Commit ace1bc2e authored by Konstantinos Chatzilygeroudis's avatar Konstantinos Chatzilygeroudis
Browse files

New benchmarks [ci skip]

parent 65e9dc44
...@@ -138,9 +138,9 @@ void benchmark(const std::string& name, std::vector<int> dimensions, std::vector ...@@ -138,9 +138,9 @@ void benchmark(const std::string& name, std::vector<int> dimensions, std::vector
double deltamax = 50; double deltamax = 50;
double etaminus = 0.5; double etaminus = 0.5;
double etaplus = 1.2; 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(); 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(); 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 << std::setprecision(std::numeric_limits<long double>::digits10 + 1);
std::cout << "Time of libGP in secs: " << time_libgp / double(1000000.0) << std::endl; std::cout << "Time of libGP in secs: " << time_libgp / double(1000000.0) << std::endl;
......
...@@ -4,7 +4,6 @@ ...@@ -4,7 +4,6 @@
"points" : [50, 100, 200, 400, 600], "points" : [50, 100, 200, 400, 600],
"randomness": ["uniform"], "randomness": ["uniform"],
"noise" : "true", "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]}}}, "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-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" : {"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" : {"eps_stop" : ["double", 1e-4]}}}]
}] }]
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