tensorflow / tensorflow/probability

Add bounding box constraints to L-BFGS optimizer

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enhancement
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Description

Is there a way to define bounds for the tfp.optimizer.lbfgs_minimize similar to the scipy implementation of lbfgs?

Thanks.

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First steps

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  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 with the tfp.optimizer.lbfgs_minimize entry point and compare its bounds behavior with the scipy L-BFGS implementation referenced in the issue. Determine the intended bounds API and verify that constrained optimization works before considering the issue done.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
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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