Currently, maximizers are only allowed one \theta input. It could be interesting and practical for some applications to support multiple input of various sizes. In this case, multiple outputs are needed to be able to reconstruct the objective value as a sum of pairwise dot products.
Example:
function my_maximizer(theta, eta; kwargs...)
...
return y1, y2
end
with objective being dot(theta, y1) + dot(eta, y2)
In some cases, this would avoid annoying concatenation and flattening pre/post processing.
Currently, maximizers are only allowed one
\thetainput. It could be interesting and practical for some applications to support multiple input of various sizes. In this case, multiple outputs are needed to be able to reconstruct the objective value as a sum of pairwise dot products.Example:
with objective being
dot(theta, y1) + dot(eta, y2)In some cases, this would avoid annoying concatenation and flattening pre/post processing.