Add wrapper for combined fg! functions#19
Open
dahong67 wants to merge 3 commits intoGnimuc:masterfrom
Open
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Thanks for this very nice package! We're using it over in https://github.com/dahong67/GCPDecompositions.jl
I have some settings there where it can be significantly more efficient to compute the function and gradient together since they share some expensive computations. Similar to PR #6, we also want to avoid re-allocation of the gradient so the older single-function wrapper doesn't quite work for us.
This PR adds a new wrapper method to support combined in-place fg! functions. I've added tests and an example to the README.
Closes #15