def __init__(self, opts, num_chains, max_temp, min_temp=1, swap_period=20):
self.options = opts
self.max_temp = max_temp
self.min_temp = min_temp
self.swap_period = swap_period
self.iter = 0
"""Current step iteration (runs to ``nsteps``)."""
self.chains = []
"""The set of chains in the temperature series."""
# Calculate the temperature series
temps = np.logspace(np.log10(min_temp), np.log10(max_temp),
num_chains)
# Initialize each of the chains
for i, temp in enumerate(temps):
chain = MCMC(opts)
chain.options.T_init = temp
chain.initialize()
chain.iter = chain.start_iter
self.chains.append(chain)
# Initialize arrays for storing swap info
num_swaps = self.options.nsteps / swap_period
self.swap_proposals = np.zeros((num_swaps, 2))
"""Each swap proposal is stored as [i, j] row in this array."""
self.pi_xi = np.zeros(num_swaps)
"""The posterior of chain i at the position of i."""
self.pi_xj = np.zeros(num_swaps)
"""The posterior of chain i at the position of j."""
self.pj_xi = np.zeros(num_swaps)
"""The posterior of chain j at the position of i."""
self.pj_xj = np.zeros(num_swaps)
"""The posterior of chain j at the position of j."""
self.delta_test_posteriors = np.zeros(num_swaps)
"""The posterior probability ratio for swap/noswap."""
self.swap_alphas = np.zeros(num_swaps)
"""The random number used to accept/reject the swap."""
self.swap_accepts = np.zeros(num_swaps, dtype=bool)
"""Booleans indicating accepted swaps."""
self.swap_rejects = np.zeros(num_swaps, dtype=bool)
"""Booleans indicating rejected swaps."""
self.swap_iter = 0
"""Current swap iteration (runs to ``nsteps / swap_period``)"""
def __init__(self, opts, num_chains, max_temp, min_temp=1, swap_period=20):
self.options = opts
self.max_temp = max_temp
self.min_temp = min_temp
self.swap_period = swap_period
self.iter = 0
"""Current step iteration (runs to ``nsteps``)."""
self.chains = []
"""The set of chains in the temperature series."""
# Calculate the temperature series
temps = np.logspace(np.log10(min_temp), np.log10(max_temp), num_chains)
# Initialize each of the chains
for i, temp in enumerate(temps):
chain = MCMC(opts)
chain.options.T_init = temp
chain.initialize()
chain.iter = chain.start_iter
self.chains.append(chain)
# Initialize arrays for storing swap info
num_swaps = self.options.nsteps / swap_period
self.swap_proposals = np.zeros((num_swaps, 2))
"""Each swap proposal is stored as [i, j] row in this array."""
self.pi_xi = np.zeros(num_swaps)
"""The posterior of chain i at the position of i."""
self.pi_xj = np.zeros(num_swaps)
"""The posterior of chain i at the position of j."""
self.pj_xi = np.zeros(num_swaps)
"""The posterior of chain j at the position of i."""
self.pj_xj = np.zeros(num_swaps)
"""The posterior of chain j at the position of j."""
self.delta_test_posteriors = np.zeros(num_swaps)
"""The posterior probability ratio for swap/noswap."""
self.swap_alphas = np.zeros(num_swaps)
"""The random number used to accept/reject the swap."""
self.swap_accepts = np.zeros(num_swaps, dtype=bool)
"""Booleans indicating accepted swaps."""
self.swap_rejects = np.zeros(num_swaps, dtype=bool)
"""Booleans indicating rejected swaps."""
self.swap_iter = 0
"""Current swap iteration (runs to ``nsteps / swap_period``)"""
