Documentation for optimisation methods (MAP, MLE)

[ElOceanografo]

Moving this question here from Discourse. The optim_problem interface to Optimization.jl is currently not documented anywhere. Is this intentional (e.g. because the interface is a moving target), or would a documentation PR be welcome?

[yebai]

Cc @mhauru

[mhauru]

The optimization interface is undergoing an overhaul at #2221. Some of the old exported functions, such as optim_problem, that were undocumented, will no longer be exported/exist. Instead there will be new exported functions called maximum_likelihood and maximum_a_posteriori for doing MLE/MAP estimation.

I'll make sure that once the new interface is in it's at the very least covered in the API docs. Maybe add a tutorial as well?

[yebai]

Yes, a new tutorial on optimisation would be great.

[yebai]

Fixed by TuringLang/docs#470