{"action":"created","issue":{"url":"https://api.github.com/repos/scipy/scipy/issues/5436","labels_url":"https://api.github.com/repos/scipy/scipy/issues/5436/labels{/name}","comments_url":"https://api.github.com/repos/scipy/scipy/issues/5436/comments","events_url":"https://api.github.com/repos/scipy/scipy/issues/5436/events","html_url":"https://github.com/scipy/scipy/pull/5436","id":114013930,"number":5436,"title":"DOC: correct recommendation for minimize (trivial change)","user":{"login":"GaelVaroquaux","id":208217,"avatar_url":"https://avatars.githubusercontent.com/u/208217?v=3","gravatar_id":"","url":"https://api.github.com/users/GaelVaroquaux","html_url":"https://github.com/GaelVaroquaux","followers_url":"https://api.github.com/users/GaelVaroquaux/followers","following_url":"https://api.github.com/users/GaelVaroquaux/following{/other_user}","gists_url":"https://api.github.com/users/GaelVaroquaux/gists{/gist_id}","starred_url":"https://api.github.com/users/GaelVaroquaux/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/GaelVaroquaux/subscriptions","organizations_url":"https://api.github.com/users/GaelVaroquaux/orgs","repos_url":"https://api.github.com/users/GaelVaroquaux/repos","events_url":"https://api.github.com/users/GaelVaroquaux/events{/privacy}","received_events_url":"https://api.github.com/users/GaelVaroquaux/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":12,"created_at":"2015-10-29T09:45:43Z","updated_at":"2015-10-29T21:28:13Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/scipy/scipy/pulls/5436","html_url":"https://github.com/scipy/scipy/pull/5436","diff_url":"https://github.com/scipy/scipy/pull/5436.diff","patch_url":"https://github.com/scipy/scipy/pull/5436.patch"},"body":"The docstring of minimize is a bit too negative on the Nelder-Mead.\r\nUnlike what this docstring claims, the Nelder-Mead algorithm is very robust, in the sense that it doesn't break easily. It is less fast than a gradient-best method. However, those can easily be broken by a vanishing gradient. This is actually the reason that the recommended routine in\r\nMatlab optimization does not use a gradient-based solver (it actually uses the Simplex, aka Nelder-Mead). For people who do not understand at all what they do, and want a black box optimizer, it might be dangerous to push too much toward gradient-based solver.\r\n\r\nI think that the docstring is scipy downplays too much Nelder-Mead, and I am proposing a small rewording.\r\n\r\nSee the second exercise on http://www.scipy-lectures.org/advanced/mathematical_optimization/index.html#synthetic-exercices for a simple example that breaks gradient-based solvers."},"comment":{"url":"https://api.github.com/repos/scipy/scipy/issues/comments/152333396","html_url":"https://github.com/scipy/scipy/pull/5436#issuecomment-152333396","issue_url":"https://api.github.com/repos/scipy/scipy/issues/5436","id":152333396,"user":{"login":"GaelVaroquaux","id":208217,"avatar_url":"https://avatars.githubusercontent.com/u/208217?v=3","gravatar_id":"","url":"https://api.github.com/users/GaelVaroquaux","html_url":"https://github.com/GaelVaroquaux","followers_url":"https://api.github.com/users/GaelVaroquaux/followers","following_url":"https://api.github.com/users/GaelVaroquaux/following{/other_user}","gists_url":"https://api.github.com/users/GaelVaroquaux/gists{/gist_id}","starred_url":"https://api.github.com/users/GaelVaroquaux/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/GaelVaroquaux/subscriptions","organizations_url":"https://api.github.com/users/GaelVaroquaux/orgs","repos_url":"https://api.github.com/users/GaelVaroquaux/repos","events_url":"https://api.github.com/users/GaelVaroquaux/events{/privacy}","received_events_url":"https://api.github.com/users/GaelVaroquaux/received_events","type":"User","site_admin":false},"created_at":"2015-10-29T21:28:12Z","updated_at":"2015-10-29T21:28:12Z","body":"I have done a small rewrite in the middle of you proposition and mine."}}