dtolpin / infergo / issues / #6 - Implement adaption for HMC variants — Bitbucket

Issue #6 resolved

David Tolpin repo owner created an issue 2018-11-10

HMC variants in infer/mcmc.go need step size adaption. Since they are lazy and produce a stream of samples, adaption need not be a part of the algorithm, but can be run externally. Implement adaptation routines in infer/adapt.go.

Comments (4)

David Tolpin reporter
- edited description
- 2018-11-10T16:33:44+00:00
David Tolpin reporter
- changed status to open
- 2018-11-11T07:34:06+00:00
David Tolpin reporter
- marked as minor
I am thinking about implementing adaptation in infergo , as an optimization on a model.
- 2018-11-11T07:52:40+00:00
David Tolpin reporter
- changed status to resolved
commit #7404ca641126c88bc5a2e5840be859e3b1e06d67 resolves this, changes in infer/adapt.go. Adaptation is wrt the depth.
- 2018-11-12T16:12:16+00:00
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Assignee: –

Type: enhancement

Priority: minor

Status: resolved

Votes: 0

Watchers: 1

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