STOR-i / GaussianProcesses.jl

A Julia package for Gaussian Processes
https://stor-i.github.io/GaussianProcesses.jl/latest/
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Optimization #221

Closed clarazen closed 1 year ago

clarazen commented 1 year ago

Hello,

When running the test example (copy paste from the documentation) and trying to optimize the hyperparameters I get the error as in the figure attached. Is there a problem with Optim or with this package?

Thanks you, I appreciate the help.

optimize_error

chris-nemeth commented 1 year ago

Hi @clarazen. It looks like the syntax on the Optim package has changed. For the moment, removing method=ConjugateGradient will revert the optimizer back to its default algorithm, i.e. just using optimize!(gp) should work. I'll take a closer look at this and try to align our syntax with that of the Optim package.

clarazen commented 1 year ago

Thanks Chris, indeed without specifying the method it works.

chris-nemeth commented 1 year ago

Hi @clarazen. I've fixed the issue now and tagged a new version of the package. If you reinstall the package the optimize! function should work fine now with any of the Optim methods.