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using lbfgs algorithm from scipy.minimize, starting to convert all optimizers to minimize format

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This commit is contained in:
Max Zwiessele 2014-01-10 10:27:50 +00:00
parent 6f67ba5190
commit 2aa78e5cfc
1 changed files with 21 additions and 10 deletions
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31
GPy/inference/optimization.py
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@ -118,7 +118,7 @@ class opt_lbfgsb(Optimizer):
assert f_fp != None, "BFGS requires f_fp"
if self.messages:
iprint = 1
iprint = 0
else:
iprint = -1
@ -126,18 +126,29 @@ class opt_lbfgsb(Optimizer):
if self.xtol is not None:
print "WARNING: l-bfgs-b doesn't have an xtol arg, so I'm going to ignore it"
if self.ftol is not None:
print "WARNING: l-bfgs-b doesn't have an ftol arg, so I'm going to ignore it"
opt_dict['ftol'] = self.ftol
# print "WARNING: l-bfgs-b doesn't have an ftol arg, so I'm going to ignore it"
if self.gtol is not None:
opt_dict['pgtol'] = self.gtol
opt_dict['gtol'] = self.gtol
if self.bfgs_factor is not None:
opt_dict['factr'] = self.bfgs_factor
opt_result = optimize.fmin_l_bfgs_b(f_fp, self.x_init, iprint=iprint,
maxfun=self.max_iters, **opt_dict)
self.x_opt = opt_result[0]
self.f_opt = f_fp(self.x_opt)[0]
self.funct_eval = opt_result[2]['funcalls']
self.status = rcstrings[opt_result[2]['warnflag']]
opt_dict['iprint'] = iprint
opt_dict['maxiter'] = self.max_iters
opt_dict['disp'] = self.messages
#dict(maxiter=self.max_iters, disp=self.messages, iprint=iprint, ftol=self.ftol, gtol=self.gtol)
opt_result = optimize.minimize(f_fp, self.x_init, method='L-BFGS-B', jac=True, options=opt_dict)
#opt_result = optimize.fmin_l_bfgs_b(f_fp, self.x_init, iprint=iprint,
# maxfun=self.max_iters, **opt_dict)
#self.x_opt = opt_result[0]
#self.f_opt = f_fp(self.x_opt)[0]
#self.funct_eval = opt_result[2]['funcalls']
#self.status = rcstrings[opt_result[2]['warnflag']]
self.x_opt = opt_result.x
self.status = opt_result.success
self.funct_eval = opt_result.nfev
self.f_opt = opt_result.fun
self.opt_result = opt_result
class opt_simplex(Optimizer):
def __init__(self, *args, **kwargs):