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SPSA tries to impose constraints even when max/min_vals is None #2

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vincentarelbundock opened this issue May 29, 2012 · 2 comments
Open

SPSA tries to impose constraints even when max/min_vals is None #2

vincentarelbundock opened this issue May 29, 2012 · 2 comments

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@vincentarelbundock
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The class does not work when max_vals or min_vals are underfined. See for example the np.maxmium and np.minimum calls on lines 93 and 95 of SPSA.py
@jgomezdans
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Sorry, I had to move on to something else, and had left SPSA dangling for a while, with some debugging-related commits still in place. Will get back on it when I get some time.
Thanks for your interest!

@vincentarelbundock
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No worries. Thanks a lot for sharing your work. It's a nice, clean, flexibile and useful implementation!

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@jgomezdans @vincentarelbundock