tensorflow / tensorflow/probability

tfp.optimizer.lbfgs_minimize as Keras optimizer?

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enhancement keras
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Description

Hi, is there a way to use tfp.optimizer.lbfgs_minimize as Keras optimizer?
This would be quite useful in certain cases where the loss function is approximately quadratic.

A colleague of mine would very much need it since an autoencoder written in R with negative-binomial loss converges faster than its Keras counterpart.

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Research direction

Start by reviewing the tfp.optimizer.lbfgs_minimize entry point alongside the Keras optimizer interface. Determine the scope of supporting this use case and define what compatibility, documentation, or tests would demonstrate that the integration is complete.

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Assessment

Tech stack
keras
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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