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Remove gradient #3

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Remove gradient #3

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The idea is to remove the gradient operation from the API that this package exposes. Reasons:

  • it’s not always ideal to compute function value and gradient together, for example in line-search methods one usually wants to evaluate a bunch of function values only, and then a gradient at the end; a better interface would give f(x) and a closure to evaluate the gradient additionally (“backward pass”)
  • this package and packages implementing the interface should be about proximal maps, as autodiff packages and interfaces exist that allow injecting all sorts of custom backward passes, and client packages should rely on those
  • there no dependent on this package other than ProximalOperators and ProximalAlgorithms at the moment, so breaking now is essentially harm-free

Follow up plan:

  • remove gradient computations from ProximalOperators
  • bump dependency of ProximalAlgorithms on ProximalCore, update interface for gradient computation there

@lostella lostella added the breaking This is a breaking change label Dec 29, 2023
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codecov bot commented Dec 29, 2023

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (3da5fec) 95.91% compared to head (7d503fc) 97.61%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master       #3      +/-   ##
==========================================
+ Coverage   95.91%   97.61%   +1.70%     
==========================================
  Files           1        1              
  Lines          49       42       -7     
==========================================
- Hits           47       41       -6     
+ Misses          2        1       -1     

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