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