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minor changes, dimensionality reduction tests

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Max Zwiessele 2013-05-22 17:17:20 +01:00
parent a7692678c9
commit 26d68861ca
5 changed files with 29 additions and 16 deletions
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17
GPy/inference/SCG.py
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@ -25,6 +25,13 @@
import numpy as np
import sys
def print_out(len_maxiters, display, fnow, current_grad, beta, iteration):
if display:
print '\r',
print '{0:>0{mi}g} {1:> 12e} {2:> 12e} {3:> 12e}'.format(iteration, float(fnow), float(beta), float(current_grad), mi=len_maxiters), # print 'Iteration:', iteration, ' Objective:', fnow, ' Scale:', beta, '\r',
sys.stdout.flush()
def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xtol=None, ftol=None, gtol=None):
"""
Optimisation through Scaled Conjugate Gradients (SCG)
@ -65,7 +72,8 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
iteration = 0
if display:
print ' {0:{mi}s} {1:11s} {2:11s} {3:11s}'.format("I", "F", "Scale", "|g|", mi=len(str(maxiters)))
len_maxiters = len(str(maxiters))
print ' {0:{mi}s} {1:11s} {2:11s} {3:11s}'.format("I", "F", "Scale", "|g|", mi=len_maxiters)
# Main optimization loop.
while iteration < maxiters:
@ -113,11 +121,7 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
flog.append(fnow) # Current function value
iteration += 1
if display:
print '\r',
print '{0:>0{mi}g} {1:> 12e} {2:> 12e} {3:> 12e}'.format(iteration, float(fnow), float(beta), float(current_grad), mi=len(str(maxiters))),
# print 'Iteration:', iteration, ' Objective:', fnow, ' Scale:', beta, '\r',
sys.stdout.flush()
print_out(len_maxiters, display, fnow, current_grad, beta, iteration)
if success:
# Test for termination
@ -158,5 +162,6 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
status = "maxiter exceeded"
if display:
print_out(len_maxiters, display, fnow, current_grad, beta, iteration)
print ""
return x, flog, function_eval, status