gmane.comp.jakarta.commons.user

Re: [math] Gaussian fitter problem

B.Kumar — 2012-05-17T00:40:18

Thanks Ted!
That was exactly the problem. I am using JFreeChart's spline renderer, 
and it was going below the x-axis. Will figure out a way to fix this.
Thanks again.

On 5/13/2012 10:42 AM, Ted Dunning wrote:

RE: [JEXL] Snapshots published

Clay Bruce — 2012-05-14T16:50:06

Thank you for your work!! It is much appreciated!!
I will be reviewing the 3.0 and will post any bugs if I find them. 
Thanks again.
c
-----Original Message-----
From: henrib [mailto:henrib< at >apache.org] 
Sent: Monday, May 14, 2012 9:43 AM
To: user< at >commons.apache.org
Subject: [JEXL] Snapshots published

Dear Jexl users and Apache friends;

Jexl 2.1.2 and 3.0 snapshots have been published.
The former which is just a minor/bug-fixing release can be used through:

<dependency>
  <groupId>org.apache.commons</groupId>
  <artifactId>commons-jexl</artifactId>
  <version>2.1.2-SNAPSHOT</version>
</dependency>

The latter which is a major API rewrite (thus the jexl3 packaging)
through:

<dependency>
  <groupId>org.apache.commons</groupId>
  <artifactId>commons-jexl3</artifactId>
  <version>3.0-SNAPSHOT</version>
</dependency>

Anyone with spare cycles to check those snapshots is more than welcome
to report any issue before I start/attempt the release cycle.
Cheers;
Henrib

--
View this message in context:
http://apac

[math] fitting hill equation & parameter estimation

Vincent Wolowski — 2012-05-14T16:43:48

Hi all,

I am having some troubles fitting data to a hill equation
in order to estimate the dissociation constant.
I would be thankful for your advise.

The details:

The hill equation is the following:
x^h / (x^h + Kd^h) * s

An example of the data is the following:
x, y
1.0, 2.5118
5.0, 6.8069
25.0, 16.4898
125.0, 24.8289
625.0, 18.2857

In R I used the nls package and I have done the following which works fine:

ints_values <- c(2.5118,  6.8069,   16.4898,    24.8289,   18.2857)
datapoints <- data.frame(x = c(1,5,25,125,625), intensity = ints_values)
model <- nls(intensity ~ (x^h / (x^h + Kd^h) * s),
             data = datapoints,
             start = list(Kd=90, h=1.8, s=0.8),
             upper = c(1000,2,1),
             lower = c(1,1,0.4),
             algorithm = "port",
             trace = TRUE)
res <- coef(model)[1]
print(res) // shows Kd

I tried the following with the Apache commons math lib (see below) but
the fitting does not work.
Is it the right approach to use the LevenbergMarquardtOptimiz

[JEXL] Snapshots published

henrib — 2012-05-14T16:43:26

Dear Jexl users and Apache friends;

Jexl 2.1.2 and 3.0 snapshots have been published.
The former which is just a minor/bug-fixing release can be used through:

<dependency>
  <groupId>org.apache.commons</groupId>
  <artifactId>commons-jexl</artifactId>
  <version>2.1.2-SNAPSHOT</version>
</dependency>

The latter which is a major API rewrite (thus the jexl3 packaging) through:

<dependency>
  <groupId>org.apache.commons</groupId>
  <artifactId>commons-jexl3</artifactId>
  <version>3.0-SNAPSHOT</version>
</dependency>

Anyone with spare cycles to check those snapshots is more than welcome to
report any issue before I start/attempt the release cycle.
Cheers;
Henrib



--
View this message in context: http://apache-commons.680414.n4.nabble.com/JEXL-Snapshots-published-tp4632584.html
Sent from the Commons - User mailing list archive at Nabble.com.

Re: [math] Usage of DifferentiableMultivariateRealFunction

Andreas Niekler — 2012-05-14T14:36:05

Thank you all very much.

I have updated my DifferentiableMultivariateRealFunction and this is 
what it looks like now (appended). I use this and stick it into a 
MultiStartDifferentiableMultivariateRealOptimizer. Unfortunately this 
procedure end with the creation of some negative parameters (impossible 
by method) which i cannot oversee right now (wrong gradients, wrong 
procedure?). Here is the procedure i'm using. Hope this clarifies my 
task and maybe to get some more hints to optimize my usage of commons Math:

parameter[2] = 1.0;
parameter[1] = 1.0;
parameter[0] = 1.0;

NonLinearConjugateGradientOptimizer underlying = new 
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula.FLETCHER_REEVES);

JDKRandomGenerator g = new JDKRandomGenerator();
g.setSeed(753289573253l);

RandomVectorGenerator generator =
new UncorrelatedRandomVectorGenerator(3, new GaussianRandomGenerator(g));
 MultiStartDifferentiableMultivariateRealOptimizer optimizer = new 
MultiStartDifferentiableMultiv

Re: [math] Usage of DifferentiableMultivariateRealFunction

Luc Maisonobe — 2012-05-14T13:42:47

Le 14/05/2012 14:11, Andreas Niekler a écrit :

Hi Andreas,


Yes, the double[] argument is updated at each call and correspond to the
current estimate as the algorithm iterates towards the solution.

You cannot even rely on the calls being always scheduled in the same
way. As an example, the Gauss-Newton optimizer performs the two calls
with function first and gradient afterwards at each iteration, but the
Levenberg-Marquardt optimizer has two embedded loops and computes
Jacobians on the external loop and the function value on the internal
loop. So you should probably not compute everything beforehand in the
hope it will be used later on.

Luc

Re: [math] Usage of DifferentiableMultivariateRealFunction

Andreas Niekler — 2012-05-14T12:11:49

Hello,

after reading a lot through the tutorial this is the code that i came up 
with regarding the implementation of a gaussian process regression 
optimisation (File appended):

initCovarianceAndGradients(): initialisation of matrices and 
calculations which are needed by both marginal likelihood calculation 
and gradient calculation:

Within this function i calculate some things globally which are strongly 
reused by the value() and gradient() functions. What i do not really 
understand is the passing of the double[] argument to the value() 
function and the value() function of the gradient() method. Are those 
methods called by the optimizer with the updated parameters? If this is 
the case i have to recalculate the global calculations with each call to 
the value() and gradient() methods.

Thanks for clarification

Am 14.05.2012 12:53, schrieb Gilles Sadowski:

Commons Validator: Cross field (business logic) validation?

Gabriel Rossetti — 2012-05-14T11:25:50

Hi all,

I have searched Google for this but I can't find a definitive answer, can the validation framework do cross-field validation? I would like to use this for business logic validation as well as field validation.

Since I don't have a web page (the client is a heavy client) I thought that maybe I could define several form validation rules, each one being for a specific  business logic rule, but I haven't seen anyone doing this. Not finding anything prompted me to wonder if I had not understood how the validation framework works.

Thanks,
Gabriel



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Re: [math] Usage of DifferentiableMultivariateRealFunction

Gilles Sadowski — 2012-05-14T10:53:24

Hello.


I've also just added another bit of code show-casing the usage of the
"non-linear least-squares" optimizers (svn revision 1338144).


Best regards,
Gilles

Re: [math] Usage of DifferentiableMultivariateRealFunction

Gilles Sadowski — 2012-05-14T09:50:47

               ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Which version of Commons Math do you use?
The latest one is 3.0; it is more likely that we can help you if we talk
about the same code.


Please give code examples; then, name the arguments which you have trouble
understanding. Otherwise, we spend a lot of time trying to guess what your
question is.


Regards,
Gilles

Re: [math] Usage of DifferentiableMultivariateRealFunction

Sébastien Brisard — 2012-05-14T09:42:25

Hi,

Do please have a look to the examples, as your question (and my
answer) is too vague if not supported by proper code. I guess the
answer to your question is 'yes', the double[] array is indeed the set
of parameters, but again, do check the examples, I would not like to
be misguiding you. Besides the user guide which should provide you
with the answer, have a look to this implementation [1], line 153. In
this implementation, x[i] and y[i] are the data points, yhat[i] are
the model predictions, and a[] are the parameters. You should be able
to find your way with this example.
Good luck,
Sébastien

[1] http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/general/StatisticalReferenceDataset.java?view=markup

Re: [math] Usage of DifferentiableMultivariateRealFunction

Andreas Niekler — 2012-05-14T09:14:59

Hello,

thanks for the reply. But i wonder what is the input for value and 
gradient. in DifferentiableMultivariateRealFunction this needs to be a 
double array but what needs to be provided there? The parameters for the 
function to optimize?

Thank you very much again

Andreas

Am 14.05.2012 10:34, schrieb Sébastien Brisard:

Re: [math] Usage of DifferentiableMultivariateRealFunction

Sébastien Brisard — 2012-05-14T08:34:13

Hi Andreas,

The user guide [1] shows a detailed example of the use of the
Levenberg-Marquardt optimized. Also, you can have a look to the new
AbstractLeastSquaresOptimizerAbstractTest [2] (available only through
svn). The doTestStRD is another illustration.

Hope this helps,
Sébastien

[1] http://commons.apache.org/math/userguide/optimization.html
[2] http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizerAbstractTest.java?view=markup,
line 470

[math] Usage of DifferentiableMultivariateRealFunction

Andreas Niekler — 2012-05-14T08:02:29

Hello,

i'm currently developing a gaussian process implementation for my PhD 
thesis. Within this package i need to calculate and maximize the 
marginal likelihood of the model given some data. This marginal 
likelihood is dependent on the parameters of a covariance function which 
is used. For a certain covariance function one can calculate the 
derivitives and the gradients for the marginal likelihood to optimize 
this function.

My Question: Can someone show me an example for the usage of 
DifferentiableMultivariateRealFunction and a matching optimizer. I 
understand the concept but the implementational details are hard to 
find. Here is what i understood:

value: the value of the function.

gradient(): an array containing all partial derivitivs gradients for the 
parameters.

partialDerivitive: Value containing only one gradient of the function


if i provide this basic implementation i should pass this to the 
optimizer. Or do i have to provide an extra target function to the 
optimizer as inicated by

Re: [math] Gaussian fitter problem

Ted Dunning — 2012-05-13T17:42:03

Your question lacks enough details to be certain about what you are doing but if  you are fitting a Gaussian distribution defined by exp(-(x-m)^2/(2 s^2))/z then the result can't be negative no matter what. 

It is possible that your calculation of the gaussian is buggy.  Or it is possible that your plotting is broken. That can easily happen if you are using splines to smooth your plot. 

Sent from my iPhone

On May 13, 2012, at 12:06 AM, "B.Kumar" <kumar< at >panasys.com> wrote:

Re: [Collections] retainAll and removeAll with different equal-methods

James Carman — 2012-05-13T11:45:09

You might want to try CollectionUtils.filter() using a Predicate.

On Sun, May 13, 2012 at 7:02 AM, Ludwig Magnusson <ludwig< at >mediatool.com> wrote:

[Collections] retainAll and removeAll with different equal-methods

Ludwig Magnusson — 2012-05-13T11:02:12

Hello!
I have two lists and I want to use the methods ListUtils.retainAll and ListUtils.removeAll on them. However, I want to do this several times with comparison methods that are different from the defaul equals-method. I.e I would like to compare the elements in the two lists from several different prespectives. 

Consider a class Person that has the attributes firstName and lastName. I could define the equals method to say that two persons equals if they have the same first name. I could also say that they equals if they have the same full name. But what if I want to alternate?

So basically what I want to do is this:
List<Person> firstList; 
List<Person> secondList;
List<Person> firstNamesThatOccurInBothLists = ListUtils.retainAll(firstList, secondList, [Third equals-comparator argument]);
List<Person> fullNamesThatOccurInBothLists = ListUtils.retainAll(firstList, secondList, [Third equals-comparator argument]);

Can something of this effect be done with commons collections in any way?
/Ludwig

Re: [math] Gaussian fitter problem

Gilles Sadowski — 2012-05-13T08:23:20

Hello.


There is no attachement.
[Maybe that the list forbids it (?).]


Regards,
Gilles

[math] Gaussian fitter problem

B.Kumar — 2012-05-13T07:06:58

Hi!
I am using the gaussian fitter. Occasionally, I see that the gaussian 
curve that it generates goes negative - undershoots the x-axis. How do I 
avoid this?
Please see the attached plot (using JFreeChart).
Thanks in advance for your help.
B.Kumar

Fwd: Re: edit gnome-list< at >gnome.org

Thufir — 2012-05-12T23:41:34

Just as an FYI to the list..

-------- Original Message --------
Subject: Re: edit gnome-list< at >gnome.org
Date: Sat, 12 May 2012 22:43:32 +0200
From: asjo< at >koldfront.dk (Adam Sjøgren)
Reply-To: admin< at >gmane.org
To: hawat.thufir< at >gmail.com
Newsgroups: gmane.discuss.subscribe
References: <jkpo15$ojb$1< at >dough.gmane.org>
[...]

On Mon, 26 Mar 2012 14:53:08 +0000 (UTC), hawat.thufir< at >gmail.com wrote:

Ok; marked as unidirectional.

Are you subscribed to the lists? Some mailing lists only accept posts
from subscribers (many mailing list managers allow you to be subscribed
without getting emails (i.e. "vacation mode")).

   Best regards,

     Adam

Commons Net File name of the Connect Enterprise Parser

Erick Lichtas — 2012-05-11T16:39:59

I've recently ran into a scenario where a connect enterprise server contains file name with spaces.  Because of this, the EnterpriseUnixFTPEntryParser does not accurately parse the listing returned by the server.  Below is the raw listing of the server:

-AR-------TCP A ceunix      398082    2843 May 09 02:26 PGP EWN PREDAY MEFSEWN.120509022645
-AR-------TCP A ceunix      451560    3022 May 10 02:24 PGP EWN PREDAY MEFSEWN.120510022415
-ART------TCP A ceunix      427643    3485 May 11 02:22 PGP EWN PREDAY MEFSEWN.120511022237

In this case, the file name returned by the parsing is simply PGP, but the file name is indeed everything after the timestamp, so "PGP EWN PREDAY MEFSEWN.120509022645" for example.

I am using commons net 2.2.1, but have reviewed the parser for the latest 3.1 and it is the same.  Group 23 and 24 of the regex contain the entire filename when combined, but group 24 is never used.   I'm curious if there is a reason why group 24 is being ignored and if there would be any problems changing g