Metadata-Version: 1.1
Name: cvxfit
Version: 0.1.9
Summary: A package for fitting convex functions to data. 
Home-page: http://packages.python.org/cvxfit
Author: Mainak Chowdhury, Alon Kipnis, Milind Rao
Author-email: mainakch@gmail.com
License: BSD
Description: ===========
        CvxFit
        ===========
        
        CvxFit is a package which provides classes for fitting convex functions to
        given data. Typical usage looks like this::
        
            #!/usr/bin/env python
        
            from cvxfit import CvxFit
            import scipy as sp
        
            #Generate data
            N = 1000
            n = 3
            
            def f_actual(x):
                return sp.sum(x*x)
        
            X = sp.randn(N, n)
            Y = sp.array([f_actual(pt) for pt in X]) 
        
            #Initialize object with 10 affine functions
            #with regularization 0.001, and maximum
            #number of iterations 20
            fit_object = CvxFit(X=X, Y=Y, type='pwl', extra_param=[10, 0.001, 20])
            
            #Perform fit 
            fit_object.fit()
        
            #See training error; repeat fit if high
            print 'Training error: ' + str(fit_object.mean_training_error)
        
            #Compare quality of fit at a random point
            pt = sp.randn(1, n)
            print 'Actual value: ' + str(f_actual(pt))
            print 'Approximate value: ' + str(fit_object.evaluate(pt)[0])
        
        
        
        Authors
        =========
        
        This package was written and tested by Mainak Chowdhury, Alon Kipnis and Milind
        Rao.
        
        Acknowledgements 
        ================
        
        This package came out of a course project for `EE364b
        <http://www.stanford.edu/class/ee364b/>`_ at Stanford University, Spring
        2013-14, taught by Prof. Stephen Boyd. We would like to thank all members of
        the awesome teaching staff for their useful feedback and constructive
        suggestions.
        
Keywords: convex fit
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Topic :: Utilities
Classifier: License :: OSI Approved :: BSD License
Classifier: Programming Language :: Python :: 2.7
