Allowing xtol and ftol stopping criteria in OptimisationController

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Probabilistic Inference on Noisy Time Series

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Open MichaelClerx opened 7 months ago

MichaelClerx commented 7 months ago

Closes #1502

[x] ftol is already possible, using set_max_unchanged_iterations(1, ftol)
[x] xtol can now similarly be implemented with set_max_unmoved_iterations(1, xtol)
[x] Moved part of stopping criteria code out of run(), as per #919

MichaelClerx commented 7 months ago

@martinjrobins @chonlei @mirams can you have a look and see if this makes sense, before I add tests?