aleximmer / Laplace

Laplace approximations for Deep Learning.
https://aleximmer.github.io/Laplace
MIT License
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Add `prior_structure` argument to `optimize_prior_precision` #123

Closed runame closed 10 months ago

runame commented 1 year ago

Changes:

aleximmer commented 1 year 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?

runame commented 1 year 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?

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.

wiseodd commented 1 year ago

Rename the method CV' foroptimize_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.