What is Optim's mechanism for calculating the gradient?
Li-shiyue opened this issue · comments
When using the LBFGS algorithm within Fminbox, what is Optim's mechanism for calculating the gradient if there is no gradient vector for a given objective function? Can you give a detailed description?
It depends on whether you choose an ad algorithm or not. If you do not, it's finite differencing. See some more information here https://julianlsolvers.github.io/Optim.jl/dev/user/gradientsandhessians/ . Does that answer your question?