NamedArrays vs NamedTuples vs Dict in objective function to optimization

General Usage
1

I am optimizing a function that takes a vector of size ~300 as input. That objective function calls several other functions that each use a subset of the input vector. An example of that setup is below:

function mainprog(θ)
    α = θ[1:20]
    β = θ[21:35]
    ...
    fun1(α)
    fun2(β)
    ...
    return X
end

I do not want to have the α and β hardcoded like in the example above because of elegance, maintenance, and sanity reasons. I much rather prefer to have them as NamedArrays, NamedTuples, or Dict. What’s a good way of defining those subvectors α and β?

I’m worried about performance, and the only constraint that I have is that I’d like to be able to use Optim to optimize over θ without too much trouble. Does anyone have any suggestions on how to go about that?

2

I think there a package for exactly this.
But the name is escaping me.

Its not NamedArrays or LabelledArrays or RecursiveArrayTools (though the lasst two are closer)

3

Could it be AxisArrays?

4

no what we are talking about is having a slice of an array labelled,
not an axis (AxisArrays/NamedDims).

5

You might be looking for https://github.com/jonniedie/ComponentArrays.jl, announced here.

4 Likes
6

Yes, this might be it.

7

That’s the one, i was thinking of.
(I’ve not use it, but sounds like the tool for the job)

2 Likes