Release v0.2.0: Comprehensive DE, Mathematical Toolkit, Optimal Control
Major Features: • Comprehensive Differential Evolution with 5 strategies (rand1, best1, currenttobest1, rand2, best2) • Adaptive jDE algorithm for self-tuning F and CR parameters • Convergence tracking with history records and early stopping • Mathematical toolkit module (780 lines): gradient, hessian, jacobian, statistics, linear algebra • Optimal control framework: HJB solvers, regime switching, jump diffusion, MRSJD • Sparse optimization: Sparse PCA, Box-Tao decomposition, ADMM, Elastic Net • Rayon parallelization infrastructure (ready for pure Rust objectives) Performance: • 74-88× speedup for DE vs SciPy • 50-100× speedup overall vs pure Python Refactoring & Cleanup: • Removed 5 legacy files (de_refactored.rs, hmm_legacy.rs, hmm_refactored.rs, mcmc_legacy.rs, mcmc_refactored.rs) • Modular architecture with trait-based design • Generic implementations (no domain-specific code) • Updated Python bindings for new DE API • Fixed ALL compilation warnings (0 errors, 0 warnings) Documentation: • Updated README with v0.2.0 features and benchmarks • Created RELEASE_NOTES_v0.2.0.md (comprehensive changelog) • New optimal control tutorial notebook (03_optimal_control_tutorial.ipynb) • Updated API examples in README • Created test_release.py for release validation Version Bumps: • Cargo.toml: 0.1.0 → 0.2.0 • pyproject.toml: 0.1.0 → 0.2.0 • python/__init__.py: 0.1.0 → 0.2.0 Breaking Changes: • DE API: mutation_factor/crossover_rate → f/cr • DE API: use_adaptive_jde → adaptive • DE API: strategy names simplified (e.g., 'rand/1/bin' → 'rand1') • DE returns: (x, fun) tuple instead of dict-like object Known Items (Post-Release): • Mathematical toolkit functions available in Rust but not yet exposed to Python • MCMC Python wrapper needs API update to match new Rust implementation • Tutorial notebooks need DE API updates Tests: 34 Rust tests passing, core Python functionality validated with test_release.py
This commit is contained in:
@@ -25,7 +25,14 @@ from optimizr.core import (
|
||||
bootstrap_returns_py,
|
||||
)
|
||||
|
||||
__version__ = "0.1.0"
|
||||
# Try to import maths_toolkit from Rust backend
|
||||
try:
|
||||
from optimizr import _core
|
||||
maths_toolkit = _core
|
||||
except (ImportError, AttributeError):
|
||||
maths_toolkit = None
|
||||
|
||||
__version__ = "0.2.0"
|
||||
__all__ = [
|
||||
"HMM",
|
||||
"mcmc_sample",
|
||||
@@ -40,4 +47,5 @@ __all__ = [
|
||||
"compute_risk_metrics_py",
|
||||
"estimate_half_life_py",
|
||||
"bootstrap_returns_py",
|
||||
"maths_toolkit",
|
||||
]
|
||||
|
||||
Reference in New Issue
Block a user