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@stephanegaiffas stephanegaiffas released this 26 Oct 15:56
· 257 commits to master since this release
v0.3
7872bdc

New release of tick : Tick 0.3

Tick is now usable on windows systems: it can be compiled from the source code, so installation on windows is now "almost" easily (although pip is not working on windows yet).
This new version introduces also a large number of new features and fixes, listed below.

New features

  • Score metric to Hawkes EM, with exp kernels and ADM4
  • A bunch of new models for linear supervised learning (several Hinge loss, Huber, for classification and regression, etc.)
  • Computation of the exact Hawkes log-likelihood
  • Asynchronous SVRG - gives SVRG a multi-threaded option
  • The SAGA solver
  • Sum of exponential kernels for log-likelihood Hawkes model
  • Strong improvement of SVRG for sparse data: fully sparse updates
  • Hawkes Model with least squares can be serialized
  • Refactoring of FeaturesBinarizer blocks properties
  • SDCA now supports Poisson regression with identity link
  • Robust inference : tick.inference.RobustLinearRegression, and some metrics and robust standard deviation estimates
  • Hessian for hawkes exponential kernels likelihood
  • ProxL2 and ProxGroupL1, new C++ class ProxWithGroups class
  • Allow simulation of point processes with thresholded negative intensties

Compilation improvements

  • Support for mkn build tool - general compilation/swig execution/google tests faster and better (in particular with ccache)
  • better builds on windows : mkn support for Anaconda python and MSVC
  • Anaconda on windows - C++ compilation check for cBLAS - fixes for mkn/gtests

Fixes

  • Ensure all python tests are run and corrected some unittests
  • Fixes unit tests on windows
  • Removing -Werror because our dependency cereal raises a Warning
  • Set default values for base array 2d n_cols and n_rows
  • Moved safe_array tests in Models instead of Learners
  • Modified the tick.plot.stems function to handle better matplotlib and bokeh rendering and remove warnings due to the new version of bokeh
  • Extra tests for GLM models : with intercept VS hard-coded intercept

Documentation

  • Intel® partnership
  • Documentation page to use tick in R
  • Fork me ribbon on the doc's main front page
  • Improvement of the solvers docstrings, with preciese descriptions of the iterations and more mathematical details
  • Update and reorganization of the models documentation
  • Merge DOC and doc folders and rename doc_cpp folder
  • Split README.md into other smaller files
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