pymc-devs / pymc-devs/pytensor-ml

Implement LBFGS optimizer

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Dominant language
Python
Stars
9
Forks
7
Avg merge
6h 55m
Merged PRs (30d)
40

Description

Quasi-Newton with line search, see torch.optim.LBFGS — needs multi-evaluation stepping the current transform spine doesn't support.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the linked torch.optim.LBFGS documentation and inspecting the current transform spine. Determine how multi-evaluation stepping and line search can fit the existing design; done means an LBFGS optimizer is implemented with the required stepping behavior and validation against the reference semantics.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, pytorch
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Quiet
Clarity
Needs clarification
Newbie friendliness
35/100

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