accelerate simulation; scale beta
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@@ -109,7 +109,7 @@ class BasicGP(BaseModel):
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return [
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{
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'input_dim': X_dim,
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'ARD': True
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'ARD': False
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},
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{
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'input_dim': X_dim,
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@@ -45,7 +45,7 @@ def tf_optimize(model, Xnew_arr, learning_rate=0.01, maxiter=100, ucb_beta=3.,
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beta_t = tf.constant(ucb_beta, name='ucb_beta', dtype=settings.float_type)
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y_mean_var = model.likelihood.predict_mean_and_var(*model._build_predict(Xin))
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loss = tf.subtract(y_mean_var[0], tf.multiply(beta_t, y_mean_var[1]), name='loss_fn')
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opt = tf.train.AdamOptimizer(learning_rate)
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opt = tf.train.AdamOptimizer(learning_rate, epsilon=1e-6)
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train_op = opt.minimize(loss)
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variables = opt.variables()
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init_op = tf.variables_initializer([Xnew] + variables)
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@@ -20,11 +20,12 @@ _UCB_MAP = {
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}
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def get_ucb_beta(ucb_beta, **kwargs):
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def get_ucb_beta(ucb_beta, scale = 1., **kwargs):
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check_valid(ucb_beta)
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if not isinstance(ucb_beta, float):
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ucb_beta = _UCB_MAP[ucb_beta](**kwargs)
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assert isinstance(ucb_beta, float), type(ucb_beta)
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ucb_beta *= scale
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assert ucb_beta >= 0.0
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return ucb_beta
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