accelerate simulation; scale beta

This commit is contained in:
yangdsh
2019-11-21 04:08:08 +00:00
committed by Dana Van Aken
parent a0c60afc3c
commit f0c6d7ef1f
4 changed files with 38 additions and 29 deletions

View File

@@ -109,7 +109,7 @@ class BasicGP(BaseModel):
return [
{
'input_dim': X_dim,
'ARD': True
'ARD': False
},
{
'input_dim': X_dim,

View File

@@ -45,7 +45,7 @@ def tf_optimize(model, Xnew_arr, learning_rate=0.01, maxiter=100, ucb_beta=3.,
beta_t = tf.constant(ucb_beta, name='ucb_beta', dtype=settings.float_type)
y_mean_var = model.likelihood.predict_mean_and_var(*model._build_predict(Xin))
loss = tf.subtract(y_mean_var[0], tf.multiply(beta_t, y_mean_var[1]), name='loss_fn')
opt = tf.train.AdamOptimizer(learning_rate)
opt = tf.train.AdamOptimizer(learning_rate, epsilon=1e-6)
train_op = opt.minimize(loss)
variables = opt.variables()
init_op = tf.variables_initializer([Xnew] + variables)

View File

@@ -20,11 +20,12 @@ _UCB_MAP = {
}
def get_ucb_beta(ucb_beta, **kwargs):
def get_ucb_beta(ucb_beta, scale = 1., **kwargs):
check_valid(ucb_beta)
if not isinstance(ucb_beta, float):
ucb_beta = _UCB_MAP[ucb_beta](**kwargs)
assert isinstance(ucb_beta, float), type(ucb_beta)
ucb_beta *= scale
assert ucb_beta >= 0.0
return ucb_beta