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tensorflow / probability

Probabilistic reasoning and statistical analysis in TensorFlow
https://www.tensorflow.org/probability/
Apache License 2.0
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Allow for optional initial inverse Hessian scaling in bfgs.minimize #1755

Closed gmjw closed 1 year ago

gmjw commented 1 year ago

This aims to address issue #1754.

As stated in that issue, previous code did not allow for clean iterative use of the BFGS algorithm. I would hope that this setup does.

I've tried to show in the added test that the option is having its intended effect.

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gmjw commented 1 year ago

Hi there - just to say this is my first PR for this repo, I'm not a regular TF contibutor, please be gentle!