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Are derivatives avaiable for the objective function...? #74

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cjekel opened this issue Jun 29, 2020 · 1 comment

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cjekel commented Jun 29, 2020

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cjekel commented Aug 30, 2020

Proof of concept using torch autograd methods shows that it should be possible to compute the derivative of the sum-of-squares of the residuals with respect to the breakpoints. https://github.com/cjekel/piecewise_linear_fit_py/blob/torch/examples/get_torch_derivatives.py

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