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josejimenezluna / pyGPGO

Bayesian optimization for Python
http://pygpgo.readthedocs.io
MIT License
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Covariance function bounds being overwritten #29

Closed bacalfa closed 3 years ago

bacalfa commented 3 years ago

This line discards user-defined bounds on the covariance function.

In other words, if I do:

covfcn_bounds = {
    "l": [1e-4, 2],
    "sigmaf": [1e-4, 4],
    "sigman": [1e-6, 4]
}
covfcn_bounds = [v for v in covfcn_bounds.values()]
sexp = squaredExponential(bounds=covfcn_bounds)

Those custom bounds will be lost in the first call to _lmlik. The same happens in this line and this line. Other files are also affected (tStudentProcess, GaussianProcessMCMC, and tStudentProcessMCMC).

josejimenezluna commented 3 years ago

Dear @bacalfa,

Many thanks for noticing this. I'm currently flagging this as a bug, and will fix asap.