apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-15 06:52:39 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

SCG optimizer now greatly improved in printing

Browse source
This commit is contained in:
Max Zwiessele 2013-07-10 16:49:45 +01:00
parent 3ad48534c8
commit 69e31f3dc1
1 changed files with 7 additions and 9 deletions
Download patch file Download diff file Expand all files Collapse all files

16
GPy/inference/scg.py
View file

@ -35,7 +35,7 @@ def exponents(fnow, current_grad):
exps = [np.abs(fnow), current_grad]
return np.sign(exps) * np.log10(exps).astype(int)
def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xtol=None, ftol=None, gtol=None):
def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=np.inf, display=True, xtol=None, ftol=None, gtol=None):
"""
Optimisation through Scaled Conjugate Gradients (SCG)
@ -68,7 +68,7 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
nsuccess = 0 # nsuccess counts number of successes.
beta = 1.0 # Initial scale parameter.
betamin = 1.0e-60 # Lower bound on scale.
betamax = 1.0e100 # Upper bound on scale.
betamax = 1.0e50 # Upper bound on scale.
status = "Not converged"
flog = [fold]
@ -109,9 +109,9 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
fnew = f(xnew, *optargs)
function_eval += 1
if function_eval >= max_f_eval:
status = "maximum number of function evaluations exceeded"
break
# if function_eval >= max_f_eval:
# status = "maximum number of function evaluations exceeded"
# break
# return x, flog, function_eval, status
Delta = 2.*(fnew - fold) / (alpha * mu)
@ -131,13 +131,12 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
if display:
print_out(len_maxiters, fnow, current_grad, beta, iteration)
n_exps = exponents(fnow, current_grad)
if iteration - p_iter >= 6:
if iteration - p_iter >= 20 * np.random.rand():
a = iteration >= p_iter * 2.78
b = np.any(n_exps < exps)
if a or b:
print ''
if a:
p_iter = iteration
print ''
if b:
exps = n_exps
@ -184,7 +183,6 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
status = "maxiter exceeded"
if display:
print ""
print_out(len_maxiters, fnow, current_grad, beta, iteration)
print ""
print status