Way cool!
And I love that they named it after an asteroid, especially given
Google's executives being part of the new Planetary Resources startup:
From manual: While there is some debate as to who invented of the
method of Least Squares. There is no debate that it was Carl Friedrich
Gauss’s prediction of the orbit of the newly discovered asteroid Ceres
based on just 41 days of observations that brought it to the attention
of the world. We named our solver after Ceres to celebrate this
seminal event in the history of astronomy, statistics and
optimization.
I note that they do not appear to include classification, just
continuous functions. I.e. if you're optimizing a multi-variable data
set and some of the features are clases like male/female etc, there
does not appear to be a sigmoid available for variables to be
constrained to be between 0 & 1, say. Presumably I can simply supply
my own, they allow non-linear cost functions.
This really could be a Big Deal .. open source of a proven effective optimizer.
-- Owen
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