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For standard scenario's with GPRs (which is what most people will start with) I think this might give an additional automated stability support (which can be disabled by setting the callback to None)","created_at":"2017-08-27T22:04:44Z","updated_at":"2017-08-27T22:04:44Z","html_url":"https://github.com/GPflow/GPflowOpt/pull/73#discussion_r135422463","pull_request_url":"https://api.github.com/repos/GPflow/GPflowOpt/pulls/73","_links":{"self":{"href":"https://api.github.com/repos/GPflow/GPflowOpt/pulls/comments/135422463"},"html":{"href":"https://github.com/GPflow/GPflowOpt/pull/73#discussion_r135422463"},"pull_request":{"href":"https://api.github.com/repos/GPflow/GPflowOpt/pulls/73"}},"in_reply_to_id":135242444},"pull_request":{"url":"https://api.github.com/repos/GPflow/GPflowOpt/pulls/73","id":136979878,"html_url":"https://github.com/GPflow/GPflowOpt/pull/73","diff_url":"https://github.com/GPflow/GPflowOpt/pull/73.diff","patch_url":"https://github.com/GPflow/GPflowOpt/pull/73.patch","issue_url":"https://api.github.com/repos/GPflow/GPflowOpt/issues/73","number":73,"state":"open","locked":false,"title":"Callback","user":{"login":"javdrher","id":767772,"avatar_url":"https://avatars3.githubusercontent.com/u/767772?v=4","gravatar_id":"","url":"https://api.github.com/users/javdrher","html_url":"https://github.com/javdrher","followers_url":"https://api.github.com/users/javdrher/followers","following_url":"https://api.github.com/users/javdrher/following{/other_user}","gists_url":"https://api.github.com/users/javdrher/gists{/gist_id}","starred_url":"https://api.github.com/users/javdrher/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/javdrher/subscriptions","organizations_url":"https://api.github.com/users/javdrher/orgs","repos_url":"https://api.github.com/users/javdrher/repos","events_url":"https://api.github.com/users/javdrher/events{/privacy}","received_events_url":"https://api.github.com/users/javdrher/received_events","type":"User","site_admin":false},"body":"Implementation of the final use case defined in #7 . This implements a callback strategy to plug a user defined callable in to BayesianOptimizer which is called each iteration and gives full controls over the models. All GPflow manipulations are possible (assigning priors, modifying transforms, fixing parameters). 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