Changes¶
This is a record of all past estimagic releases and what went into them in reverse chronological order. We follow semantic versioning and all releases are available on Anaconda.org.
0.2.0¶
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
#251 Allows the loading, running and visualization of benchmarks (@janosg, @mpetrosian and @roecla)
#196 Adds support for multistart optimizations (@asouther4 and @janosg)
#146 Adds
estimate_ml
functionality (@janosg, @LuisCald and @s6soverd).#215 Adds optimizers from the pygmo library (@roecla and @janosg)
#212 Adds optimizers from the nlopt library (@mpetrosian)
#228 Restructures testing and makes changes to log_options.
#219 Several enhancements by (@tobiasraabe)
#218 Improve documentation by (@sofyaakimova) and (@effieHan)
#214 Fix bug with overlapping “fixed” and “linear” constraints (@janosg)
#211 Improve error handling of log reading functions by (@janosg)
#148 Add bootstrap functionality (@RobinMusolff)
#206 Improve latex and html tables (@mpetrosian)
#205 Add scipy’s least squares optimizers (based on #197 by (@yradeva93)
#198 More unit tests for optimizers (@mchandra12)
#200 Plot intermediate outputs of
first_derivative
(@timmens)
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.
#183 Improve documentation (@SofiaBadini)
#182 Allow for constraints in likelihood inference (@janosg)
#181 Add DF-OLS optimizer from Numerical Algorithm Group (@roecla)
#180 Add pybobyqa optimizer from Numerical Algorithm Group (@roecla)
#179 Allow base_steps and min_steps to be scalars (@tobiasraabe)
#173 Add new color palettes and use them in dashboard (@janosg)
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
#168 Rename lower and upper to lower_bound and upper_bound (@ChristianZimpelmann)
#166 Re-add POUNDERS from TAO (@tobiasraabe)
#165 Re-add the scipy optimizers with harmonized options (@roecla)
#164 Closed form derivatives for parameter transformations (@timmens)
#163 Complete rewrite of optimization with breaking changes (@janosg)
#162 Improve packaging and relax version constraints (@tobiasraabe)
#160 Generate parameter tables in tex and html (@mpetrosian)
0.0.31 - 2020-06-20¶
#130 Improve wrapping of POUNDERS algorithm (@mo2561057)
#159 Add Richardson Extrapolation to first_derivative (@timmens)
0.0.30 - 2020-04-22¶
0.0.29 - 2020-04-16¶
#153 adds documentation for the CLI (@tobiasraabe)
#152 makes estimagic work with pandas 1.0 (@SofiaBadini)
0.0.28 - 2020-03-17¶
#150 adds command line interface to the dashboard (@tobiasraabe)