Mir Algorithm v1.1.3

[jmh530]

On Tuesday, 3 July 2018 at 12:47:58 UTC, 9il wrote:
> [snip]
>
> New Mir features are open source reflection of work on large 
> proprietary codebase. We have awesome Levenberg–Marquardt 
> algorithm implementation (ndim non-linear least squares solver) 
> in mir.optim, but it is closed source. Maybe if people from the 
> community ask Laeeth to allow to open source it he would like 
> to do so. No idea why it is closed source for now.
>
> -- Ilya

There are a lot of cases where non-linear least squares can be 
useful: options pricing, yield curve fitting, etc. I've been 
doing so much of my statistics with MC-Stan that I forget about 
how useful stuff like that can be. Bayesian techniques are always 
so much slower.