From 557d4ea7eab2c4d26147321aa2e4fe7cc0e24f84 Mon Sep 17 00:00:00 2001 From: James Hensman Date: Wed, 27 Nov 2013 14:43:48 +0000 Subject: [PATCH] reverted the brent optimisation in laplace (For the 1D linesearch using Brent) --- GPy/likelihoods/laplace.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/GPy/likelihoods/laplace.py b/GPy/likelihoods/laplace.py index 3aa78ffc..57160d64 100644 --- a/GPy/likelihoods/laplace.py +++ b/GPy/likelihoods/laplace.py @@ -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()