My coworker and I are developing a nonlinear regression model (Mixed frequency sampling if you want to search for more detail) in C++.
He used the Libtorch to optimize model parameters but he can't proceed the work because of family reasons. Right now we have finished the data preparation, parameter optimization but we still need need to use the optimized model parameter to calculate regression coefficient, standard errors, t-stats, pvalue, aic/bic, MSE and check the model forecast on a test dataset.
I have written the calculation formulas in Python+Pytorch.
I need someone to first read the existing C++ code structure and then add more functions to calculate the regression statistics. Also output all the results.
I can provide the existing C++/Libtorch code and my Python/pytorch code per requested.
Dear Sir.
As an experienced Data Scientst, it is very interesting to me.
I have high python skills of 7+ experience and have deep knowledge of statistics.
I have done many ML/DL projects such as yours using Pytorch.
From my past experience, I think I could be the right person who can help you.
I would be very appreciated if I have a chance to help you to meet your goal.
Thank you.
Hi
As far as I understand you need to construct production level software into C++. To find a common ground and speed up the development, please answer the questions below:
1) Do you have all calculation functions written in python? is this project finshed in python?
2) Do you have formulated a format of output?
Please discuss details over chat. Maximum response time is 12 hours, although mostly I respond in minutes.
Thanks for your attention
Archil