Integrate L-BFGS-B from scipy - Githubissues

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Integrate L-BFGS-B from scipy #9

Open alexjc opened 4 years ago

alexjc commented 4 years ago

The PyTorch implementation of L-BFGS in torch.optim.LBFGS is fast, however, it does not seem to be as reliable as the one in SciPy. https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_l_bfgs_b.html

What needs doing?

Create a new Solver in solver.py that includes scipy's L-BFGS.
Compare reliability with PyTorch version on a diverse dataset of textures.

What's the challenge?

Ensure that scipy module is not required, only imported locally when necessary.
Ensure the solver works with both CUDA and CPU tensors.