Hello, I am using L-BFGS to solve a maximum likelihood problem. I provide analytical gradients to the solver which is nice. However, many steps I use in the function calculation can be repeated in the gradient calculation. In fact, it’s possible to calculate these within one function call which ret…

I think this is what you need data = DataFrame(x = repeat([1,2], 500), y = sample([0,1], 1000)) function fg!(F, G, beta) Prob = SharedArray{T}(1000, 1) z = @distributed (+) for i in 1:1000 if data[!, :y][i] .== 1 Prob[i] = exp(beta[1] .* data[!, :x][i])/(1 + exp(beta[1] .* data[…

Possible to used cached values in Optim.optimize?

General Usage

bashonubuntu November 30, 2019, 11:23am 18

Perfect, thanks.

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Possible to used cached values in Optim.optimize?

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