seldonian.optimizers.gradient_descent.setup_gradients

setup_gradients(gradient_library, primary_objective, upper_bounds_function)

Wrapper to obtain the gradient functions of the primary objective and upper bounds function given a gradient library

Parameters:

• gradient_library (str, defaults to "autograd") – The name of the library to use for computing automatic gradients.

• primary_objective – Primary objective function

• upper_bounds_function – Function for computing upper bounds on the constraints