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Add more test functions to argmin_testfunctions #450

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stefan-k opened this issue Feb 13, 2024 · 0 comments
Open

Add more test functions to argmin_testfunctions #450

stefan-k opened this issue Feb 13, 2024 · 0 comments
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argmin-testfunctions Anything related to the argmin_testfunctions crate enhancement New feature or request good first issue Good for newcomers

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@stefan-k
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stefan-k commented Feb 13, 2024

There are myriads of test functions which could be supported in argmin_testfunctions. Some sources are:

A few thoughts:

  • The implementation should follow the existing implementations.
  • Document the actual formula
  • For each test function there should also be functions which calculate the derivative and Hessian
  • Test functions (and derivative and Hessian) with a variable number of parameters should come in two forms, one where the number of variables is unknown at compile-time (possibly requires allocation on the heap) and a const generics version, which does not allocate.
  • Tests
    • Test the optimum
    • Test that derivative at the optimum is 0
    • Test that the derivative (roughly) matches the derivative obtained with finitediff
    • Test that the Hessian (roughly) matches the Hessian obtained with finitediff
  • Add benchmarks to benches/testfunctions.rs
  • Add function to python interface in ./python/argmin-testfunctions-py and add an example to the readme.

This should be a fairly easy thing to do and is therefore a great starting point for someone who wants to start contributing to argmin.

@stefan-k stefan-k added enhancement New feature or request good first issue Good for newcomers argmin-testfunctions Anything related to the argmin_testfunctions crate labels Feb 13, 2024
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Labels
argmin-testfunctions Anything related to the argmin_testfunctions crate enhancement New feature or request good first issue Good for newcomers
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