Comments (3)
btracey
commented on July 2, 2024
I think the first. I think I had it there was because it's useful information to have at the result, and it needs to exist somewhere to check the norm of the gradient for convergence. However, we return the full gradient in Result anyway (in Location), and it's cheap and easy for the user to compute (now that we guarantee the infinity norm). It doesn't need to be in Stats for any reason. For reasons discussed elsewhere, we only want to be checking the gradient norm on the optimum anyway.
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vladimir-ch
commented on July 2, 2024
OK, let's remove it from Stats. We have to update the docs (oops, the comment for Stats.GradientAbsTol is completely out of date).
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vladimir-ch
commented on July 2, 2024
Question answered, PR submitted, closing.
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Related Issues (20)
- Change from Function et al. interfaces + magic to input functions struct HOT 5
- Clearly define meaning of the various iteration types HOT 5
- Make optimize silent by default
- Method does not need ProblemInfo HOT 1
- LinesearchMethod.Iterate() is subtly wrong HOT 6
- Better name for ErrNonNegativeStepDirection
- Linesearchers should check function value before asking for gradient HOT 8
- Linesearchers should test function decrease to within a tolerance HOT 2
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- optimize: curve-fitting - implement Levenberg-Marquardt algorithm (damped least-squares) HOT 7
- optimize: Add CMA-ES optimization algorithm HOT 3
- optimize: Repo description should not end with a "." HOT 4
- optimize: NewPrinter should accept an io.Writer HOT 1
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