Open acaruana2009 opened 3 years ago
Those options can already be specified as kwargs to the fit
call, e.g.
fitter.fit(x_data, data[:, 1], method='least_squares', minimizer_kwargs={'diff_step': 1e-5})
minimizer_kwargs
will take bumps parameters and pass them to the minimizer.
This is deliberately not available in the GUI, only on the Library level (scripts, notebooks) in order to not make the GUI version too complex.
However, if you think those parameters need exposing to the user, we can discuss a plan.
Having access to the fitter options is important as they optimum values for these can vary a lot between models and data sets.
Pulling all of the options from bumps for example is a great place to start. I am happy to help with this.