Example #1
0
    def test_msgnht_mcmc_2d(self):
        optimizer = sgmcmc.MultivariateNoseHooverMCMC(total_sample_size=1,
                                                      learning_rate=0.001,
                                                      momentum_decay=0.99)

        # Because we use a large amount of noise, we tolerate low efficiency and
        # reasonable accuracy
        self._run_optimizer_test_2d(optimizer,
                                    nsamples=100000,
                                    noise_sigma=1.0,
                                    tol_mean=0.1,
                                    tol_kl=0.025,
                                    efficiency_lb=0.001)
Example #2
0
 def test_msgnht_mcmc_1d(self):
     optimizer = sgmcmc.MultivariateNoseHooverMCMC(total_sample_size=1,
                                                   learning_rate=0.001,
                                                   momentum_decay=0.99)
     self._run_optimizer_test_1d(optimizer, tol_mean=0.15)