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Optimizer exit criteria#405

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mohit-surana wants to merge 2 commits intoHIPS:masterfrom
mohit-surana:optimizer-exit-criteria
Open

Optimizer exit criteria#405
mohit-surana wants to merge 2 commits intoHIPS:masterfrom
mohit-surana:optimizer-exit-criteria

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@mohit-surana
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Original issue at: #390

Optimizers in the autograd package do not have well defined exit criteria and thus users are forced to set a given number of iterations upfront.

The changes in the PR improve upon this by allowing the user to return a (has) converged value from the optional callback function sent to the optimizer.

@mohit-surana
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@dougalm @duvenaud @mattjj
Kindly review. Thanks!

@asross
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asross commented Oct 16, 2018

👍 This would be pretty helpful!

@maedoc
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maedoc commented Feb 2, 2019

I was going to make a PR with exactly this functionality (well, with raise StopIteration instead of a return True), but it's already done.

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3 participants