perf: don't materialize any Hessian estimate #1353
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± Registry diff📊 PerformanceKeyNote that each bar component rounds up to the nearest 100ms, so each full bar is an overestimate by up to 400ms. Data |
Codecov Report
@@ Coverage Diff @@
## main #1353 +/- ##
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Coverage 62.14% 62.14%
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Files 67 67
Lines 8557 8557
Branches 2050 2050
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Hits 5318 5318
Misses 3101 3101
Partials 138 138 |
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Description
We use L-BFGS instead of BFGS, so we shouldn't be materializing any$n \times n$ matrices in the optimizer. Previously we were doing so in one place, due to a naive interpretation of a diagonal matrix in the algorithm. This PR gets rid of the diagonal matrix by inlining its one usage. I also added a comment clarifying the source for some of the other reference comments.
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