schofield at ftw.at
Thu Apr 27 12:52:39 CDT 2006
Robert Cimrman wrote:
> Hi all,
> outside the list, I have proposed some enhancements to scipy.optimize,
> which are now below. Opinions welcome.
Yes, I think these are great suggestions. If you look at maxentropy.py,
you'll see that I've written various wrappers to deal with exactly these
issues. If we had a common interface to the parameters of the optimize
functions and a callback facility, I could simplify this code.
I think a generic callback facility would be useful either for logging
or a variety of other tasks, such as reliability tests in the case of
stochastic optimization. We'd need to think about whether to call back
each iteration or each function/gradient evaluation. I think each
iteration would be preferable, but seem to recall that it's not trivial
to do with, for example, L-BFGS-B.
We'd also need to consider how to specify stopping criteria uniformly;
currently the functions use several different definitions of tolerance,
such as the mean or the norm of the gradient vector. It would be great
to unify these.
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