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add tolerance args for (l)bfgs #398

Merged
merged 9 commits into from
Dec 12, 2020
Merged

add tolerance args for (l)bfgs #398

merged 9 commits into from
Dec 12, 2020

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jgabry
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@jgabry jgabry commented Dec 12, 2020

Submission Checklist

  • Run unit tests
  • Declare copyright holder and agree to license (see below)

Summary

Fixes #388. Adds the remaining (l)bfgs arguments to the optimize method.

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Columbia University

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

@jgabry jgabry requested a review from rok-cesnovar December 12, 2020 17:46
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codecov-io commented Dec 12, 2020

Codecov Report

Merging #398 (1e0cb7f) into master (5a02481) will increase coverage by 0.10%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #398      +/-   ##
==========================================
+ Coverage   88.37%   88.48%   +0.10%     
==========================================
  Files          12       12              
  Lines        2726     2752      +26     
==========================================
+ Hits         2409     2435      +26     
  Misses        317      317              
Impacted Files Coverage Δ
R/args.R 99.56% <100.00%> (+0.01%) ⬆️
R/model.R 80.90% <100.00%> (+0.27%) ⬆️

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Looks good to me. Thanks!

@jgabry
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jgabry commented Dec 12, 2020

Thanks. Actually I just realized that history_size only works with LBFGS and not BFGS. Will add a check for that and then merge.

because only available for lbfgs (not bfgs or newton)
@jgabry jgabry merged commit d0c0f77 into master Dec 12, 2020
@jgabry jgabry deleted the optimize-tol-args branch December 12, 2020 23:27
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Expose all of CmdStan's arguments for optimization (bfgs algorithm)
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