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  • #73
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Issue created Feb 18, 2020 by VAN TOLL Wouter@wvantollOwner

Improve default implementation of CostFunction::GetGradient()

For any cost function that does not have an explicit gradient, the GetGradient(v) method should use sampling to give a decent approximation. This default implementation can be found in CostFunction::GetGradient(v).

However, the current version is incorrect. A better solution would be to take a number of sample points around the query velocity v, compute their costs, and fit a 3D plane through these points using some least-squares optimizer.

@ajovane You said you had an idea/implementation for this, right? :)

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