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02009e0cf0
* BFGS algorithm Addressing https://github.com/google/jax/issues/1400 * * addresses @shoyer comments of PR * * skip dtype checks * * backslash in docstring * * increase closeness tol * * increase closeness atol to 1.6e-6 * * addresses jakevdp comments * * same line search as scipy * same results format * same (and more) testing as in scipy for line search and bfgs * 2 spacing * documenting * analytic hessian non default but still available * NamedTuple classes * * small fix in setup_method * * small doc string addition * * increase atol to 2e-5 for comparison * * removed experimental analytic_hessian * using jnp.where for all binary replace operations * removed _nojit as this is what disable_jit does * * fix indentation mangling * remove remaining _nojit * * fixing more indentation mangling * * segregate third_party test * * use parametrise * * use parametrise * * minor nitpicking * * fix some errors * * use _CompileAndCheck * * replace f_0 and g_0 for (ugly) scipy variable names * * remove unused function * * fix spacing * * add args argument to minimize * adhere fmin_bfgs to scipy api * * remove unused function * * ignore F401 * * look into unittest * * fix unittest error * * delete unused function * more adherence to scipy's api * add scipy's old_old_fval arg though unused * increase line_search default maxiter to 20 (10 not enough in some cases) * * remove unused imports * * add ord=norm to the initial convergence check * * remove helper function * * merge jax/master * * Resolve a remnant conflict from merging master to solve ReadTheDocs issue. * * Add an informative termination message and status number. * Revert changes to unrelated files * cleanup bfgs_minimize * cleanup minimize.py * Move minimize_bfgs.py to _bfgs.py * Move more modules around * improve docs * high precision einsum * Formatting in line search * fixup * Type checking * fix mypy failures * minor fixup Co-authored-by: Stephan Hoyer <shoyer@google.com>