The use of the hessian matrix significantly improves convergence.
I've implemented the hess_maxent_gauss function to calculate the hessian.
I've changed added an optional argument to the Rewieght method. The default is now to use trust-constr for problems with bounds and trust-exact for unbound problems. By setting opt_method='L-BFGS-B' the method that was the default previously can still be used.
I've corrected some lines to work when rows and cols were specified.
sbottaro
commented
5 years ago
The use of the hessian matrix significantly improves convergence.
hess_maxent_gaussfunction to calculate the hessian.Rewieghtmethod. The default is now to usetrust-constrfor problems with bounds andtrust-exactfor unbound problems. By settingopt_method='L-BFGS-B'the method that was the default previously can still be used.rowsandcolswere specified.