merge devel to ties

This commit is contained in:
Zhenwen Dai 2014-09-18 12:10:49 +01:00
commit 3653892d19
68 changed files with 643 additions and 366 deletions

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@ -209,6 +209,7 @@ class Model(Parameterized):
def optimize(self, optimizer=None, start=None, **kwargs):
"""
Optimize the model using self.log_likelihood and self.log_likelihood_gradient, as well as self.priors.
kwargs are passed to the optimizer. They can be:
:param max_f_eval: maximum number of function evaluations
@ -218,7 +219,15 @@ class Model(Parameterized):
:param optimizer: which optimizer to use (defaults to self.preferred optimizer)
:type optimizer: string
TODO: valid args
Valid optimizers are:
- 'scg': scaled conjugate gradient method, recommended for stability.
See also GPy.inference.optimization.scg
- 'fmin_tnc': truncated Newton method (see scipy.optimize.fmin_tnc)
- 'simplex': the Nelder-Mead simplex method (see scipy.optimize.fmin),
- 'lbfgsb': the l-bfgs-b method (see scipy.optimize.fmin_l_bfgs_b),
- 'sgd': stochastic gradient decsent (see scipy.optimize.sgd). For experts only!
"""
if self.is_fixed:
raise RuntimeError, "Cannot optimize, when everything is fixed"