- method –
Optimization methods. Possible values are:
“Minimize” -> minimize by Carl Rasmussen (python implementation of “minimize” in GPML)
“CG” -> conjugent gradient
“BFGS” -> quasi-Newton method of Broyden, Fletcher, Goldfarb, and Shanno (BFGS)
“SCG” -> scaled conjugent gradient (faster than CG)
- num_restarts – Set if you want to run mulitiple times of optimization with different initial guess.
It specifys the maximum number of runs/restarts/trials.
- min_threshold – Set if you want to run mulitiple times of optimization with different initial guess.
It specifys the threshold of objective function value. Stop optimization when this value is reached.
- meanRange – The range of initial guess for mean hyperparameters.
e.g. meanRange = [(-2,2), (-5,5), (0,1)].
Each tuple specifys the range (low, high) of this hyperparameter,
This is only the range of initial guess, during optimization process, optimal hyperparameters may go out of this range.
(-5,5) for each hyperparameter by default.
- covRange – The range of initial guess for kernel hyperparameters. Usage see meanRange
- likRange – The range of initial guess for likelihood hyperparameters. Usage see meanRange