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:
Melvin Avarez
2025-12-10 18:54:32 +01:00
parent 12565cad44
commit 79f51e4775
44 changed files with 6520 additions and 2993 deletions
+9 -1
View File
@@ -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",
]