Example #1
0
def make_fast_adapt_kernel(*,
                           kind,
                           proposal_kernel_kwargs,
                           dual_averaging_kwargs):
  return dassa.DualAveragingStepSizeAdaptation(
      _make_base_kernel(
          kind=kind, proposal_kernel_kwargs=proposal_kernel_kwargs),
      **dual_averaging_kwargs)
Example #2
0
def make_fast_adapt_kernel(*, target_log_prob_fn, initial_step_size,
                           num_leapfrog_steps, num_adaptation_steps,
                           target_accept_prob, momentum_distribution):
    return dassa.DualAveragingStepSizeAdaptation(
        _make_base_kernel(target_log_prob_fn=target_log_prob_fn,
                          step_size=initial_step_size,
                          num_leapfrog_steps=num_leapfrog_steps,
                          momentum_distribution=momentum_distribution),
        shrinkage_target=initial_step_size,
        num_adaptation_steps=num_adaptation_steps,
        target_accept_prob=target_accept_prob)