Skip to content

Latest commit

 

History

History
334 lines (226 loc) · 10.4 KB

CHANGELOG.md

File metadata and controls

334 lines (226 loc) · 10.4 KB
Raw

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[Unreleased]

0.13.1 - 2024-11-08

Added

  • use unzip to support 1.69.0 as MSRV

Fixed

  • clippy lints

Other

  • add codspeed link to readme
  • change indents

0.13.0 - 2024-11-05

Added

  • add optional parameter names field to Status
  • add serde serialization and deserialization to Status

Other

  • switch to codspeed for benchmarks

0.12.2 - 2024-10-24

Fixed

  • change default tolerances to be a bit more realistic

0.12.1 - 2024-10-21

Fixed

  • store Algorithm in a Box in Minimizer and add new_from_box constructor
  • add trait bound to constructor

Other

  • add test for constructors

0.12.0 - 2024-10-21

Added

  • use dyn-clone to pass Algorithms to Minimizers by reference

Other

  • add criterion benchmark comparison for PRs
  • update documentation to reflect the output of pretty-printing a Status

0.11.3 - 2024-10-19

Added

  • add a feature to make Ctrl-C gracefully stop the algorithm and return the fit result with a message

0.11.2 - 2024-10-17

Added

  • allow Observers to modify fit Status and terminate minimization

0.11.1 - 2024-10-17

Other

0.11.0 - 2024-09-12

Added

  • add Display to Minimizer
  • add initial value and bounds to Status and improve Display output
  • add (sketchy) function to check if a parameter is at its bounds

Fixed

  • add UpperExp trait bound to Minimizer Display
  • make sure Status is reset on a new run of the same minimizer

Other

  • move all Status structs out of Algorithms and into Minimizer and Algorithm method signatures

0.10.0 - 2024-09-10

Added

  • move Hessian inversion to Status and add hess field

Fixed

  • use cargo-llvm-cov (messed up git history on previous attempt)
  • use correct internal/external bounded/regular calls in all algorithms
  • change finite difference delta

Other

  • Merge pull request #31 from denehoffman/hotfixes
  • change implementation of Hessian to use gradients
  • fix link

0.9.1 - 2024-09-09

Fixed

  • ensure all algorithms reset completely when their initialize method is called
  • use set_cov to also calculate errors, change method to take an Option
  • update BFGS and L-BFGS methods to be closer to the implementation for L-BFGS-B and fix errors in L-BFGS causing incorrect convergence

Other

  • update readme and main doc
  • add basic convergence tests to all algorithms
  • add leading signs to Status Display method
  • improve pretty printing for Status

0.9.0 - 2024-09-09

Added

  • add errors to all algorithms
  • add Hessian evaluation to Function trait
  • kickstart BFGS with H-inverse scaling
  • switch to using nalgebra data structures by default

Fixed

  • simplify L-BFGS algorithm and ensure the first few steps are computed correctly
  • left and right matrices were switched by accident
  • make terminator epsilon fields public for BFGS methods, set default f tolerance to epsilon rather than its cube root

0.8.5 - 2024-09-09

Added

  • reboot L-BFGS-B on invalid line searches

Fixed

  • follow strong Wolfe condition a bit more carefully
  • make bounds inclusive
  • ensure sufficient decrease is met before marking line search as valid
  • make g_eval increment gradient evaluations rather than function evaluations
  • use trait to implement ordering on float-like generics

Other

  • remove unused import
  • remove comment

0.8.4 - 2024-09-03

Fixed

  • use absolute value for absolute tolerance

Other

  • reverse some dot products with the wrong dimensions

0.8.3 - 2024-09-03

Fixed

  • switch sign on function termination condition

0.8.2 - 2024-09-03

Added

  • add function value terminators for BFGS algorithms
  • add function value terminators for BFGS algorithms

0.8.1 - 2024-09-03

Added

  • add gradient tolerance to L-BFGS-B

Other

  • Merge branch 'main' into development
  • export BFGS methods in mod

0.8.0 - 2024-09-03

Added

  • add L-BFGS-B algorithm
  • update line search to take a max_step optional argument and return a bool flag of validity rather than an Option
  • add LineSearch trait and implementations of BFGS and L-BFGS algorithms
  • update NelderMead to count gradient evals and use bounded interface
  • add bounded evaluation shortcuts to Function trait and count gradient evaluations in Status

Fixed

  • simplify logic by removing internal m
  • change to inequality to ensure a proper status message if the max iterations are passed

Other

  • fix brackets in readme and update main lib docs
  • update readme
  • remove unused collections module

0.7.1 - 2024-08-23

Other

  • fix doctests
  • make minimize return Result<(), E> and store Status in the Minimizer struct

0.7.0 - 2024-08-23

Added

  • add useful assert warning for trying to construct a NelderMead Simplex with fewer than 2 points
  • add check to make sure starting position is within bounds
  • add display method, methods for getting lower and upper bounds, and contains method for Bounds
  • add Debugs to NelderMead
  • add preliminary implementation of BFGS algorithm
  • add method to return the gradient and inverse of Hessian matrix

Fixed

  • remove tracking main.rs, which I use for quick demos
  • adaptive Nelder-Mead now requires inputting the dimension
  • remove out-of-bounds issue
  • step direction should be opposite the gradient
  • p is -grad_f so this was right all along
  • allow expect in Hessian inverse function
  • update BFGS algorithm to recent changes with ganesh
  • change learning_rate to an Option in gradient descent

Other

  • adds documentation to all parts of crate, additionally makes some Algorithm methods return Results now
  • fix typo in example
  • update dependencies
  • update licensing
  • switch license to MIT
  • add Bounds section to TOC
  • correct statements about Function trait in readme
  • typo in readme
  • update README.md
  • major rewrite of library, adds experimental bounds to Nelder Mead
  • qualify path to abs function
  • Merge remote-tracking branch 'origin/bfgs' into development
  • change slice to DVector in documentation
  • update docs and fix links/footnotes

0.6.0 - 2024-08-17

Added

  • reduces the Field trait to use num traits rather than nalgebra's RealField

Fixed

  • ensure all methods use the Field trait rather than just Float for better compatibility
  • re-export nalgebra::DVector

Other

  • fix some of the documentation to reflect recent changes to the crate

0.5.0 - 2024-08-15

Added

  • change most slice types to nalgebra::DVectors to make algorithms more ergonomic, add LineSearch algorithms

0.4.0 - 2024-07-30

Other

  • undo changes to previous version, lifetimes make things more difficult to work with for end-users. Removed NelderMeadMessage.

0.3.1 - 2024-07-30

Added

  • change functions to references to avoid cloning any underlying function data

0.3.0 - 2024-07-19

Added

  • switch &Option to Option<&args> and remove messages in favor of extending Minimizer trait
  • add Send/Sync to Function

Fixed

  • change callback to no longer be optional, this just required typing None::<fn(&)> everywhere which is way uglier than ||{}
  • make callback optional to avoid toilet bowl closure

Other

  • Merge branch 'development' of github.com:denehoffman/ganesh into development
  • update crate docs to reflect new changes
  • add wordmark
  • add logo to readme
  • remove num::Float trait dependence
  • add logo
  • Merge branch 'main' into development

0.2.0 - 2024-07-14

Fixed

  • re-implement args that were lost in merge
  • move main traits to core module and modify gradient and hessian methods to work better at larger values

Other

0.1.0 - 2024-07-13

Added

  • switch to typed-builder for Result-less builder patterns
  • first commit, basic traits, some test functions, and some basic optimization algorithms

Fixed

  • ignore doctests that aren't meant to be tests

Other

  • add metadata to Cargo.toml
  • create release.yml
  • fix \geq symbol
  • update documentation to match README and newer features
  • Create LICENSE
  • add workflows
  • many interconnected changes that I don't care to write individual commits for
  • remove BFGS algorithm (for now)
  • add KaTeX header
  • create README.md