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scg optimizer scale bounds back to 1e-15

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mzwiessele 2014-01-29 09:56:19 +00:00
parent 50db3a90e9
commit 169394e746
1 changed files with 2 additions and 2 deletions
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GPy/inference/scg.py
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@ -69,8 +69,8 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=np.inf, display=True,
success = True # Force calculation of directional derivs. success = True # Force calculation of directional derivs.
nsuccess = 0 # nsuccess counts number of successes. nsuccess = 0 # nsuccess counts number of successes.
beta = 1.0 # Initial scale parameter. beta = 1.0 # Initial scale parameter.
betamin = 1.0e-60 # Lower bound on scale. betamin = 1.0e-15 # Lower bound on scale.
betamax = 1.0e50 # Upper bound on scale. betamax = 1.0e15 # Upper bound on scale.
status = "Not converged" status = "Not converged"
flog = [fold] flog = [fold]