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diag(JTJ) can be more efficient #580

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Joshuaalbert opened this issue Feb 13, 2024 · 0 comments
Open

diag(JTJ) can be more efficient #580

Joshuaalbert opened this issue Feb 13, 2024 · 0 comments

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@Joshuaalbert
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In LM method, the max(diag(JTJ)) is used to set the damping factor. As per option 2 in jax-ml/jax#19711 it can be made more efficient than currrently implemented. I discovered this when I hit some OOM problems with jaxopt's LM.
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@Joshuaalbert