Saving output at each function iteration for a minimise function
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hyp2 = minimize(hyp2, @gp, -1000000000, inf, meanfunc, covfunc, likfunc, x, y)
i use this command for optimising the hyper parameters present in meanfunc, covfunc, likfunc, which sometimes lead up to around 165 parameters to optimise. this takes a lot of time to simulate and takes around 2 to 3 months and while it is simulating the iteration doesnt get saved and only the last value gets saved. so when we stop at the middle due to unexpected circumstances such as power failure, system crash etc, i would have to start again from the beginning. hence is there any solution where for each iteration the solution gets autosaved and then the next iteration gets performed?
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