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I was using L-BFGS-B the bounded optimization method in scipy.optimize.minimize
, but the returned OptimizeResult
object kept telling me its failure. res.message
notifies ‘error, no feasible solution’.
Thanks to this answer, I found the mistake is that I reverse the lower bound and the upper bound. Normally, we would think of learning rate from higher end to lower end. But the bounds for this function is strictly (lower,upper).