How to use fminunc providing gradient and hessian?

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Hi, could you help me in making this code (attached) working? Thanks!

Accepted Answer

Matt J
Matt J on 2 Feb 2014
You need to return the gradient and Hessian
function [val,g,H]=log_lik(theta,ix)
Also, these tolerances look unrealistically small
'TolX',10^-30,'TolFun',10^-30

More Answers (1)

Paul
Paul on 2 Feb 2014
Edited: Paul on 2 Feb 2014
What Matt said and the way you want to calculate the gradient and hessian is not gonna work. since val is just a single value, the function jacobian is not gonna work.
  6 Comments
Paul
Paul on 2 Feb 2014
Edited: Paul on 2 Feb 2014
Maybe you misunderstood me Matt. I meant what you said is right and that the way he was calculating the jacobian and hessian wasn't gonna work. Cris, jacobian works on symbolic expressions. You could try using fminunc without the gradient and hessian. Or else derive the gradient and hessian expressions yourself by hand or using matlab. These should depend on the values in theta.
Matt J
Matt J on 2 Feb 2014
Edited: Matt J on 2 Feb 2014
@Paul: Ah! I get it now.
@Cris: If you are setting GradObj and Hessian to 'on' because of Walter's remark here, I think it's too soon. I think you should try with the default gradient and Hessian calculation first and then add your own once you're getting decent optimization results and you just need to make small improvements to speed and accuracy.

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