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Scipy has it; Stan has it. I think it would be really handy to have it in ask/tell -- I often want to see how close my optimiser's results are over the course of optimisation, for example.
It's a few lines of code to implement this algorithm, so think it should be easy enough to include. Alister is interested and will (once, I get his Github name) assign him tho this.
Scipy has it; Stan has it. I think it would be really handy to have it in ask/tell -- I often want to see how close my optimiser's results are over the course of optimisation, for example.
It's a few lines of code to implement this algorithm, so think it should be easy enough to include. Alister is interested and will (once, I get his Github name) assign him tho this.
This is part of #684.
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