Implement Optax-based LBFGS #749
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Updated lbfgs to truncate history to reduce inverse hessian computation.
- Introduced a new test class to verify the functionality and convergence of the function. - Implemented a test method that checks the consistency of the history and convergence of the optimizer.
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Feel free to replace the jaxopt lbfgs directly. |
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This (draft) PR adds the Optax-based LBFGS optimiser. Relates to Blackjax-devs/blackjax #704.
There are a lot of repeated codes between
_minimize_lbfgsandoptax_lbfgs. I am also seeking feedback or tips on how to reduce the code repetitions.Minor changes:
Testing: