Subject: LBFGS for use in large maximum likelihood problem
From: dlakelan
Date: Tue, 19 Aug 2008 11:54:27 -0700
Robert Dodier wrote:
> On 8/8/08, dlakelan <dlakelan at street-artists.org> wrote:
...
>
> Dan, I think the problem in this case is that diff doesn't treat
> lsum the same as sum --- specifically that diff distributes over
> sum but not lsum.
....
> Anyway hope this sheds some light on the problem.
Hi Robert,
It seems to me that it takes longer to do each step of the LBFGS when I
use the "sum" noun than when I construct the huge expression, although
the sum noun is of course much faster to construct. I didn't profile it
though since I was working with my main problem not the simpler example
one that I posted.
Does LBFGS internally do something that might be more expensive when a
sum noun is used, or is this more a property of the maxima system
interpreting the sum noun? (perhaps doing simplification at each step as
the sum noun is evaluated or something?)