I have two tensors (matrices) that I've initialized:
sm=Var(torch.randn(20,1),requires_grad=True)
sm = torch.mm(sm,sm.t())
freq_m=Var(torch.randn(12,20),requires_grad=True)
I am creating two lists from the data inside these 2 matrices, and I am using spearmanr to get a correlation value between these 2 lists. How I am creating the lists is not important, but the goal is to adjust the values inside the matrices so that the calculated correlation value is as close to 1 as possible.
If I were to solve this problem manually, I would tweak values in the matrices by .01 (or some small number) each time and recalculate the lists and correlation score. If the new correlation value is higher than the previous one, I would save the 2 matrices and tweak a different value until I get the 2 matrices that give me the highest correlation score possible.
Is PyTorch capable of doing this automatically? I know PyTorch can adjust based on an equation but the way I want to adjust the matrix values is not against an equation, it's against a correlation value that I calculate. Any guidance with this is greatly appreciated!
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