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Conditional solver selection #330

Merged
merged 2 commits into from
Aug 2, 2024
Merged

Conditional solver selection #330

merged 2 commits into from
Aug 2, 2024

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AdrianSosic
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@AdrianSosic AdrianSosic commented Aug 2, 2024

Transfer learning using the scipy solver invoked via fit_gpytorch_mll is currently unstable because it seems we run into overfitting problems due to missing priors on the involved IndexKernel. Using the old fit_gpytorch_mll_torch routine mitigates this problem, probably because the MLL fitting does not fully converge, which effectively acts as regularization via early stopping. In a non-transfer-learning context, however, the scipy solver produces generally better results.

This PR thus implements a temporary workaround where the solver is chosen adaptively based on the presence of a TaskParameter.

@AdrianSosic AdrianSosic added the bug Something isn't working label Aug 2, 2024
@AdrianSosic AdrianSosic self-assigned this Aug 2, 2024
@AdrianSosic AdrianSosic merged commit 063c5ca into main Aug 2, 2024
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@AdrianSosic AdrianSosic deleted the hotfix/mll branch August 2, 2024 10:10
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