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dflemin3 / approxposterior

A Python package for approximate Bayesian inference and optimization using Gaussian processes
https://dflemin3.github.io/approxposterior/
MIT License
41 stars 9 forks source link

Major stability improvement #52

Closed dflemin3 closed 4 years ago

dflemin3 commented 4 years ago

Switched default GP solver to HODLR solver to dramatically improve GP hyperparameter optimization stability. Changed default optimization algorithms to l-bfgs-b and altered tests to account for stability improvements. Numerous documentation and small quality of life fixes.