fixed merge

GPy/core/model.py

@@ -189,8 +189,8 @@ class model(parameterised):
             start = self.extract_param()
 
         optimizer = optimization.get_optimizer(optimizer)
-        opt = optimizer(start, f_fp=f_fp,f=f,fp=fp,model = self,**kwargs)
-        opt.run()
+        opt = optimizer(start, model = self, **kwargs)
+        opt.run(f_fp=f_fp, f=f, fp=fp)
         self.optimization_runs.append(opt)
 
         self.expand_param(opt.x_opt)

GPy/inference/optimization.py

@@ -1,7 +1,9 @@
 # Copyright (c) 2012, GPy authors (see AUTHORS.txt).
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
+
 from scipy import optimize
+# import rasmussens_minimize as rasm
 import pdb
 import pylab as pb
 import datetime as dt
@@ -21,11 +23,8 @@ class Optimizer():
     :rtype: optimizer object.
 
     """
-    def __init__(self, x_init, f_fp, f, fp , messages=False, max_f_eval=1e4, ftol=None, gtol=None, xtol=None, **kwargs):
+    def __init__(self, x_init, messages=False, model = None, max_f_eval=1e4, ftol=None, gtol=None, xtol=None):
         self.opt_name = None
-        self.f_fp = f_fp
-        self.f = f
-        self.fp = fp
         self.x_init = x_init
         self.messages = messages
         self.f_opt = None
@@ -38,14 +37,15 @@ class Optimizer():
         self.xtol = xtol
         self.gtol = gtol
         self.ftol = ftol
-
-    def run(self):
+        self.model = model
+        
+    def run(self, **kwargs):
         start = dt.datetime.now()
-        self.opt()
+        self.opt(**kwargs)
         end = dt.datetime.now()
         self.time = str(end-start)
 
-    def opt(self):
+    def opt(self, f_fp = None, f = None, fp = None):
         raise NotImplementedError, "this needs to be implemented to use the optimizer class"
 
     def plot(self):
@@ -69,7 +69,7 @@ class opt_tnc(Optimizer):
         Optimizer.__init__(self, *args, **kwargs)
         self.opt_name = "TNC (Scipy implementation)"
 
-    def opt(self):
+    def opt(self, f_fp = None, f = None, fp = None):
         """
         Run the TNC optimizer
 
@@ -77,7 +77,7 @@ class opt_tnc(Optimizer):
         tnc_rcstrings = ['Local minimum', 'Converged', 'XConverged', 'Maximum number of f evaluations reached',
              'Line search failed', 'Function is constant']
 
-        assert self.f_fp != None, "TNC requires f_fp"
+        assert f_fp != None, "TNC requires f_fp"
 
         opt_dict = {}
         if self.xtol is not None:
@@ -87,10 +87,10 @@ class opt_tnc(Optimizer):
         if self.gtol is not None:
             opt_dict['pgtol'] = self.gtol
 
-        opt_result = optimize.fmin_tnc(self.f_fp, self.x_init, messages = self.messages,
+        opt_result = optimize.fmin_tnc(f_fp, self.x_init, messages = self.messages,
                        maxfun = self.max_f_eval, **opt_dict)
         self.x_opt = opt_result[0]
-        self.f_opt = self.f_fp(self.x_opt)[0]
+        self.f_opt = f_fp(self.x_opt)[0]
         self.funct_eval = opt_result[1]
         self.status = tnc_rcstrings[opt_result[2]]
 
@@ -99,14 +99,14 @@ class opt_lbfgsb(Optimizer):
         Optimizer.__init__(self, *args, **kwargs)
         self.opt_name = "L-BFGS-B (Scipy implementation)"
 
-    def opt(self):
+    def opt(self, f_fp = None, f = None, fp = None):
         """
         Run the optimizer
 
         """
         rcstrings = ['Converged', 'Maximum number of f evaluations reached', 'Error']
 
-        assert self.f_fp != None, "BFGS requires f_fp"
+        assert f_fp != None, "BFGS requires f_fp"
 
         if self.messages:
             iprint = 1
@@ -121,10 +121,10 @@ class opt_lbfgsb(Optimizer):
         if self.gtol is not None:
             opt_dict['pgtol'] = self.gtol
 
-        opt_result = optimize.fmin_l_bfgs_b(self.f_fp, self.x_init, iprint = iprint,
+        opt_result = optimize.fmin_l_bfgs_b(f_fp, self.x_init, iprint = iprint,
                                             maxfun = self.max_f_eval, **opt_dict)
         self.x_opt = opt_result[0]
-        self.f_opt = self.f_fp(self.x_opt)[0]
+        self.f_opt = f_fp(self.x_opt)[0]
         self.funct_eval = opt_result[2]['funcalls']
         self.status = rcstrings[opt_result[2]['warnflag']]
 
@@ -133,7 +133,7 @@ class opt_simplex(Optimizer):
         Optimizer.__init__(self, *args, **kwargs)
         self.opt_name = "Nelder-Mead simplex routine (via Scipy)"
 
-    def opt(self):
+    def opt(self, f_fp = None, f = None, fp = None):
         """
         The simplex optimizer does not require gradients.
         """
@@ -148,7 +148,7 @@ class opt_simplex(Optimizer):
         if self.gtol is not None:
             print "WARNING: simplex doesn't have an gtol arg, so I'm going to ignore it"
 
-        opt_result = optimize.fmin(self.f, self.x_init, (), disp = self.messages,
+        opt_result = optimize.fmin(f, self.x_init, (), disp = self.messages,
                    maxfun = self.max_f_eval, full_output=True, **opt_dict)
 
         self.x_opt = opt_result[0]