Features
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Two-stage covariance optimization pipeline
- Stage 1: Tensor basis optimization with L×D parameters
- Stage 2: Outer loop refinement with L scalar parameters per round
- Levenberg-Marquardt optimization with adaptive damping
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Divergence-free basis functions
- Gaussian RBF-based tensor basis construction
- Volume-preserving transformations guaranteeing entropy conservation
- Configurable σ parameter (optimal: σ=4.0 for typical 2D uniform distributions)
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High-level APIs
DataFrameTransformerfor pandas DataFrame transformationstransform_csv()one-liner for CSV file processingVectorSamplerfor generating uniform/Gaussian test distributions
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Hydra configuration support
- Typed dataclass configs with IDE autocompletion
- Parameter sweep configurations for σ optimization
- Configurable stage iterations and tolerances
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Visualization tools
- Distribution plots at each optimization round
- Optimization history tracking (determinant, entropy, gap)
- Sigma sweep summary plots
Documentation
- Comprehensive algorithm flowcharts in README
- Full optimization example with outer loop refinement
- JOSS paper submission
Dependencies
- numpy, scipy, pandas, matplotlib
- hydra-core, omegaconf (for configuration)
- tqdm (for progress bars)