mfschubert / mewtax

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Differentiable minimization in jax using Newton's method

v0.0.0

This project essentially repackages code from the implicit layers tutorial to provide a minimize_newton function.

Given a function fn(params, z), it finds the z_star which minimizes fn for given params. Further, the gradient of the solution with respect to params can be computed; this is done using a custom vjp rule, as shown in the tutorial.

Installation

mewtax can be installed via pip:

pip install mewtax

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License:MIT License


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