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Improve GP/SGP API #132

Merged
merged 26 commits into from
Feb 1, 2024
Merged

Improve GP/SGP API #132

merged 26 commits into from
Feb 1, 2024

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relf
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@relf relf commented Jan 31, 2024

This PR makes the sparse gp surrogates available in Python and improve the API of GP/SGP surrogates and their consistency, notably:

  • Theta tuning : initial theta guess and bounds can be specified (theta_init, theta_bounds)
  • n_start controls the number of optimization multistart
  • In SGP rayon is used to make parallel optimization multistart
  • new SGP tutorial notebook

@relf relf merged commit ef0c44b into master Feb 1, 2024
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@relf relf deleted the sgp-api-improve branch February 1, 2024 16:04
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