ApproximatingObjective¶

class ApproximatingObjective[source]¶

Bases: ABC

A base class for an optimization problem definition. An implementing class must provide at least an implementation of the objective method. In such case only gradient free optimizers can be used. Both method, objective and gradient, preferable to have in an implementation.

Methods Defined Here

`gradient`	Computes a gradient with respect to parameters given a vector of parameter values.
`objective`	Computes a value of the objective function given a vector of parameter values.

Attributes

num_thetas¶: Returns: the number of parameters in this optimization problem.

target_matrix¶: Returns: a matrix being approximated