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Are derivatives avaiable for the objective function...?

Open cjekel opened this issue 5 years ago • 1 comments

cjekel avatar Jun 29 '20 19:06 cjekel

Proof of concept using torch autograd methods shows that it should be possible to compute the derivative of the sum-of-squares of the residuals with respect to the breakpoints. https://github.com/cjekel/piecewise_linear_fit_py/blob/torch/examples/get_torch_derivatives.py

cjekel avatar Aug 30 '20 21:08 cjekel