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gradient checker should use RIDDERS method instead of central differences. #554

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sandwichmaker opened this issue Jan 31, 2020 · 0 comments
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gradient checker should use RIDDERS method instead of central differences. #554

sandwichmaker opened this issue Jan 31, 2020 · 0 comments
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enhancement
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2.0

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@sandwichmaker sandwichmaker added this to the 2.0 milestone Jan 31, 2020
keir pushed a commit that referenced this issue Apr 2, 2020
@sandwichmaker
Use Ridders' method in GradientChecker.
d797a87 
Using Ridders' method gives orders of magnitude more accuracy compared
to central differences. This will make things slower, but this is
primarily a testing/debugging feature and the speed hit is not a
concern. This should also reduce the false positive rates when users
enable check_gradients. This is reflected the increased sensitivity of
the tests for GradientChecker.

#554

Change-Id: I6b871c72df55be1c31175ba062cf3c1e94e4b662
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