Optimization Extension

To optimize our posterior, we use the Optimization.jl package. Optimization provides a global interface to several Julia optimizers. The base call most people should look at is comrade_opt which serves as the general purpose optimization algorithm.

To see what optimizers are available and what options are available, please see the Optimizations.jl docs.

Example

using Comrade
using Optimization
using OptimizationOptimJL

# Some stuff to create a posterior object
post # of type Comrade.Posterior

xopt, sol = comrade_opt(post, LBFGS(); adtype=Val(:Zygote))