Subject: LBFGS for use in large maximum likelihood problem
From: Robert Dodier
Date: Tue, 19 Aug 2008 23:32:12 -0600
On 8/19/08, dlakelan <dlakelan at street-artists.org> wrote:
> > 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.
> >
> aha, I've thought of one thing that's relevant here... indexing the list is
> quadratic in the length of the list... as far as I know...
I doubt if indexing makes an appreciable difference.
I'm inclined to think the problem is in simplification.
I'll try to look into it in more detail.
best
Robert Dodier