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Use Optim.jl directly for Optim solvers#129

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sethaxen wants to merge 10 commits into
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optimjl
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Use Optim.jl directly for Optim solvers#129
sethaxen wants to merge 10 commits into
mainfrom
optimjl

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@sethaxen

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With LogDensityProblems, we have the ability to simultaneously compute the log density, its gradient, and even its Hessian. Optim.jl supports this kind of interface that shares work; however, Optimization.jl does not.

This PR changes the internals of Pathfinder to use Optim.jl whenever a LogDensityProblem and an Optim.jl optimizer are provided. In the best case, this halves the amount of work performed by Pathfinder. Since the optimization solution stored in PathfinderResult can now be one of two types, this change is marked as breaking.

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codecov-commenter commented Feb 13, 2023

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Codecov Report

❌ Patch coverage is 83.33333% with 19 lines in your changes missing coverage. Please review.
✅ Project coverage is 78.26%. Comparing base (1e596a4) to head (d7f4bc3).
⚠️ Report is 107 commits behind head on main.

Files with missing lines Patch % Lines
src/optimize.jl 79.16% 10 Missing ⚠️
src/multipath.jl 40.00% 3 Missing ⚠️
src/trace.jl 40.00% 3 Missing ⚠️
src/callbacks.jl 95.00% 2 Missing ⚠️
src/singlepath.jl 93.75% 1 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (1e596a4) and HEAD (d7f4bc3). Click for more details.

HEAD has 72 uploads less than BASE
Flag BASE (1e596a4) HEAD (d7f4bc3)
77 5
Additional details and impacted files
@@             Coverage Diff             @@
##             main     #129       +/-   ##
===========================================
- Coverage   93.00%   78.26%   -14.74%     
===========================================
  Files          13       15        +2     
  Lines         572      635       +63     
===========================================
- Hits          532      497       -35     
- Misses         40      138       +98     

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2 participants