google / google/jaxopt

Using `vmap` for root finding with a vector of parameters

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Description

Hi devs,

I'm trying to `vmap` over an root finding procedure involving vector-valued parameters. I gather this is currently not possible with `jaxopt.ScipyRootFinding` because this is a wrapper around `scipy` and throws up `TracerArrayConversionError`. Do you have any suggestions for being able to batch such an optimization procedure? Is the only recourse to write a custom root-finding routine in Jax? I should note I don't necessarily need gradients of the root finder, just the batching ability.

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