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Add better optimizer (e.g. l-bfgs) #75

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meissnereric opened this issue Oct 19, 2018 · 0 comments
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Add better optimizer (e.g. l-bfgs) #75

meissnereric opened this issue Oct 19, 2018 · 0 comments
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enhancement New feature or request

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@meissnereric
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Optimizing GP models with Adam is less than ideal, would be great if we could bring in a better optimizer. It's not clear how exactly that should happen (or if it should even be in the MXFusion library vs. MXNet itself).

The simplest solution is probably just to wrap the scipy optimizer.

@meissnereric meissnereric added the enhancement New feature or request label Oct 19, 2018
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