Hi, I’m trying to figure out whether Julia is a good language for a project I’m undertaking. One thing I’ll need to do is optimize a complex statistical function (Hidden Markov / CRF related) involving potentially 12K parameters. I’m thinking that L-BFGS would be a good optimization method.
I’m wondering whether Julia’s implementation of this is set up to do optimization with multiple cores and perhaps distributed over multiple computers? I imagine that it shouldn’t be hard to run several separate optimizations simultaneously (tasks?)? Any idea if optimization speeds in Julia approach that of C? (Then again, I hear setting up multi-processing in C is quite involved. Am trying to decide between Java/Scala, C, and Julia; am somewhat familiar with Java).