{"action":"created","issue":{"url":"https://api.github.com/repos/GPflow/GPflow/issues/188","repository_url":"https://api.github.com/repos/GPflow/GPflow","labels_url":"https://api.github.com/repos/GPflow/GPflow/issues/188/labels{/name}","comments_url":"https://api.github.com/repos/GPflow/GPflow/issues/188/comments","events_url":"https://api.github.com/repos/GPflow/GPflow/issues/188/events","html_url":"https://github.com/GPflow/GPflow/issues/188","id":174275935,"number":188,"title":"Change default Python optimizer for GPflow?","user":{"login":"alexggmatthews","id":6596998,"avatar_url":"https://avatars.githubusercontent.com/u/6596998?v=3","gravatar_id":"","url":"https://api.github.com/users/alexggmatthews","html_url":"https://github.com/alexggmatthews","followers_url":"https://api.github.com/users/alexggmatthews/followers","following_url":"https://api.github.com/users/alexggmatthews/following{/other_user}","gists_url":"https://api.github.com/users/alexggmatthews/gists{/gist_id}","starred_url":"https://api.github.com/users/alexggmatthews/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/alexggmatthews/subscriptions","organizations_url":"https://api.github.com/users/alexggmatthews/orgs","repos_url":"https://api.github.com/users/alexggmatthews/repos","events_url":"https://api.github.com/users/alexggmatthews/events{/privacy}","received_events_url":"https://api.github.com/users/alexggmatthews/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/GPflow/GPflow/labels/question","name":"question","color":"cc317c"}],"state":"open","locked":false,"assignee":{"login":"markvdw","id":4289538,"avatar_url":"https://avatars.githubusercontent.com/u/4289538?v=3","gravatar_id":"","url":"https://api.github.com/users/markvdw","html_url":"https://github.com/markvdw","followers_url":"https://api.github.com/users/markvdw/followers","following_url":"https://api.github.com/users/markvdw/following{/other_user}","gists_url":"https://api.github.com/users/markvdw/gists{/gist_id}","starred_url":"https://api.github.com/users/markvdw/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/markvdw/subscriptions","organizations_url":"https://api.github.com/users/markvdw/orgs","repos_url":"https://api.github.com/users/markvdw/repos","events_url":"https://api.github.com/users/markvdw/events{/privacy}","received_events_url":"https://api.github.com/users/markvdw/received_events","type":"User","site_admin":false},"assignees":[{"login":"markvdw","id":4289538,"avatar_url":"https://avatars.githubusercontent.com/u/4289538?v=3","gravatar_id":"","url":"https://api.github.com/users/markvdw","html_url":"https://github.com/markvdw","followers_url":"https://api.github.com/users/markvdw/followers","following_url":"https://api.github.com/users/markvdw/following{/other_user}","gists_url":"https://api.github.com/users/markvdw/gists{/gist_id}","starred_url":"https://api.github.com/users/markvdw/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/markvdw/subscriptions","organizations_url":"https://api.github.com/users/markvdw/orgs","repos_url":"https://api.github.com/users/markvdw/repos","events_url":"https://api.github.com/users/markvdw/events{/privacy}","received_events_url":"https://api.github.com/users/markvdw/received_events","type":"User","site_admin":false}],"milestone":null,"comments":6,"created_at":"2016-08-31T13:40:18Z","updated_at":"2016-08-31T16:51:32Z","closed_at":null,"body":"At the moment we use lbfgs_b from scipy as the default optimizer in GPflow. \r\n\r\nParticularly with #185 and using float32 and float64 we have some anecdotal evidence that lbfgs_b is aggressively finding numerical instabilities in the algorithm where other optimizers wouldn't.\r\n\r\nRasmussen's minimize.m springs to mind as an algorithm with good performance and numerical stability. We might of course consider other methods. \r\n\r\nI know @markvdw is pretty knowledgeable on this topic so I'm assigning this issue to him for comments. "},"comment":{"url":"https://api.github.com/repos/GPflow/GPflow/issues/comments/243827802","html_url":"https://github.com/GPflow/GPflow/issues/188#issuecomment-243827802","issue_url":"https://api.github.com/repos/GPflow/GPflow/issues/188","id":243827802,"user":{"login":"mathDR","id":2363269,"avatar_url":"https://avatars.githubusercontent.com/u/2363269?v=3","gravatar_id":"","url":"https://api.github.com/users/mathDR","html_url":"https://github.com/mathDR","followers_url":"https://api.github.com/users/mathDR/followers","following_url":"https://api.github.com/users/mathDR/following{/other_user}","gists_url":"https://api.github.com/users/mathDR/gists{/gist_id}","starred_url":"https://api.github.com/users/mathDR/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/mathDR/subscriptions","organizations_url":"https://api.github.com/users/mathDR/orgs","repos_url":"https://api.github.com/users/mathDR/repos","events_url":"https://api.github.com/users/mathDR/events{/privacy}","received_events_url":"https://api.github.com/users/mathDR/received_events","type":"User","site_admin":false},"created_at":"2016-08-31T16:51:32Z","updated_at":"2016-08-31T16:51:32Z","body":"I don't know how much you guys are interested in this area, but William W.\nHager at the University of Florida has a lot of research software regarding\nnumerical optimization:  http://users.clas.ufl.edu/hager/\n\nYou can pick and choose, but his conjugate gradient code is very good.  He\nalso has a bunch of sparse Cholesky solvers and the like.\n\nAgain, I don't know how deep down the rabbit hole you want to go in this\narea...\n\nDan\n\nOn Wed, Aug 31, 2016 at 9:30 AM, Mark van der Wilk <notifications@github.com\n> wrote:\n\n> Come to think of it, it would be nice to collect a set of cases where the\n> scipy optimiser gets stuck, or goes to a numerically unstable region, both\n> to test the improved minimize, and to quantify how much of a problem it is\n> in GPflow (and how much it has improved).\n>\n> If anybody wants to send me a situation like this, and doesn't mind it\n> being used in our paper, get in touch!\n>\n> —\n> You are receiving this because you are subscribed to this thread.\n> Reply to this email directly, view it on GitHub\n> <https://github.com/GPflow/GPflow/issues/188#issuecomment-243821606>, or mute\n> the thread\n> <https://github.com/notifications/unsubscribe-auth/ACQPhc9a3g5jKnFG0uiw-SIklJLpdLCOks5qlaw1gaJpZM4Jxn1C>\n> .\n>\n"}}
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