Use Optim.jl directly for Optim solvers #129
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Codecov ReportBase: 93.00% // Head: 78.26% // Decreases project coverage by
📣 This organization is not using Codecov’s GitHub App Integration. We recommend you install it so Codecov can continue to function properly for your repositories. Learn more Additional details and impacted files@@ Coverage Diff @@
## main #129 +/- ##
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- Coverage 93.00% 78.26% -14.74%
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Files 13 15 +2
Lines 572 635 +63
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- Hits 532 497 -35
- Misses 40 138 +98
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With LogDensityProblems, we have the ability to simultaneously compute the log density, its gradient, and even its Hessian. Optim.jl supports this kind of interface that shares work; however, Optimization.jl does not.
This PR changes the internals of Pathfinder to use Optim.jl whenever a LogDensityProblem and an Optim.jl optimizer are provided. In the best case, this halves the amount of work performed by Pathfinder. Since the optimization solution stored in
PathfinderResultcan now be one of two types, this change is marked as breaking.