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Change default optimizer in OPVI to adagrad_window #2218

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Merged
merged 1 commit into from
May 24, 2017
Merged

Change default optimizer in OPVI to adagrad_window #2218

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10 changes: 5 additions & 5 deletions pymc3/variational/opvi.py
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Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@
import theano.tensor as tt

import pymc3 as pm
from .updates import adam
from .updates import adagrad_window
from ..distributions.dist_math import rho2sd, log_normal
from ..model import modelcontext, ArrayOrdering, DictToArrayBijection
from ..util import get_default_varnames
Expand Down Expand Up @@ -97,7 +97,7 @@ def random(self, size=None):
"""
return self.op.approx.random(size)

def updates(self, obj_n_mc=None, tf_n_mc=None, obj_optimizer=adam, test_optimizer=adam,
def updates(self, obj_n_mc=None, tf_n_mc=None, obj_optimizer=adagrad_window, test_optimizer=adagrad_window,
more_obj_params=None, more_tf_params=None, more_updates=None, more_replacements=None):
"""Calculates gradients for objective function, test function and then
constructs updates for optimization step
Expand Down Expand Up @@ -157,7 +157,7 @@ def updates(self, obj_n_mc=None, tf_n_mc=None, obj_optimizer=adam, test_optimize
resulting_updates.update(more_updates)
return resulting_updates

def add_test_updates(self, updates, tf_n_mc=None, test_optimizer=adam,
def add_test_updates(self, updates, tf_n_mc=None, test_optimizer=adagrad_window,
more_tf_params=None, more_replacements=None):
tf_z = self.get_input(tf_n_mc)
tf_target = self(tf_z, more_tf_params=more_tf_params)
Expand All @@ -168,7 +168,7 @@ def add_test_updates(self, updates, tf_n_mc=None, test_optimizer=adam,
self.test_params +
more_tf_params))

def add_obj_updates(self, updates, obj_n_mc=None, obj_optimizer=adam,
def add_obj_updates(self, updates, obj_n_mc=None, obj_optimizer=adagrad_window,
more_obj_params=None, more_replacements=None):
obj_z = self.get_input(obj_n_mc)
obj_target = self(obj_z, more_obj_params=more_obj_params)
Expand All @@ -187,7 +187,7 @@ def get_input(self, n_mc):
@memoize
@change_flags(compute_test_value='off')
def step_function(self, obj_n_mc=None, tf_n_mc=None,
obj_optimizer=adam, test_optimizer=adam,
obj_optimizer=adagrad_window, test_optimizer=adagrad_window,
more_obj_params=None, more_tf_params=None,
more_updates=None, more_replacements=None, score=False,
fn_kwargs=None):
Expand Down