Implement L-BFGS
Issue #2
resolved
Implement L-BFGS for estimation of MLE.
Comments (2)
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reporter -
reporter - changed status to resolved
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.
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In the meantime L-BFGS from gonum can be used, at the cost of computing the value twice (once for the value, once for the gradient). https://godoc.org/gonum.org/v1/gonum/optimize
example to follow