Optimiser performance problems

[tomjaguarpaw]

@emiruz

I had hoped that I had made some schoolboy error somewhere setting it up.

Unfortunately there is a problem inherent to the implementation of ad.

@emiruz

otherwise does adamax (above) look correctly coded to you? Is there anything I could do to make it go faster despite the slow gradient calculations

I’d recommend profiling to see where the problem really is, but I suspect it is indeed in the gradient calculation. You could try using an unboxed vector in adaMax, but unfortunately you’d have to convert to a boxed one to pass to each call to fTest, and also convert the result back, so it might not end up being a win.