Fix the optimisation - Githubissues

jamesrobertlloyd / gp-structure-search

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Fix the optimisation #42

Open jamesrobertlloyd opened 11 years ago

jamesrobertlloyd commented 11 years ago

This means both

ensuring local extrema are reached so Laplace approx valid
jittering previously learned parameter values to avoid having to multiply by constant kernels

jamesrobertlloyd commented 11 years ago

Have experimented with latest version of GPML optimiser - same local extremum problems around - asking Carl. Might be instructive to try the failure example in GPy to see if it exists there as well.