tensorflow / tensorflow/probability
[Feature request] Make tfp.optimizer.lbfgs_minimize support a list of tensors as starting points.
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Description
I feel it is pretty confusing, that the tfp.optimizer.lbfgs_minimize optimizer and the bfgs pendant can only deal with a single real tensor as starting point, while most complex models give you a list of tensors when queried for trainable_variables. I feel it should be consistent with the rest of Tensorflow, since not every model has similar shaped variables, that can be put into a single tensor.
This gets even more confusing, when you take into account, that tfp.math.value_and_gradient() handles lists just fine, be it with a starred parameter function call.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the tfp.optimizer.lbfgs_minimize entry point and compare it with the BFGS counterpart. Review how tfp.math.value_and_gradient handles lists, then define completion as both optimizers accepting lists of differently shaped starting-point tensors consistently.
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Assessment
- Tech stack
- machine-learning
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100