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Mismatch of history vs optimizer reported optimal values

See original GitHub issue

When executing the rosenbrock.ipynb notebook on develop branch, I get massive complaints:

Function values from history and optimizer do not match: 1.3168387678656086, 2.0179911928533514
Parameters obtained from history and optimizer do not match: [0.99553374 0.98995083 0.97544456 0.94768476 0.89550744 0.8019584
 0.64185456 0.40180156 0.14794723 0.00844711], [0.9940831  0.98497745 0.96635783 0.93780681 0.87380595 0.74153588
 0.53395112 0.25523609 0.03957006 0.00100739]
Function values from history and optimizer do not match: 1.6349167203078765, 2.336760892779954

I guess something must still be wrong about history values vs. values returned by optimizers. Happens for various optimizers.

Issue Analytics

State:
Created 3 years ago
Comments:21 (21 by maintainers)

Top GitHub Comments

1reaction

dweindlcommented, Dec 7, 2021

Agreed that it’s good to have both available. My guess would be that users mostly care about good parameters and less so about whether they were (what some optimizer considers) the final parameters, or whether they occurred elsewhere. So history_beats_optimizer_result=True would be a reasonable default for me. Can live with either, though. Regarding warning: If we have a history_beats_optimizer_result option, I would not issue a warning anymore. If at all, then only debug-level logging.

1reaction

paulstaporcommented, May 13, 2020

Same here…

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