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.

Sign up for GitHub

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

Jump to bottom

Retrieving inverse hessian when using ScipyMinimize('BFGS') #381

Open
aymgal opened this issue Jan 19, 2023 · 2 comments
Open

Retrieving inverse hessian when using ScipyMinimize('BFGS') #381

aymgal opened this issue Jan 19, 2023 · 2 comments
Labels
enhancement New feature or request

Comments

@aymgal
Copy link
Contributor

aymgal commented Jan 19, 2023

Hi,
Is there any way to retrieve the hess_inv (approximated inverse Hessian) after running the BFGS optimizer? In the original scipy's implementation, the matrix is stored in the return OptimizeResult object.
@mblondel
Copy link
Collaborator

I don't think so, but a patch would be welcome.

@mblondel mblondel added the enhancement New feature or request label Jan 19, 2023
@aymgal aymgal mentioned this issue Jan 19, 2023
Merged
@aymgal
Copy link
Contributor Author

aymgal commented Jan 19, 2023

Ok, I proposed a patch with #382

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@mblondel @aymgal