Add a lot of new functionality with a few minor breaking changes. We have more
optimizers, better error handling, bootstrap and inference for method of simulated
moments. The breaking changes are:
- logging is disabled by default during optimization.
- the log_option “if_exists” was renamed to “if_table_exists”
- The comparison plot function is removed.
- first_derivative now returns a dictionary, independent of arguments.
- structure of the logging database has changed
- there is an additional boolean flag named
scaling in minimize and maximize
#228 Restructures testing and makes changes to log_options.
0.1.3 - 2021-06-25#
0.1.2 - 2021-02-07#
0.1.1 - 2021-01-13#
This release greatly expands the set of available optimization algorithms, has a better and prettier dashboard and improves the documentation.
0.1.0dev1 - 2020-09-08#
This release entails a complete rewrite of the optimization code with many breaking changes. In particular, some optimizers that were available before are not anymore. Those will be re-introduced soon. The breaking changes include:
The database is restructured. The new version simplifies the code, makes logging faster and avoids the sql column limit.
Users can provide closed form derivative and/or criterion_and_derivative where the latter one can exploit synergies in the calculation of criterion and derivative. This is also compatible with constraints.
Our own (parallelized) first_derivative function is used to calculate gradients during the optimization when no closed form gradients are provided.
Optimizer options like convergence criteria and optimization results are harmonized across optimizers.
Users can choose from several batch evaluators whenever we parallelize (e.g. for parallel optimizations or parallel function evaluations for numerical derivatives) or pass in their own batch evaluator function as long as it has a compatible interface. The batch evaluator interface also standardizes error handling.
There is a well defined internal optimizer interface. Users can select the pre-implemented optimizers by algorithm=”name_of_optimizer” or their own optimizer by algorithm=custom_minimize_function
Optimizers from pygmo and nlopt are no longer supported (will be re-introduced)
Greatly improved error handling.
#169 Add additional dashboard arguments