1.5-beta.1

Additions

Package dynaml.algebra

• Added support for dual numbers.

  //Zero Dual
  val zero = DualNumber.zero[Double]  
  
  val dnum = DualNumber(1.5, -1.0) 
  val dnum1 = DualNumber(-1.5, 1.0) 
  
  //Algebraic operations: multiplication and addition/subtraction
  dnum1*dnum2
  dnum1 - dnum
  dnum*zero 

Package dynaml.probability

• Added support for mixture distributions and mixture random variables. MixtureRV, ContinuousDistrMixture for random variables and MixtureDistribution for constructing mixtures of breeze distributions.

Package dynaml.optimization

• Added ModelTuner[T, T1] trait as a super trait to GlobalOptimizer[T]
• GridSearch and CoupledSimulatedAnnealing now extend AbstractGridSearch and AbstractCSA respectively.
• Added ProbGPMixtureMachine: constructs a mixture model after a CSA or grid search routine by calculating the mixture probabilities of members of the final hyper-parameter ensemble.

Package dynaml.models

• Added StochasticProcessMixtureModelas top level class for stochastic mixture models.
• Added GaussianProcessMixture: implementation of gaussian process mixture models.

Fixes

Package dynaml.optimization

• Corrected energy calculation in CoupledSimulatedAnnealing; added log likelihood due to hyper-prior.