I've been using MCMC to do parameter optimization for the GPs. I don't have it formally as part of pearce, and I should do that. I also should add a few other similar methods. Formally, using MCMC as an optimizer is bad! But in practice it has lately been working better than the ones I have been using. I should try a more correct grid search + optimizer approach instead, and include that too.
I've been using MCMC to do parameter optimization for the GPs. I don't have it formally as part of pearce, and I should do that. I also should add a few other similar methods. Formally, using MCMC as an optimizer is bad! But in practice it has lately been working better than the ones I have been using. I should try a more correct grid search + optimizer approach instead, and include that too.