On Tue, Oct 04, 2011 at 01:18:11AM +0100, Carnë Draug wrote:
> On 4 October 2011 00:48, Fotios <fotios.kaso...@gmail.com> wrote:
> > Here is the deriv function with an added demo and minor correction.
> >
> > /Fotios
>
> This was supposed to be sent to the octave-forge. After talking to
> Fotios #octave, this function was renamed jacobs (there's already a
> deriv function) and added to the optim package.
>
> Carnë
I think such a function is really useful for the optim package, even
if it is intended to be used elsewhere. But in the current form, the
usefulness seems to be limited by the restriction that the passed
function 'f' is expected to compute exactly as many elements as there
are parameters. In most standard optimizations we either deal with
gradients of a scalar valued 'objective function' or with Jacobians of
a model function which usually returns more elements than there are
parameters. So I suggest that this restriction should be removed.
If the above should be agreed, there are some minor issues, some of
them 'cosmetic':
1. Since I currently try to standardize the interface to some of the
optimization function, could we change the order of argumets to
'jacobs (x, f, ...)'
?
2. I think the "jacobs: ..." in the error messages is not necessary,
since the m-file in which the error originates is reported by Octave.
3.
if (abs (h) >= 1e-2)
warning ("jacobs: H is too big and the result should not be trusted");
endif
How do you come to this value (1e-2) ? If there is a reason, there
should be probably a comment there explaining it.
4. For the same reason as in 1., and for interfacing with some
optimization functions, can we
- make the third argument a structure with a field 'h',
- accept a further field 'fixed': a logical vector indicating for
which elements of 'x' no gradients are to be computed, but zero is
returned instead?
If there should be agreement about the main issue (dimension of 'f'),
I could suggest a patch for all the above, if you want me to.
Olaf
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