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Gradients with HODLR solver? #11

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shoyer opened this issue Aug 27, 2014 · 2 comments
Closed

Gradients with HODLR solver? #11

shoyer opened this issue Aug 27, 2014 · 2 comments

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@shoyer
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shoyer commented Aug 27, 2014

It would be convenient (e.g., for maximum likelihood estimation) to be able to calculate gradients of the log likelihood with the HODLR solver, as you have already implemented with the NumPy/SciPy solver. Is this on your roadmap? My C isn't great, but I might take a crack at this...
@shoyer shoyer mentioned this issue Aug 28, 2014
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@dfm
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dfm commented Aug 28, 2014

I agree that this would be great and it's definitely on my list but I'm not sure when I'll get there. Feel free to take a shot if you have time or I'll let you know when I get to it!

@dfm
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dfm commented Aug 30, 2014

This exists now! BOOM.

@dfm dfm closed this as completed Aug 30, 2014
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@dfm @shoyer