Implement L-BFGS

Create issue
Issue #2 resolved
David Tolpin repo owner created an issue

Implement L-BFGS for estimation of MLE.

Comments (2)

  1. David Tolpin reporter

    infer.FuncGrad returns the model wrapped as a function and it's gradient suitable for fields of gonum optimize.Problem. With that, all excellent optimization algorithms in gonum, including L-BFGS but also others are available.

  2. Log in to comment