Exemplo n.º 1
0
def bench_fd_hess(x):
    g = test_prob.eval_g(x)
    jac_g = logbar.eval_fd_jac(test_prob.eval_g, x)
    hess_g = logbar.eval_fd_jac_hess(test_prob.eval_g, x)
    bar_hess = np.sum(map(logbar.eval_log_bar_hess_f, g, jac_g, hess_g), axis=0)
Exemplo n.º 2
0
def bench_fd_grad(x):
    g = test_prob.eval_g(x)
    jac_g = logbar.eval_fd_jac(test_prob.eval_g, x)
    bar_grad = np.sum(map(logbar.eval_log_bar_grad_f, g, jac_g), axis=0)