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The project Deep-Correlation uses deep reinforcement learning to discover a an algorithm that maximises the sum of determinant of a covariance matrix’s diagonal blocks.

Building the package

Tutorial at: https://dynet.readthedocs.io/en/latest/install.html

  1. mkdir third_party

  2. cd third_party

  3. Download the latest version of Eigen: curl -O https://gitlab.com/libeigen/eigen/-/archive/3.3.9/eigen-3.3.9.tar.gz

  4. Decompress the latest version: tar -xvf eigen-3.3.9.tar

  5. git clone https://github.com/clab/dynet.git

  6. cd dynet

  7. mkdir build

  8. cd build

  9. cmake .. -DEIGEN3_INCLUDE_DIR=path/to/eigen -DENABLE_CPP_EXAMPLES=ON

  10. make -j 2

  11. ./examples/train_xor /* check dynet built correctly */

  12. create CMakeLists.txt to link dynet and my project 11.a include_directories(${CMAKE_CURRENT_SOURCE_DIR}/third_party/dynet) /* Add the path to the library header files / 11.b link_directories(${CMAKE_CURRENT_SOURCE_DIR}/third_party/dynet/build/dynet) / Add the path to the library binary */ 11.c target_link_libraries(corrtraining PUBLIC dynet)

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