`gcp_opt` with `LBFGSB` has no output with `printitn=`

[jeremy-myers]

Minimal working example

X = ttb.tenones((2, 2))
X[0, 1] = 0.0
X[1, 0] = 0.0
rank = 2

# Select Gaussian objective
objective = Objectives.GAUSSIAN

# Select LBFGSB solver with 2 max iterations
optimizer = LBFGSB(maxiter=1)

# Compute rank-2 GCP approximation to X with GCP-OPT
# Return result, initial guess, and runtime information
np.random.seed(0)  # Creates consistent initial guess
result_lbfgs, initial_guess, info_lbfgs = ttb.gcp_opt(
    data=X, rank=rank, objective=objective, optimizer=optimizer, printitn=1
)

# <-- No output

However, constructing LBFGSB with iprint= works:

# Select LBFGSB solver with 2 max iterations
optimizer = LBFGSB(maxiter=1, iprint=1)

# Compute rank-2 GCP approximation to X with GCP-OPT
# Return result, initial guess, and runtime information
np.random.seed(0)  # Creates consistent initial guess
result_lbfgs, initial_guess, info_lbfgs = ttb.gcp_opt(
    data=X, rank=rank, objective=objective, optimizer=optimizer
)

RUNNING THE L-BFGS-B CODE

           * * *

Machine precision = 2.220D-16
 N =          540     M =           10

At X0         0 variables are exactly at the bounds

At iterate    0    f=  9.14877D+06    |proj g|=  1.23309D+06

At iterate    1    f=  8.91367D+06    |proj g|=  9.45422D+05

           * * *

Tit   = total number of iterations
Tnf   = total number of function evaluations
Tnint = total number of segments explored during Cauchy searches
Skip  = number of BFGS updates skipped
Nact  = number of active bounds at final generalized Cauchy point
Projg = norm of the final projected gradient
F     = final function value

           * * *

   N    Tit     Tnf  Tnint  Skip  Nact     Projg        F
  540      1      2      1     0     0   9.454D+05   8.914D+06
  F =   8913669.7805772256     

STOP: TOTAL NO. of ITERATIONS REACHED LIMIT                 

Final fit: 0.09313583776378109 (for comparison to f(x) in CP-ALS)

CPU times: user 164 ms, sys: 111 ms, total: 275 ms
Wall time: 36.8 ms
 This problem is unconstrained.

If this is intended behavior, it should be documented.

[ntjohnson1]

So here is the terse documentation on the LBFGS solver

pyttb/pyttb/gcp/optimizers.py

Line 425 in 6a6f0b7

See scipy for details and standard defaults.

. Are you saying the LBFGS documentation should be more verbose, or we should be more explicit about gcp_opt controlling higher level print details and the solvers separately controlling the low level prints? I guess additionally we could make the print iteration defaults align between LBFGS and our StochasticSolvers if currently different

[dmdunla]

My suggestions in order of priority:

• All solvers by default have no iterative output.
• All solvers, if possible, should provide the same iterative output.
  • If not possible, all first k columns are the same and solver-specific details are provided in remaining columns.
• All pyttb solvers should control what is sent to the user. E.g., in the case of LBFGS (or some other solver), capture the output or provide a hook (if possible) to get the necessary information every printitn iterations that is formatted in pyttb and sent to output. From a user's POV, having to look through lots of different solver outputs is very confusing.
  • Do not allow users to access underlying solver output except when requested, and then only through a variable passed through the output (info). Cluttering output with multiple variants of output from different solvers puts pyttb on the hook to make sure our users can make sense/use of this.