Playing with optimizers

MatlabGP/+BO/argmax.m

@@ -5,7 +5,7 @@
 
 x0 = lb + (ub-lb).*rand(1,length(lb));
 
-[x,R] = VSGD(@(x) FF(Z,x),x0,'lr',0.03,'lb',lb,'ub',ub,'gamma',0.01,'iters',100,'tol',1*10^(-5));
+[x,R] = VSGD(@(x) FF(Z,x),x0,'lr',0.03,'lb',lb,'ub',ub,'gamma',0.01,'iters',100,'tol',1*10^(-3));
 
 R = -1*R;
 

MatlabGP/+BO/maxGrad.m

@@ -0,0 +1,12 @@
+function [alpha, dalpha] = maxGrad(Z,x)
+
+%Calculate std at x
+[~,dmuf] = Z.eval_mu(x);
+
+[~,dmuf2] = Z.eval_mu(x+0.05);
+
+alpha = -1*norm(dmuf);
+
+dalpha = 2*dmuf.*(dmuf2 - dmuf)/0.05;
+
+end

MatlabGP/+BO/maxMU.m

@@ -1,10 +1,10 @@
-function [alpha, dalpha] = maxVAR(Z,x)
+function [alpha, dalpha] = maxMU(Z,x)
 
 %Calculate std at x
-[varf,dvarf] = Z.eval_var(x);
+[muf,dmuf] = Z.eval_mu(x);
 
-alpha = -1*abs(varf);
+alpha = -1*muf;
 
-dalpha = dvarf;
+dalpha = dmuf;
 
 end

MatlabGP/+kernels/EQ_matrix.m

@@ -20,19 +20,26 @@
 
             n=0;
             for i = 1:size(x1,2)
-                for j = 1:size(x2,2)
+                for j = i:size(x2,2)
                     n=n+1;
                     M(i,j) = theta(n);
                 end
             end
+
+            for i = 1:size(x1,2)
+                for j = 1:i
+                    n=n+1;
+                    M(i,j) = -1*M(j,i);
+                end
+            end
 
             for i = 1:size(x1,1)
                 for j = 1:size(x2,1)
-                    d(i,j) = x1(i,:)*M*x2(j,:)';
+                   d(i,j) = abs(sqrt((x1(i,:) - x2(j,:))*M*(x1(i,:) - x2(j,:))'));
                 end
             end
 
-            K = exp(-d.^2);
+            K = exp(-(d).^2);
 
         end
 

MatlabGP/+kernels/Kernel.m

@@ -24,7 +24,7 @@
             b = dot(x2,x2,2);
             c = x1*x2';
 
-            D = abs(sqrt(abs(a + b' - 2*c)));
+            D = sqrt(abs(a + b' - 2*c));
 
         end