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@stephanegaiffas stephanegaiffas released this 02 Feb 11:06
· 227 commits to master since this release
v0.4
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New release of tick : Tick 0.4

This new release of tick is mostly a profound reorganization of the library: the previous modules

  • tick.optim
  • tick.inference

have been removed, and dispatched in several new modules:

  • tick.hawkes: inference and simulation of Hawkes processes, with both parametric and non-parametric estimation techniques and flexible tools for simulation.
  • tick.linear_model: inference and simulation of linear models, including among others linear, logistic and Poisson regression, with a large set of penalization techniques and solvers.
  • tick.robust: tools for robust inference. It features tools for outliers detection and models such as Huber regression, among others robust losses.
  • tick.survival: inference and simulation for survival analysis, including Cox regression with several penalizations.
  • tick.prox: proximal operators for penalization of models weights. Such an operator can be used with (almost) any model and any solver.
  • tick.solver: a module that provides a bunch of state-of-the-art optimization algorithms, including both batch and stochastic solvers

This strong reorganization of the python modules leads to significant improvements in readability and use of the library. The internals of the library have been reorganized as well: all the C++ code is not in the /lib folder, and follows the standard organization of a C++ library: cpp files, cpp tests, headers, and swig files are in separate folders lib/cpp, lib/cpp-test, lib/include and lib/swig. Also, tick can be compiled now using the mkn tool, which makes compilation orders of magnitude faster if used with ccache (see the documentation about this). The documentation has been reorganized accordingly, and improved in many ways.
This new version introduces also a some new features and fixes, listed below.

New features

Compilation improvements

  • Support for mkn build tool - general compilation/swig execution/google tests faster and better (in particular with ccache)
  • better builds on windows : mkn support for Anaconda python and MSVC
  • Anaconda on windows - C++ compilation check for cBLAS - fixes for mkn/gtests

Fixes

  • Fix macos builds on travis
  • Fix to display code that was actually used to generate documentation

Documentation

  • Because of the overall re-organization of the library the documentation has been completely reorganized and improved in many places.
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