Custom Objectives
Table of Contents
How do you write your own objective function to optimize?
The Objective Class
In Lucent, an objective is an object with a description, a name and an objective_func. It has a call method which takes a single argument
(the model) and evaluates objective_func on that input.
Objectives can be summed, subtracted, multiplied and divided.
Summation
If you want to use sum on an iterable of Objectives, then you should use the classmethod Objective.sum(my_iterable) instead of sum(my_iterable).
Otherwise, the resulting Objective instance will have a nested description like Sum(obj_1 + Sum(obj_2 + Sum(...))).
In principle, any possible differentiable objective function could be used to construct an Objective instance.
For the full documentation see :doc:`` TODO