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google / jaxopt

Hardware accelerated, batchable and differentiable optimizers in JAX.
https://jaxopt.github.io
Apache License 2.0
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Retrieving inverse hessian when using `ScipyMinimize('BFGS')` #381

Open aymgal opened 1 year ago

aymgal commented 1 year ago

Hi, Is there any way to retrieve the hess_inv (approximated inverse Hessian) after running the BFGS optimizer? In the original scipy's implementation, the matrix is stored in the return OptimizeResult object.

mblondel commented 1 year ago

I don't think so, but a patch would be welcome.

aymgal commented 1 year ago

Ok, I proposed a patch with #382