Optimizer

class viabel.Optimizer[source]

An abstract class for optimization

Methods

optimize(n_iters, objective, init_param, ...)

Parameters:

abstract optimize(n_iters, objective, init_param, **kwargs)[source]
Parameters:
n_itersint

Number of iterations of the optimization

objectivefunction

Function for constructing the objective and gradient function

init_paramnumpy.ndarray, shape(var_param_dim,)

Initial values of the variational parameters

**kwargs

Keyword arguments to pass (example: smoothed_prop)

Returns:
resultsdict

Must contain at least opt_param, the estimate for the optimal variational parameter.