diff --git a/GPy/inference/optimization.py b/GPy/inference/optimization.py index 94a5bcef..2e29fe6a 100644 --- a/GPy/inference/optimization.py +++ b/GPy/inference/optimization.py @@ -196,6 +196,16 @@ class opt_rasm(Optimizer): self.trace = opt_result[1] +class opt_scg(Optimizer): + def __init__(self, *args, **kwargs): + Optimizer.__init__(self, *args, **kwargs) + self.opt_name = "Scaled Conjugate Gradients" + + def opt(self, f_fp = None, f = None, fp = None): + assert not f is None + assert not fp is None + opt_result = SCG (f,fp,self.x_init, display=self.messages, + def get_optimizer(f_min): # import rasmussens_minimize as rasm from SGD import opt_SGD