Fix LBFGS iteration conditions and status handling #461
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- Added entry_condition_met method that combines the logic for determining if LBFGS iterations should be stored. - Added LBFGS statuses: LOW_UPDATE_MASK_RATIO to inform user when majority of LBFGS iters aren't being used. - Added LBFGS statuses: INIT_FAILED_LOW_UPDATE_MASK to inform user when LBFGS failed to initialised due to failing to meet the update conditions. - Added status messages for LOW_UPDATE_MASK_RATIO and INIT_FAILED_LOW_UPDATE_MASK. - Renamed LBFGSStatus.DIVERGED to LBFGSStatus.NON_FINITE. - Implemented a test for unstable LBFGS update mask scenarios, adding robustness against rejected iterations.
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Demo of the fix, including cases when the number of LBFGS iterations is between 10 and 40 or more, but the stored iterations are 1 or 0. Example after the fix: Whereas previously, all scenarios would've raised an Exception before running PF to completion. |
fonnesbeck
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Apr 18, 2025
- Added entry_condition_met method that combines the logic for determining if LBFGS iterations should be stored. - Added LBFGS statuses: LOW_UPDATE_MASK_RATIO to inform user when majority of LBFGS iters aren't being used. - Added LBFGS statuses: INIT_FAILED_LOW_UPDATE_MASK to inform user when LBFGS failed to initialised due to failing to meet the update conditions. - Added status messages for LOW_UPDATE_MASK_RATIO and INIT_FAILED_LOW_UPDATE_MASK. - Renamed LBFGSStatus.DIVERGED to LBFGSStatus.NON_FINITE. - Implemented a test for unstable LBFGS update mask scenarios, adding robustness against rejected iterations.
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hey all,
This PR fixes #445.
During LBFGS iteration, filtering conditions are applied to exclude non-finite values and sharp gradient updates. This PR ensures that when the majority of iterations are excluded, and not enough iterations are stored to run a single PF, that the overall algorithm continues to the next single PF.
Summary: