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SCG optimizer now greatly improved in printing

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Max Zwiessele 2013-07-10 16:49:51 +01:00
parent 69e31f3dc1
commit e8f2bec195
1 changed files with 6 additions and 0 deletions
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6
GPy/inference/optimization.py
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@ -4,6 +4,7 @@
import pylab as pb import pylab as pb
import datetime as dt import datetime as dt
from scipy import optimize from scipy import optimize
from warnings import warn
try: try:
import rasmussens_minimize as rasm import rasmussens_minimize as rasm
@ -198,17 +199,22 @@ class opt_rasm(Optimizer):
class opt_SCG(Optimizer): class opt_SCG(Optimizer):
def __init__(self, *args, **kwargs): def __init__(self, *args, **kwargs):
if 'max_f_eval' in kwargs:
warn("max_f_eval deprecated for SCG optimizer: use max_iters instead!\nIgnoring max_f_eval!", FutureWarning)
Optimizer.__init__(self, *args, **kwargs) Optimizer.__init__(self, *args, **kwargs)
self.opt_name = "Scaled Conjugate Gradients" self.opt_name = "Scaled Conjugate Gradients"
def opt(self, f_fp=None, f=None, fp=None): def opt(self, f_fp=None, f=None, fp=None):
assert not f is None assert not f is None
assert not fp is None assert not fp is None
opt_result = SCG(f, fp, self.x_init, display=self.messages, opt_result = SCG(f, fp, self.x_init, display=self.messages,
maxiters=self.max_iters, maxiters=self.max_iters,
max_f_eval=self.max_f_eval, max_f_eval=self.max_f_eval,
xtol=self.xtol, ftol=self.ftol, xtol=self.xtol, ftol=self.ftol,
gtol=self.gtol) gtol=self.gtol)
self.x_opt = opt_result[0] self.x_opt = opt_result[0]
self.trace = opt_result[1] self.trace = opt_result[1]
self.f_opt = self.trace[-1] self.f_opt = self.trace[-1]