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.
- :gh:`276` Add parallel Nelder-Mead algorithm by :ghuser:`jacekb95`
- :gh:`267` Update fides by :ghuser:`roecla`
- :gh:`265` Refactor pounders algorithm by :ghuser:`segsell` and :ghuser:`janosg`.
- :gh:`261` Add pure Python pounders algorithm by :ghuser:`segsell`.
- :gh:`260` Update MSM and ML notebooks by :ghuser:`timmens`.
- :gh:`259` Several small fixes and improvements by :ghuser:`janosg` and :ghuser:`roecla`.
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
- :gh:`251` Allows the loading, running and visualization of benchmarks (:ghuser:`janosg`, :ghuser:`mpetrosian` and :ghuser:`roecla`)
- :gh:`196` Adds support for multistart optimizations (:ghuser:`asouther4` and :ghuser:`janosg`)
- :gh:`248` Adds the fides optimizer (:ghuser:`roecla`)
- :gh:`146` Adds
estimate_mlfunctionality (:ghuser:`janosg`, :ghuser:`LuisCald` and :ghuser:`s6soverd`). - :gh:`235` Improves the documentation (:ghuser:`roecla`)
- :gh:`216` Adds the ipopt optimizer (:ghuser:`roecla`)
- :gh:`215` Adds optimizers from the pygmo library (:ghuser:`roecla` and :ghuser:`janosg`)
- :gh:`212` Adds optimizers from the nlopt library (:ghuser:`mpetrosian`)
- :gh:`228` Restructures testing and makes changes to log_options.
- :gh:`149` Adds
estimate_msmfunctionality (:ghuser:`janosg` and :ghuser:`loikein`) - :gh:`219` Several enhancements by (:ghuser:`tobiasraabe`)
- :gh:`218` Improve documentation by (:ghuser:`sofyaakimova`) and (:ghuser:`effieHan`)
- :gh:`214` Fix bug with overlapping "fixed" and "linear" constraints (:ghuser:`janosg`)
- :gh:`211` Improve error handling of log reading functions by (:ghuser:`janosg`)
- :gh:`210` Automatically drop empty constraints by (:ghuser:`janosg`)
- :gh:`192` Add option to scale optimization problems by (:ghuser:`janosg`)
- :gh:`202` Refactoring of bootstrap code (:ghuser:`janosg`)
- :gh:`148` Add bootstrap functionality (:ghuser:`RobinMusolff`)
- :gh:`208` Several small improvements (:ghuser:`janosg`)
- :gh:`206` Improve latex and html tables (:ghuser:`mpetrosian`)
- :gh:`205` Add scipy's least squares optimizers (based on :gh:`197` by (:ghuser:`yradeva93`)
- :gh:`198` More unit tests for optimizers (:ghuser:`mchandra12`)
- :gh:`200` Plot intermediate outputs of
first_derivative(:ghuser:`timmens`)
- :gh:`195` Illustrate optimizers in documentation (:ghuser:`sofyaakimova`), (:ghuser:`effieHan`) and (:ghuser:`janosg`)
- :gh:`201` More stable covariance matrix calculation (:ghuser:`janosg`)
- :gh:`199` Return intermediate outputs of first_derivative (:ghuser:`timmens`)
- :gh:`189` Improve documentation and logging (:ghuser:`roecla`)
This release greatly expands the set of available optimization algorithms, has a better and prettier dashboard and improves the documentation.
- :gh:`187` Implement dot notation in algo_options (:ghuser:`roecla`)
- :gh:`183` Improve documentation (:ghuser:`SofiaBadini`)
- :gh:`182` Allow for constraints in likelihood inference (:ghuser:`janosg`)
- :gh:`181` Add DF-OLS optimizer from Numerical Algorithm Group (:ghuser:`roecla`)
- :gh:`180` Add pybobyqa optimizer from Numerical Algorithm Group (:ghuser:`roecla`)
- :gh:`179` Allow base_steps and min_steps to be scalars (:ghuser:`tobiasraabe`)
- :gh:`178` Refactoring of dashboard code (:ghuser:`roecla`)
- :gh:`177` Add stride as a new dashboard argument (:ghuser:`roecla`)
- :gh:`176` Minor fix of plot width in dashboard (:ghuser:`janosg`)
- :gh:`174` Various dashboard improvements (:ghuser:`roecla`)
- :gh:`173` Add new color palettes and use them in dashboard (:ghuser:`janosg`)
- :gh:`172` Add high level log reading functions (:ghuser:`janosg`)
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.
- :gh:`169` Add additional dashboard arguments
- :gh:`168` Rename lower and upper to lower_bound and upper_bound (:ghuser:`ChristianZimpelmann`)
- :gh:`167` Improve dashboard styling (:ghuser:`roecla`)
- :gh:`166` Re-add POUNDERS from TAO (:ghuser:`tobiasraabe`)
- :gh:`165` Re-add the scipy optimizers with harmonized options (:ghuser:`roecla`)
- :gh:`164` Closed form derivatives for parameter transformations (:ghuser:`timmens`)
- :gh:`163` Complete rewrite of optimization with breaking changes (:ghuser:`janosg`)
- :gh:`162` Improve packaging and relax version constraints (:ghuser:`tobiasraabe`)
- :gh:`160` Generate parameter tables in tex and html (:ghuser:`mpetrosian`)
- :gh:`130` Improve wrapping of POUNDERS algorithm (:ghuser:`mo2561057`)
- :gh:`159` Add Richardson Extrapolation to first_derivative (:ghuser:`timmens`)
- :gh:`158` allows to specify a gradient in maximize and minimize (:ghuser:`janosg`)
- :gh:`154` Version restrictions for pygmo (:ghuser:`janosg`)
- :gh:`153` adds documentation for the CLI (:ghuser:`tobiasraabe`)
- :gh:`152` makes estimagic work with pandas 1.0 (:ghuser:`SofiaBadini`)
- :gh:`151` estimagic becomes a noarch package. (:ghuser:`janosg`).
- :gh:`150` adds command line interface to the dashboard (:ghuser:`tobiasraabe`)