Added fit method to bro.BO

edbo/bro.py

@@ -193,7 +193,42 @@ def init_sample(self, seed=None, append=False, export_path=None,
             self.obj.get_results(self.proposed_experiments, append=append)
 
         return self.proposed_experiments
+
+    # Fit model
+    def fit(self, n_restarts=0, learning_rate=0.1, training_iters=100):
+        """Fit surrogate model.
+        
+        Parameters
+        ----------
+        n_restarts : int
+            Number of restarts used when optimizing GPyTorch model parameters.
+        learning_rate : float
+            ADAM learning rate used when optimizing GPyTorch model parameters.
+        training_iters : int
+            Number of iterations to run ADAM when optimizin GPyTorch models
+            parameters.
+        
+        Returns
+        ----------
+        None
+        """        
 
+        # Initialize and train model
+        self.model = self.base_model(self.obj.X, 
+                                     self.obj.y, 
+                                     gpu=self.gpu,
+                                     nu=self.nu,
+                                     noise_constraint=self.noise_constraint,
+                                     lengthscale_prior=self.lengthscale_prior,
+                                     outputscale_prior=self.outputscale_prior,
+                                     noise_prior=self.noise_prior,
+                                     n_restarts=n_restarts,
+                                     learning_rate=learning_rate,
+                                     training_iters=training_iters
+                                     )
+
+        self.model.fit()
+
     # Run algorithm and get next round of experiments
     def run(self, append=False, n_restarts=0, learning_rate=0.1,
             training_iters=100):