Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Allow vmap of lbfgsb optimization #14

Merged
merged 8 commits into from
Jan 26, 2024
Merged

Allow vmap of lbfgsb optimization #14

merged 8 commits into from
Jan 26, 2024

Conversation

mfschubert
Copy link
Member

This PR enable multiple optimization problems to be solved in parallel using the lbfgsb optimizer.

Solving problems in parallel can help make efficient use of hardware. This is achieved using jax.pure_callback in the init and update methods of the lbfgsb optimizer. We also add a test which carries out batch optimization.

@mfschubert mfschubert merged commit bb1fcbd into main Jan 26, 2024
4 checks passed
@mfschubert mfschubert deleted the pure branch January 26, 2024 22:53
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant