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added (optional) iter param dump

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Nicolo Fusi 2013-03-26 11:49:20 +00:00
parent c9709cf4da
commit db895209ca
1 changed files with 13 additions and 3 deletions
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16
GPy/inference/SGD.py
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@ -4,8 +4,7 @@ import scipy.sparse
from optimization import Optimizer
from scipy import linalg, optimize
import pylab as plt
import copy
import sys
import copy, sys, pickle
class opt_SGD(Optimizer):
"""
@ -19,7 +18,7 @@ class opt_SGD(Optimizer):
"""
def __init__(self, start, iterations = 10, learning_rate = 1e-4, momentum = 0.9, model = None, messages = False, batch_size = 1, self_paced = False, center = True, **kwargs):
def __init__(self, start, iterations = 10, learning_rate = 1e-4, momentum = 0.9, model = None, messages = False, batch_size = 1, self_paced = False, center = True, iteration_file = None, **kwargs):
self.opt_name = "Stochastic Gradient Descent"
self.model = model
@ -33,6 +32,7 @@ class opt_SGD(Optimizer):
self.self_paced = self_paced
self.center = center
self.param_traces = [('noise',[])]
self.iteration_file = iteration_file
# if len([p for p in self.model.kern.parts if p.name == 'bias']) == 1:
# self.param_traces.append(('bias',[]))
# if len([p for p in self.model.kern.parts if p.name == 'linear']) == 1:
@ -271,8 +271,18 @@ class opt_SGD(Optimizer):
# self.model.Youter = np.dot(Y, Y.T)
self.trace.append(self.f_opt)
if self.iteration_file is not None:
f = open(self.iteration_file + "iteration%d.pickle" % it, 'w')
data = [self.x_opt, self.fopt_trace, self.param_traces]
pickle.dump(data, f)
f.close()
if self.messages != 0:
sys.stdout.write('\r' + ' '*len(status)*2 + ' \r')
status = "SGD Iteration: {0: 3d}/{1: 3d} f: {2: 2.3f}\n".format(it+1, self.iterations, self.f_opt)
sys.stdout.write(status)
sys.stdout.flush()