google / google/jaxopt

trust-region optimization

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#161 3 comments 0 reactions 0 assignees View on GitHub
enhancement
Dominant language
Python
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Description

Hi all,

Thanks for the awesome library. It would be fantastic to eventually see some options for trust-region optimization. For smaller dimensional problems in my field (e.g., variance components, or their generalization), it provides a much more robust approach for inference compared with 2nd order counterparts.

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