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LAPACKException on noisy optimization problem #1
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Thanks for reporting. Stagnation was not properly detected. |
ps. In your example |
Huh, interesting. I was under the impression that |
pps. with |
Thanks for the great package! I've noticed a small bug when running a toy optimization problem:
When
maxfevals
is set sufficiently small, there is no issue, and the returned solution is close to the origin relative to the noise level, which is fabulous:However, without setting
maxfevals
, I often get the followingLAPACKException
, which seems to be some sort of failed eigenvalue solve:Thanks again for the great work! I've been looking for a robust stochastic optimization package, and have so far avoided writing one myself ;)
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