Trait ObjectiveWithFisher 

pub trait ObjectiveWithFisher<T: Float> {
    // Required methods
    fn evaluate(&self, parameters: &[T]) -> T;
    fn gradient(&self, parameters: &[T]) -> Vec<T>;
    fn fisher_information(&self, parameters: &[T]) -> Vec<Vec<T>>;

    // Provided method
    fn hessian(&self, _parameters: &[T]) -> Option<Vec<Vec<T>>> { ... }
}

Trait for defining objective functions with Fisher information

Required Methods

fn evaluate(&self, parameters: &[T]) -> T

Evaluate the objective function

fn gradient(&self, parameters: &[T]) -> Vec<T>

Compute the gradient of the objective function

fn fisher_information(&self, parameters: &[T]) -> Vec<Vec<T>>

Compute the Fisher information matrix

Provided Methods

fn hessian(&self, _parameters: &[T]) -> Option<Vec<Vec<T>>>

Optional: compute Hessian for second-order methods

Implementors