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NIST non-linear least squares problems #63

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@zoq zoq commented Dec 29, 2018

The National Institute of Standards and Technology non-linear least squares problems. The long term goal is to have an optimizer that is able to solve at least 90% of the problems.

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zoq commented Dec 29, 2018

For more information see: http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml, which is currently unreachable.

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It's definitely nice to add more test problems. 👍 At this point our test problem suite is so large, I wonder, do you think that we should add some documentation somewhere for it? (Maybe at the top or bottom of optimizers.md?)

I didn't check that the problems themselves are implemented correctly since I can't get to the NIST website right now. :)

arma::mat initial;
};

class Chwirut1
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Can you document each class? Maybe just a link to the function itself, I am not sure. I was going to look to see if that's possible... but our government is shut down here right now and this means that the part of the NIST website we need is down...


using Chwirut2 = Chwirut1;

class Lanczos3
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This file is really long with all the classes. Do you think maybe we should create a problems/nist/ directory and store each class as its own file there? I think that might be a bit easier to navigate. Or, at least, I think the NIST<> class should be separated into its own file.

lbfgs.MaxIterations() = 20;

NISTProblems<L_BFGS> nistProblems(lbfgs);
arma::vec results = nistProblems.Evaluate();
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Do you think we should disable the Info output here when we merge it?

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mlpack-bot bot commented Jul 19, 2019

This issue has been automatically marked as stale because it has not had any recent activity. It will be closed in 7 days if no further activity occurs. Thank you for your contributions! 👍

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