Closed runame closed 10 months ago
Should we set the grid search as default and/or put a warning for post hoc prior precision optimization since the method has not been thoroughly evaluated, yet, and can lead to issues apparently?
Should we set the grid search as default and/or put a warning for post hoc prior precision optimization since the method has not been thoroughly evaluated, yet, and can lead to issues apparently?
Yeah, maybe setting gridsearch
as the default makes sense. A warning is a bit annoying since we cannot easily detect if someone is using optimize_prior_precision
for marglik optimization post-hoc or online.
Rename the method
CV' for
optimize_prior_precision' to `gridsearch'.
A possible downside is that people have accustomed to CV
. Since optimize_prior_precision
is a public-facing method and is almost always called by users, I think it's a bit dangerous to rename it. At the very least we should support both.
Changes:
fix_prior_prec_structure
for marglik optimization.prior_structure
argument tooptimize_prior_precision
, such that we can easily optimize a layer-wise or diagonal prior precision post-hoc.CV
foroptimize_prior_precision
togridsearch
.