optimization_method
Change the optimization method used to compute hyperparameters
Specification
Alias: None
Arguments: STRING
Default: global
Description
Select the optimization method to compute hyperparameters of the Gaussian Process by specifying one of these arguments:
global(default) - DIRECT methodlocal- CONMIN methodsampling- generates several random guesses and picks the candidate with greatest likelihoodnone- no optimization, pick the center of the feasible region
The none option, and the starting location of the
local optimization, default to the center, in
log(correlation length) scale, of the of feasible region.
Surfpack picks a small feasible region of correlation parameters.
Note that we have found the global
optimization method to be the most robust.
