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Topic: Telling ktrlink to look for hessian in the output of the objective function
Replies: 1   Last Post: Jul 25, 2013 9:27 AM

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Sam

Posts: 2
Registered: 7/24/13
Telling ktrlink to look for hessian in the output of the objective function
Posted: Jul 24, 2013 12:56 PM
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Dear all,
I am minimizing log likelihood function using ktrlink.
I want to provide hessian but I can only feasibly compute the hessian inside the likelihood function because of the size of the data. But it seems like ktrlink requires that I provide a separate function that computes hessian. Is there any way to tell ktrlink to look for hessian in the output of the objective function?
Thanks,
Sam Hwang



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