warn if gradient is nonzero, switch to SLSQP

better / convoys

Implementation of statistical models to analyze time lagged conversions

https://better.engineering/convoys/

MIT License

258 stars 42 forks source link

warn if gradient is nonzero, switch to SLSQP #77

Closed erikbern closed 5 years ago

erikbern commented 5 years ago

found some cases where L-BFGS-B didn't converge well

erikbern commented 5 years ago

doesn't fix the issue but helps with debugging a bit

coveralls commented 5 years ago

Coverage increased (+0.4%) to 95.28% when pulling 3d4da21eada40e68741b82cfe09d25f265e1cf89 on slsqp into 13e71379c3bde3eec127e4dd6c7af8e7bde6cafb on master.

coveralls commented 5 years ago

Coverage increased (+0.1%) to 95.015% when pulling 32d44d1aadbe50af8319051c347f951612eecdeb on slsqp into 13e71379c3bde3eec127e4dd6c7af8e7bde6cafb on master.

erikbern commented 5 years ago

This really only resolves #76 with Weibull so wasn't quite the bug I set out to fix but probably doesn't hurt 🤷‍♂️

erikbern commented 5 years ago

seems to slow builds down to 30 min from 10 min but probably worth it

erikbern commented 5 years ago

ok build seems fast now again 🎉