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reverted the brent optimisation in laplace

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(For the 1D linesearch using Brent)
This commit is contained in:
James Hensman 2013-11-27 14:43:48 +00:00
parent cfdd91ae7b
commit 557d4ea7ea
1 changed files with 2 additions and 1 deletions
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3
GPy/likelihoods/laplace.py
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@ -349,7 +349,8 @@ class Laplace(likelihood):
#Find the stepsize that minimizes the objective function using a brent line search
#The tolerance and maxiter matter for speed! Seems to be best to keep them low and make more full
#steps than get this exact then make a step, if B was bigger it might be the other way around though
new_obj = sp.optimize.minimize_scalar(i_o, method='brent', tol=1e-4, options={'maxiter':5}).fun
#new_obj = sp.optimize.minimize_scalar(i_o, method='brent', tol=1e-4, options={'maxiter':5}).fun
new_obj = sp.optimize.brent(i_o, tol=1e-4, maxiter=10)
f = self.tmp_f.copy()
Ki_f = self.tmp_Ki_f.copy()