<p><b>@rcurtin</b> commented on this pull request.</p>

<hr>

<p>In <a href="https://github.com/mlpack/mlpack/pull/792#pullrequestreview-2062190">src/mlpack/core/optimizers/gradient_descent/gradient_descent_impl.hpp</a>:</p>
<pre style='color:#555'>&gt; +  double overallObjective = function.Evaluate(iterate);
+  double lastObjective = DBL_MAX;
+
+  // Now iterate!
+  arma::vec gradient(iterate.n_cols);
+  for (size_t i = 1; i != maxIterations; ++i)
+  {
+    // Output current objective function.
+    Log::Info &lt;&lt; &quot;Gradient Descent: iteration &quot; &lt;&lt; i &lt;&lt; &quot;, objective &quot; 
+      &lt;&lt; overallObjective &lt;&lt; &quot;.&quot; &lt;&lt; std::endl;
+
+    if (std::isnan(overallObjective) || std::isinf(overallObjective))
+    {
+      Log::Warn &lt;&lt; &quot;Gradient Descent: converged to &quot; &lt;&lt; overallObjective 
+        &lt;&lt; &quot;; terminating&quot; &lt;&lt; &quot; with failure.  Try a smaller step size?&quot; 
+        &lt;&lt; std::endl;
</pre>
<p>Continued lines should be intended two tabs from the previous line, not one :)</p>

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