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nrontsis avatar nrontsis commented on August 28, 2024

Gradients are computed and used in L-BFGS-B. This is the whole point of using TensorFlow. Perhaps this is not immediately obvious when examining the code, because the gradient computation is handled via GPflow.

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fuku10 avatar fuku10 commented on August 28, 2024

Hello,
Does it mean using numerical calculated gradient, not analytically calculated gradient?

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nrontsis avatar nrontsis commented on August 28, 2024

It’s neither, it’s via automatic differentiation.

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fuku10 avatar fuku10 commented on August 28, 2024

I thought the minimize() automatically calculate the gradient using the finite-difference method.
(In case of scipy.optimize.minimize;
"If None or False, the gradient will be estimated using 2-point finite difference estimation with an absolute step size.")
https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html

Anyway, I'll study TensorFlow and GPflow.
Thanks!

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