Re: [boost] Proposal for a Differential Evolution C++ library

Subject: Re: [boost] Proposal for a Differential Evolution C++ library
From: Adrian Michel (adrian_at_[hidden])
Date: 2012-01-10 01:37:39

On 1/9/2012 9:41 AM, Brian Schrom wrote:

>
> On 01/09/2012 09:11 AM, Paul A. Bristow wrote:
>>> -----Original Message-----
>>>
>>> I, for one, think this looks a very useful library.
>>> [...]
>>> So you may need to find and drum up support from some potential (or
> better still, actual) users ?
>>>
> I will provide a review if this library gets to review, so
> far, I've not looked much at this submission.
>
Thanks.

> I think that machine learning is an area where there is enough maturity
> that implementations in Boost are desirable.
>
> A couple of things to consider.
>
> It would be desirable that the machine learning topic area be
> designed a bit more comprehensively than a single library.  For example, I
> should be able to run a GA on the same data as the DE.  I would hope
> that they have the same API.  This somewhat implies to me that DE/GA are
> instances of training algorithms, for which, many are possible.

The way I see it, the only common point between different optimization 
algorithms (if they are generic enough) is the objective function, which 
should have a very simple prototype:

double f( std::vector< double > );

so in theory if different algorithms are implemented to accept the same 
types (in C++ sense) of objective functions, then you could run them 
interchangeably between GA, DE etc without any modification to the 
function or algorithm.

>
> There are many things that go into a ML solution.  Data conditioning,
> model training, model validation, model evaluation.  Training in
> batch modes, instance based, etc.  Just to name a couple issues...
>
> Then the normal list of library desires...completely generic, optimized
> for every conceivable configuration (embedded processor, server farm,
> etc i.e. single process, multi-threaded, mpi, etc)
>
> My advice is to be prepared for the big can of worms that this topic could
> potentially bring up.
> I think the topic area will be a very hard sell, but would be very
> useful.
>

There are many real-life applications that I believe would benefit 
immediately from a maybe less than perfect implementation, so if it were 
my choice, I would rather release an initial version sooner and enhance 
it based on experience gathered from its practical use.

Adrian Michel
www.tradery.com