As mentioned in issue 14, we need to add more search algorithms, and each one will have its own issue to track progress. This issue will track progress implementing the good-old Levenberg-Marquardt algorithm from Scipy.
This algorithm will also be useful as a pre-optimiser for MCMC methods to provide an estimate of the ML/MAP solution before proceeding to generate samples from the posterior.
As mentioned in issue 14, we need to add more search algorithms, and each one will have its own issue to track progress. This issue will track progress implementing the good-old Levenberg-Marquardt algorithm from Scipy.
This algorithm will also be useful as a pre-optimiser for MCMC methods to provide an estimate of the ML/MAP solution before proceeding to generate samples from the posterior.