pyro-ppl/pyro

Implement higher dimensional newton solvers

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#1,207 opened on Jun 26, 2018

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enhancementhelp wanted

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Description

currently there is a 2d solver, but we require a 3d solver and soon will require higher-dimensions:

  • #1210 newton_step() method that dispatches among {1d, 2d, 3d, nd}.
  • #1210 newton_step_1d() solver that computes min eig of Hessian
  • #1210 newton_step_3d() solver that computes min eig of Hessian
  • newton_step_nd() solver using Powell's dog-leg method (see See section 3.5 of Madsen's Method for nonlinear least squares problems)

Contributor guide

Research direction
Read the referenced paper (Madsen, Section 3.5) and study the existing newton step 1d, newton step 2d implementations to implement newton step nd using Powell's dog leg method.
Tech stack
pythonpytorch
Domain
backend
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Half day
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Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
PythonPyTorch
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
65