)):
     x_0[i] = round(x_0[i], 2)
print("\n最终收敛点:", x_0, "\n目标函数值:", f[-1])

result

最终收敛点: [ 2.5   2.5   1.87 -3.5 ] 
目标函数值: -50.94151192711454

5. 混合等式约束测试

  • from optimtool.constrain import mixequal

无约束内核默认采用wolfe线搜索方法

方法 函数参数 调用示例
二次罚函数法 penalty_quadratic(funcs, args, cons_equal, cons_unequal, x_0, draw=True, output_f=False, method="gradient_descent", sigma=1, p=0.6, epsilon=1e-10, k=0) mixequal.penalty_quadratic(funcs, args, cons_equal, cons_unequal, x_0)
L1罚函数法 penalty_L1(funcs, args, cons_equal, cons_unequal, x_0, draw=True, output_f=False, method="gradient_descent", sigma=1, p=0.6, epsilon=1e-10, k=0) mixequal.penalty_L1(funcs, args, cons_equal, cons_unequal, x_0)
增广拉格朗日函数法 lagrange_augmented(funcs, args, cons_equal, cons_unequal, x_0, draw=True, output_f=False, method="gradient_descent", lamk=6, muk=10, sigma=8, alpha=0.5, beta=0.7, p=2, eta=1e-3, epsilon=1e-4, k=0) mixequal.lagrange_augmented(funcs, args, cons_equal, cons_unequal, x_0)
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

f, x1, x2 = sp.symbols("f x1 x2")
f = (x1 - 2)**2 + (x2 - 1)**2
c1 = x1 - 2*x2
c2 = 0.25*x1**2 - x2**2 - 1
funcs = sp.Matrix([f])
cons_equal = sp.Matrix([c1])
cons_unequal = sp.Matrix([c2])
args = sp.Matrix([x1, x2])
x_0 = (0.5, 1)

f_list = []
title = ["penalty_quadratic", "penalty_L1", "lagrange_augmented"]
colorlist = ["maroon", "teal", "orange"]
_, _, f = oo.constrain.mixequal.penalty_quadratic(funcs, args, cons_equal, cons_unequal, x_0, False, True) # 第四个参数控制单个算法不显示迭代图,第五参数控制输出函数迭代值列表
f_list.append(f)
_, _, f = oo.constrain.mixequal.penalty_L1(funcs, args, cons_equal, cons_unequal, x_0, False, True)
f_list.append(f)
_, _, f = oo.constrain.mixequal.lagrange_augmented(funcs, args, cons_equal, cons_unequal, x_0, False, True)
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

6. Lasso问题测试

  • from optimtool.example import Lasso
方法 函数参数 调用示例
梯度下降法 gradient_descent(A, b, mu, args, x_0, draw=True, output_f=False, delta=10, alp=1e-3, epsilon=1e-2, k=0) Lasso.gradient_descent(A, b, mu, args, x_0,)
次梯度算法 subgradient(A, b, mu, args, x_0, draw=True, output_f=False, alphak=2e-2, epsilon=1e-3, k=0) Lasso.subgradient(A, b, mu, args, x_0,)
import numpy as np
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

import scipy.sparse as ss
f, A, b, mu = sp.symbols("f A b mu")
x = sp.symbols('x1:9')
m = 4
n = 8
u = (ss.rand(n, 1, 0.1)).toarray()
A = np.random.randn(m, n)
b = A.dot(u)
mu = 1e-2
args = sp.Matrix(x)
x_0 = tuple([1 for i in range(8)])

f_list = []
title = ["gradient_descent", "subgradient"]
colorlist = ["maroon", "teal"]
_, _, f = oo.example.Lasso.gradient_descent(A, b, mu, args, x_0, False, True, epsilon=1e-4)# 第四个参数控制单个算法不显示迭代图,第五参数控制输出函数迭代值列表
f_list.append(f)
_, _, f = oo.example.Lasso.subgradient(A, b, mu, args, x_0, False, True)
f_list.append(f)

# 绘图
handle = []
for j, z in zip(colorlist, f_list):
    ln, = plt.plot([i for i in range(len(z))], z, c=j, marker='o', linestyle='dashed')
    handle.append(ln)
plt.xlabel("$Iteration \ times \ (k)$")
plt.ylabel("$Objective \ function \ value: \ f(x_k)$")
plt.legend(handle, title)
plt.title("Performance Comparison")
plt.show()

7. WanYuan问题测试

  • from optimtool.example import WanYuan
方法 函数参数 调用示例
构造7个残差函数并采用高斯牛顿法 gauss_newton(m, n, a, b, c, x3, y3, x_0, draw=False, eps=1e-10) WanYuan.gauss_newton(1, 2, 0.2, -1.4, 2.2, 2**(1/2), 0, (0, -1, -2.5, -0.5, 2.5, -0.05), draw=True)

问题描述

给定直线方程的斜率($m$)与截距($n$),给定一元二次方程的二次项系数($a$)、一次项系数($b$)、常数($c$),给定一个过定点的圆($x_3$,$y_3$​​),要求这个过定点的圆与直线($x_1$,$y_1$)和抛物线($x_2$,$y_2$)相切的切点以及该圆的圆心($x_0$,$y_0$)。

code

# 导包
import sympy as sp
import matplotlib.pyplot as plt
import optimtool as oo

# 构造数据
m = 1
n = 2
a = 0.2
b = -1.4
c = 2.2
x3 = 2*(1/2)
y3 = 0
x_0 = (0, -1, -2.5, -0.5, 2.5, -0.05)

# 训练
oo.example.WanYuan.gauss_newton(1, 2, 0.2, -1.4, 2.2, 2**(1/2), 0, (0, -1, -2.5, -0.5, 2.5, -0.05), draw=True)
You might also like...
A Python step-by-step primer for Machine Learning and Optimization

early-ML Presentation General Machine Learning tutorials A Python step-by-step primer for Machine Learning and Optimization This github repository gat

Implementation of linesearch Optimization Algorithms in Python

Nonlinear Optimization Algorithms During my time as Scientific Assistant at the Karlsruhe Institute of Technology (Germany) I implemented various Opti

Microsoft contributing libraries, tools, recipes, sample codes and workshop contents for machine learning & deep learning.

Microsoft contributing libraries, tools, recipes, sample codes and workshop contents for machine learning & deep learning.

A single Python file with some tools for visualizing machine learning in the terminal.
A single Python file with some tools for visualizing machine learning in the terminal.

Machine Learning Visualization Tools A single Python file with some tools for visualizing machine learning in the terminal. This demo is composed of t

🔬 A curated list of awesome machine learning strategies & tools in financial market.

🔬 A curated list of awesome machine learning strategies & tools in financial market.

A Tools that help Data Scientists and ML engineers train and deploy ML models.

Domino Research This repo contains projects under active development by the Domino R&D team. We build tools that help Data Scientists and ML engineers

A collection of Scikit-Learn compatible time series transformers and tools.
A collection of Scikit-Learn compatible time series transformers and tools.

tsfeast A collection of Scikit-Learn compatible time series transformers and tools. Installation Create a virtual environment and install: From PyPi p

Tools for Optuna, MLflow and the integration of both.
Tools for Optuna, MLflow and the integration of both.

HPOflow - Sphinx DOC Tools for Optuna, MLflow and the integration of both. Detailed documentation with examples can be found here: Sphinx DOC Table of

ClearML - Auto-Magical Suite of tools to streamline your ML workflow. Experiment Manager, MLOps and Data-Management
ClearML - Auto-Magical Suite of tools to streamline your ML workflow. Experiment Manager, MLOps and Data-Management

ClearML - Auto-Magical Suite of tools to streamline your ML workflow Experiment Manager, MLOps and Data-Management ClearML Formerly known as Allegro T

Comments
  • Minimize the Amount of Guided Packages

    Minimize the Amount of Guided Packages

    Is it necessary to reconstruct the matrix operation system of numpy and the symbolic algebra operation system of sympy in order to reduce the amount of dependent packets in the process of guilding packets.

    opened by zzqwdwd 1
Releases(v1.5)
  • v1.5(Nov 10, 2022)

    This version reduces the memory pressure caused by typing compared to v1.4.

    import optimtool as oo
    x1, x2, x3, x4 = sp.symbols("x1 x2 x3 x4") # Declare symbolic variables
    f = (x1 - 1)**2 + (x2 - 1)**2 + (x3 - 1)**2 + (x1**2 + x2**2 + x3**2 + x4**2 - 0.25)**2
    oo.unconstrain.gradient_descent.barzilar_borwein(f, [x1, x2, x3, x4], (1, 2, 3, 4)) # funcs, args, x_0
    
    Source code(tar.gz)
    Source code(zip)
  • v1.4(Nov 8, 2022)

    import optimtool as oo
    x1, x2, x3, x4 = sp.symbols("x1 x2 x3 x4") # Declare symbolic variables
    f = (x1 - 1)**2 + (x2 - 1)**2 + (x3 - 1)**2 + (x1**2 + x2**2 + x3**2 + x4**2 - 0.25)**2
    oo.unconstrain.gradient_descent.barzilar_borwein(f, [x1, x2, x3, x4], (1, 2, 3, 4)) # funcs, args, x_0
    

    Use FuncArray, ArgArray, PointArray, IterPointType, OutputType in typing, and delete functions/ folder. I use many means to accelerate the method, I can't enumerate them here.

    Source code(tar.gz)
    Source code(zip)
  • v1.3(Apr 25, 2022)

    In v2.3.4, We call a method as follows:

    import optimtool as oo
    x1, x2, x3, x4 = sp.symbols("x1 x2 x3 x4")
    f = (x1 - 1)**2 + (x2 - 1)**2 + (x3 - 1)**2 + (x1**2 + x2**2 + x3**2 + x4**2 - 0.25)**2
    funcs = sp.Matrix([f])
    args = sp.Matrix([x1, x2, x3, x4])
    x_0 = (1, 2, 3, 4)
    oo.unconstrain.gradient_descent.barzilar_borwein(funcs, args, x_0)
    

    But in v2.3.5, We now call a method as follows: (It reduces the trouble of constructing data externally.)

    import optimtool as oo
    x1, x2, x3, x4 = sp.symbols("x1 x2 x3 x4") # Declare symbolic variables
    f = (x1 - 1)**2 + (x2 - 1)**2 + (x3 - 1)**2 + (x1**2 + x2**2 + x3**2 + x4**2 - 0.25)**2
    oo.unconstrain.gradient_descent.barzilar_borwein(f, [x1, x2, x3, x4], (1, 2, 3, 4)) # funcs, args, x_0
    # funcs(args) can be list, tuple, sp.Matrix
    

    Our function parameter input method is similar to matlab, and supports more methods than matlab.

    Source code(tar.gz)
    Source code(zip)
XManager: A framework for managing machine learning experiments 🧑‍🔬

XManager is a platform for packaging, running and keeping track of machine learning experiments. It currently enables one to launch experiments locally or on Google Cloud Platform (GCP). Interaction

DeepMind 620 Dec 27, 2022
A data preprocessing package for time series data. Design for machine learning and deep learning.

A data preprocessing package for time series data. Design for machine learning and deep learning.

Allen Chiang 152 Jan 07, 2023
Module for statistical learning, with a particular emphasis on time-dependent modelling

Operating system Build Status Linux/Mac Windows tick tick is a Python 3 module for statistical learning, with a particular emphasis on time-dependent

X - Data Science Initiative 410 Dec 14, 2022
A Python implementation of GRAIL, a generic framework to learn compact time series representations.

GRAIL A Python implementation of GRAIL, a generic framework to learn compact time series representations. Requirements Python 3.6+ numpy scipy tslearn

3 Nov 24, 2021
Skoot is a lightweight python library of machine learning transformer classes that interact with scikit-learn and pandas.

Skoot is a lightweight python library of machine learning transformer classes that interact with scikit-learn and pandas. Its objective is to ex

Taylor G Smith 54 Aug 20, 2022
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

alkaline-ml 1.3k Dec 22, 2022
ML Optimizers from scratch using JAX

Toy implementations of some popular ML optimizers using Python/JAX

Shreyansh Singh 38 Jul 29, 2022
scikit-fem is a lightweight Python 3.7+ library for performing finite element assembly.

scikit-fem is a lightweight Python 3.7+ library for performing finite element assembly. Its main purpose is the transformation of bilinear forms into sparse matrices and linear forms into vectors.

Tom Gustafsson 297 Dec 13, 2022
JMP is a Mixed Precision library for JAX.

Mixed precision training [0] is a technique that mixes the use of full and half precision floating point numbers during training to reduce the memory bandwidth requirements and improve the computatio

DeepMind 108 Dec 31, 2022
Learn how to responsibly deliver value with ML.

Made With ML Applied ML · MLOps · Production Join 30K+ developers in learning how to responsibly deliver value with ML. 🔥 Among the top MLOps reposit

Goku Mohandas 32k Dec 30, 2022
Python based GBDT implementation

Py-boost: a research tool for exploring GBDTs Modern gradient boosting toolkits are very complex and are written in low-level programming languages. A

Sberbank AI Lab 20 Sep 21, 2022
30 Days Of Machine Learning Using Pytorch

Objective of the repository is to learn and build machine learning models using Pytorch. 30DaysofML Using Pytorch

Mayur 119 Nov 24, 2022
High performance, easy-to-use, and scalable machine learning (ML) package, including linear model (LR), factorization machines (FM), and field-aware factorization machines (FFM) for Python and CLI interface.

What is xLearn? xLearn is a high performance, easy-to-use, and scalable machine learning package that contains linear model (LR), factorization machin

Chao Ma 3k Jan 08, 2023
Simplify stop motion animation with machine learning.

Simplify stop motion animation with machine learning.

Nick Bild 25 Sep 15, 2022
Built on python (Mathematical straight fit line coordinates error predictor machine learning foundational model)

Sum-Square_Error-Business-Analytical-Tool- Built on python (Mathematical straight fit line coordinates error predictor machine learning foundational m

om Podey 1 Dec 03, 2021
Multiple Linear Regression using the LinearRegression class from sklearn.linear_model library

Multiple-Linear-Regression-master - A python program to implement Multiple Linear Regression using the LinearRegression class from sklearn.linear model library

Kushal Shingote 1 Feb 06, 2022
Python package for machine learning for healthcare using a OMOP common data model

This library was developed in order to facilitate rapid prototyping in Python of predictive machine-learning models using longitudinal medical data from an OMOP CDM-standard database.

Sontag Lab 75 Jan 03, 2023
a distributed deep learning platform

Apache SINGA Distributed deep learning system http://singa.apache.org Quick Start Installation Examples Issues JIRA tickets Code Analysis: Mailing Lis

The Apache Software Foundation 2.7k Jan 05, 2023
Book Item Based Collaborative Filtering

Book-Item-Based-Collaborative-Filtering Collaborative filtering methods are used

Şebnem 3 Jan 06, 2022
Python package for causal inference using Bayesian structural time-series models.

Python Causal Impact Causal inference using Bayesian structural time-series models. This package aims at defining a python equivalent of the R CausalI

Thomas Cassou 219 Dec 11, 2022