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How to add an optimizer ? following AbstractGPs.jl 's co2 demo.

Open math4mad opened this issue 2 years ago • 0 comments

How to add an optimizer ? following AbstractGPs.jl 's co2 demo.

opt =Flux.Optimise.Nesterov()  #?
function agp(X,y)
    kernel =build_kernel(ParameterHandling.value(θ_init))
    for (index, num_inducing) in enumerate(Ms)
        @info "Training with $(num_inducing) points"
        m = SVGP(
            kernel, # Kernel
            GaussianLikelihood(σ), 
            AnalyticVI(),
            inducingpoints(KmeansAlg(num_inducing), X); 
            optimiser=opt, 
            Zoptimiser=false,
        )
        
        @time train!(m, X, y, 100) 
        models[index] = m 
    end
end

agp-co2-xtest-fit

math4mad avatar Jul 06 '23 06:07 math4mad