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STOR-i / GaussianProcesses.jl

A Julia package for Gaussian Processes
https://stor-i.github.io/GaussianProcesses.jl/latest/
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Optimization of hyper parameters #216

Open azinoma opened 2 years ago

azinoma commented 2 years ago

Dear all,

I am trying to use exact GPs and the hyperparameter optimization keeps producing errors, such as AssertionError: isfinite(phi_c) && isfinite(dphi_c). Consider this minimal example: N = 100 X = rand(3, N) y = sin.(X[1,:]) .* cos.(X[2,:]) .+ 2. .* X[3,:] kern = Matern(5/2,[0.0, 0.0, 0.0],0.0) + SE(0.0, 0.0) m = MeanZero() gp = GP(X,y,m,kern) optimize!(gp)

Am I doing something wrong, or is there an error?

Many greetings, Marlon

parikshit-pareek commented 1 year ago

Purely based on observation: Try reducing the number of training samples N and see if it makes any difference.

JanRotti commented 1 year ago

Can confirm. For me it seemed to work if i rerun optimize!(gp) a few times. Not exactly sure what is happening behind the curtains.