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Optimization of hyper parameters #216

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azinoma opened this issue Apr 4, 2022 · 2 comments
Open

Optimization of hyper parameters #216

azinoma opened this issue Apr 4, 2022 · 2 comments

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@azinoma
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azinoma commented Apr 4, 2022

Dear all,

I am trying to use exact GPs and the hyperparameter optimization keeps producing errors, such as AssertionError: isfinite(phi_c) && isfinite(dphi_c).
Consider this minimal example:
N = 100
X = rand(3, N)
y = sin.(X[1,:]) .* cos.(X[2,:]) .+ 2. .* X[3,:]
kern = Matern(5/2,[0.0, 0.0, 0.0],0.0) + SE(0.0, 0.0)
m = MeanZero()
gp = GP(X,y,m,kern)
optimize!(gp)

Am I doing something wrong, or is there an error?

Many greetings,
Marlon

@parikshit-pareek
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Purely based on observation: Try reducing the number of training samples N and see if it makes any difference.

@JanRotti
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Can confirm. For me it seemed to work if i rerun optimize!(gp) a few times. Not exactly sure what is happening behind the curtains.

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