How To Use Scipy.optimize.minimize Within Keras Model.compile?
I have a custom loss f = x + y where I have constraints such that while optimising f, x should be within a range of (0.10, 0.2) and y within the range of (0.6, 0.1), y is the mean
Solution 1:
You can use a custom training loop. The training loop can collect the gradients considering your keras loss function and you can then choose to optimize the weights using a given constraint.
I've implemented something similar; this code calls SciPy minimize to optimize a model's variables.
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