search

josejimenezluna / pyGPGO

Bayesian optimization for Python
http://pygpgo.readthedocs.io
MIT License
241 stars 62 forks source link

Changing DF/nu parameter from default=3.0 #12

Closed CPJClare closed 5 years ago

CPJClare commented 6 years ago

Hello hawk31,

I am probably making an obvious mistake, having unsuccessfully tried to change both the "df" and "nu=3.0" parameters in both 'acquisition.py' and 'tStudentProcess.py' files.

Can you quickly explain how I change this parameter? I would like to see the impact of differing DF on the expected improvement utility function.

Many thanks, ConorC

josejimenezluna commented 6 years ago

Hello @ConorCUIster

It should be enough to set the parameter in the surrogate model itself. 

from pyGPGO.surrogates import tStudentProcess
surr = tStudentProcess(covfunc, nu=3.0)

Can you provide a minimum working example of whatever does not work?

CPJClare commented 6 years ago

José,

Thank you for your reply.

I may be missing something, but I tried changing the nu/DF paramater in the class defintion & I couldn't get the output chart (showing the results of x6 iterations for both the unknown function estimated and the acquisition function) to change.

I created my own code using the nu/DF parameter as a user-defined input variable, which seems to work OK i.e. the variability around the points sampled increases, as nu/DF also increases (all else equal).

Conor

From: José Jiménez notifications@github.com Sent: 16 October 2018 12:48:56 To: hawk31/pyGPGO Cc: Conor Clare; Mention Subject: Re: [hawk31/pyGPGO] Changing DF/nu parameter from default=3.0 (#12)

Hello @ConorCUIsterhttps://github.com/ConorCUIster

It should be enough to set the parameter in the surrogate model itself.

from pyGPGO.surrogates import tStudentProcess surr = tStudentProcess(covfunc, nu=3.0)

Can you provide a minimum working example of whatever does not work?

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHubhttps://github.com/hawk31/pyGPGO/issues/12#issuecomment-430206994, or mute the threadhttps://github.com/notifications/unsubscribe-auth/Amr7cCEgIyNbBR8bV-Rt7SEiZCQjpCCwks5ulceogaJpZM4XajCW.

This email and any attachments are confidential and intended solely for the use of the addressee and may contain information which is covered by legal, professional or other privilege. If you have received this email in error please notify the system manager at postmaster@ulster.ac.uk and delete this email immediately. Any views or opinions expressed are solely those of the author and do not necessarily represent those of Ulster University. The University's computer systems may be monitored and communications carried out on them may be recorded to secure the effective operation of the system and for other lawful purposes. Ulster University does not guarantee that this email or any attachments are free from viruses or 100% secure. Unless expressly stated in the body of a separate attachment, the text of email is not intended to form a binding contract. Correspondence to and from the University may be subject to requests for disclosure by 3rd parties under relevant legislation. The Ulster University was founded by Royal Charter in 1984 and is registered with company number RC000726 and VAT registered number GB672390524.The primary contact address for Ulster University in Northern Ireland is Cromore Road, Coleraine, Co. Londonderry BT52 1SA