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sometimes a step with missing data can be a bit unstable

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This commit is contained in:
Nicolo Fusi 2013-02-05 16:40:26 +00:00
parent 643abdcec7
commit 6a6cbb58c8
1 changed files with 11 additions and 4 deletions
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15
GPy/inference/SGD.py
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@ -141,7 +141,11 @@ class opt_SGD(Optimizer):
b, p = self.shift_constraints(j)
momentum_term = self.momentum * step[j]
f, fp = f_fp(self.x_opt[j])
try:
f, fp = f_fp(self.x_opt[j])
except Exception:
return 0, step, self.model.N
step[j] = self.learning_rate[j] * fp
self.x_opt[j] -= step[j] + momentum_term
@ -171,6 +175,7 @@ class opt_SGD(Optimizer):
features = [features[i::b] for i in range(b)]
NLL = []
count = 0
last_printed_count = -1
for j in features:
count += 1
@ -188,9 +193,11 @@ class opt_SGD(Optimizer):
self.x_opt -= step + momentum_term
if self.messages == 2:
status = "evaluating {feature: 5d}/{tot: 5d} \t f: {f: 2.3f} \t non-missing: {nm: 4d}\r".format(feature = count, tot = len(features), f = f, nm = Nj)
sys.stdout.write(status)
sys.stdout.flush()
if count == last_printed_count + 20 or count == 0:
status = "evaluating {feature: 5d}/{tot: 5d} \t f: {f: 2.3f} \t non-missing: {nm: 4d}\r".format(feature = count, tot = len(features), f = f, nm = Nj)
sys.stdout.write(status)
sys.stdout.flush()
last_printed_count = count
NLL.append(f)