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stability improvements in sparse_GP

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This commit is contained in:
James Hensman 2013-04-10 11:04:49 +01:00
parent 45403105f9
commit eb1d8f211f
3 changed files with 16 additions and 9 deletions
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7
GPy/inference/SCG.py
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@ -23,6 +23,7 @@
import numpy as np
import sys
def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xtol=1e-6, ftol=1e-6):
"""
@ -103,11 +104,13 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
iteration += 1
if display:
print 'Iteration:', iteration, ' Objective:', fnow, ' Scale:', beta
print 'Iteration:', iteration, ' Objective:', fnow, ' Scale:', beta, '\r',
sys.stdout.flush()
if success:
# Test for termination
if np.max(np.abs(alpha*d)) < xtol or np.max(np.abs(fnew-fold)) < ftol:
if (np.max(np.abs(alpha*d)) < xtol) or (np.abs(fnew-fold) < ftol):
status='converged'
return x, flog, function_eval, status
else: