optax
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Minor suggestions for make_perturbed_fun
I have some minor suggestions for make_perturbed_fun:
- Rename
sigmatoscale, which is more generic and self-explanatory. Note that Berthet et al. sometimes uses $\varepsilon$ for this, instead of $\sigma$. - Change the default value for
num_samplesfrom 1000 (a large arbitrary value) to 1. This is a less arbitrary value, and more common in stochastic optimization (where the objective function is itself stochastic).
If one or both of these are desirable, I can create a PR. Otherwise, this issue can be closed.
I like both suggestions. @q-berthet ok with you?
Hi @carlosgmartin @vroulet @q-berthet, I'd love to contribute and can implement both suggested changes if you're okay with it. Let me know if I should go ahead and open a PR! 🚀
I can work on this.