New benchmarks [ci skip]

waf_tools/benchmark_template.cpp

@@ -138,9 +138,9 @@ void benchmark(const std::string& name, std::vector<int> dimensions, std::vector
             double deltamax = 50;
             double etaminus = 0.5;
             double etaplus = 1.2;
-            rprop_optimizer.init(1e-4, delta0, deltamin, deltamax, etaminus, etaplus);
+            rprop_optimizer.init(1e-2, delta0, deltamin, deltamax, etaminus, etaplus);
             auto start_libgp = std::chrono::high_resolution_clock::now();
-            rprop_optimizer.maximize(&libgp_gp, 300, false);
+            rprop_optimizer.maximize(&libgp_gp, 50, false);
             auto time_libgp = std::chrono::duration_cast<std::chrono::microseconds>(std::chrono::high_resolution_clock::now() - start_libgp).count();
             std::cout << std::setprecision(std::numeric_limits<long double>::digits10 + 1);
             std::cout << "Time of libGP in secs: " << time_libgp / double(1000000.0) << std::endl;

waf_tools/regression_benchmarks.json

@@ -4,7 +4,6 @@
   "points" : [50, 100, 200, 400, 600],
   "randomness": ["uniform"],
   "noise" : "true",
-  "models" : [{"name" : "GP-SE-Full-Rprop", "type" : "GP", "kernel" : {"type": "SquaredExpARD", "optimize_noise" : "true", "params" : {"sigma_sq" : ["double", 1.0]}}, "mean" : {"type": "NullFunction", "has_defaults" : "false"}, "hp_opt" : {"type" : "KernelLFOpt", "optimizer" : "Rprop", "params" : {"eps_stop" : ["double", 1e-4]}}},
-  {"name" : "GP-SE-Full-SLSQP", "type" : "GP", "kernel" : {"type": "SquaredExpARD", "optimize_noise" : "true", "params" : {"sigma_sq" : ["double", 1.0]}}, "mean" : {"type": "NullFunction", "has_defaults" : "false"}, "hp_opt" : {"type" : "KernelLFOpt", "optimizer" : ["NLOptGrad", "nlopt::LD_SLSQP"], "params" : {"fun_tolerance" : ["double", 1e-4], "xrel_tolerance" : ["double", 1e-4]}}},
-        {"name" : "GP-SE-Rprop", "type" : "GP", "kernel" : {"type": "SquaredExpARD", "optimize_noise" : "false", "params" : {"sigma_sq" : ["double", 1.0]}}, "mean" : {"type": "NullFunction", "has_defaults" : "false"}, "hp_opt" : {"type" : "KernelLFOpt", "optimizer" : "Rprop", "params" : {"eps_stop" : ["double", 1e-4]}}}]
+  "models" : [{"name" : "GP-SE-Full-Rprop", "type" : "GP", "kernel" : {"type": "SquaredExpARD", "optimize_noise" : "true", "params" : {"sigma_sq" : ["double", 1.0]}}, "mean" : {"type": "NullFunction", "has_defaults" : "false"}, "hp_opt" : {"type" : "KernelLFOpt", "optimizer" : "Rprop", "params" : {"iterations" : ["int", 50], "eps_stop" : ["double", 1e-2]}}},
+        {"name" : "GP-SE-Rprop", "type" : "GP", "kernel" : {"type": "SquaredExpARD", "optimize_noise" : "false", "params" : {"sigma_sq" : ["double", 1.0]}}, "mean" : {"type": "NullFunction", "has_defaults" : "false"}, "hp_opt" : {"type" : "KernelLFOpt", "optimizer" : "Rprop", "params" : {"iterations" : ["int", 50], "eps_stop" : ["double", 1e-2]}}}]
 }]