Exposed stopping criterion tolerances to user #37
Conversation
src/solver/quasinewton/lbfgs.rs
Outdated
| } | ||
| } | ||
|
|
||
| /// Sets tolerance for precision stopping criterion | ||
| pub fn with_tol_precision(mut self, tol_precision: f64) -> Self { |
There was a problem hiding this comment.
I think it would help to be more explicit that this tolerance is applied on the gradient. E.g. in scipy they have a pgtol for projected gradient tolerance,
The iteration will stop when max{|proj g_i | i = 1, ..., n} <= pgtol where pg_i is the i-th component of the projected gradient.
How about with_tol_grad? I realize this makes it a bit more difficult to have common API for tolerance across solvers. If you want one main tolerance, maybe with_tol and make it very explicit in the docsting that it's taken on the gradient? I just find the word combination "tolerance precision" confusing.
There was a problem hiding this comment.
Good point, thanks. I've opted for with_tol_grad. I've come to think that trying to have a common API across solvers may be counter-productive as tolerances often mean slightly different things for different solvers.
|
Thanks @stefan-k ! |
This PR makes the tolerances in the stopping criterion of L-BFGS accessible to the user (see #28).
@rth, is this how you imagined it? I would appreciate it if you could give this a quick review.