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Integrate L-BFGS-B from scipy

Open alexjc opened this issue 5 years ago • 0 comments

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.

alexjc avatar Jun 20 '20 09:06 alexjc