def create_derivatives(func1, params):
num_hessian_diag = numerical_hessian(func1,
params=params,
hessian='diag')
num_hessian = numerical_hessian(func1, params=params)
tf_hessian_diag = autodiff_hessian(func1,
params=params,
hessian='diag')
tf_hessian = autodiff_hessian(func1, params=params)
return num_hessian, num_hessian_diag, tf_hessian, tf_hessian_diag
def test_numerical_hessian():
param1 = zfit.Parameter('param1', 4.)
param2 = zfit.Parameter('param2', 5.)
param3 = zfit.Parameter('param3', 2.)
def func1():
return param1 * param2 ** 2 + param3 ** param1
num_hessian = numerical_hessian(func1, params=[param1, param2, param3])
tf_hessian = autodiff_hessian(func1, params=[param1, param2, param3])
np.testing.assert_allclose(num_hessian, tf_hessian, rtol=1e-5, atol=1e-10)