def run_sghmc(self):
env = BostonHousingEnv()
self.setup_env_defaults(env)
env.model_name = 'sghmc'
env.chains_num = 1
env.n_samples = 100
env.thinning = 1
sampler_params = dict()
sampler_params['step_sizes'] = .0005
sampler_params['hmc_steps'] = 10
sampler_params['friction'] = 1.
sampler_params['fade_in_velocities'] = True
env.setup_data_dir()
self.configure_env_mcmc(env, SGHMCSampler, sampler_params)
env.run()
def run_baseline_hmc(self):
env = BostonHousingEnv()
self.setup_env_defaults(env)
env.model_name = 'hmc'
env.test_case_name = 'baseline'
env.chains_num = 1
env.n_samples = 100
env.thinning = 4
sampler_params = dict()
sampler_params['step_sizes'] = .0005
sampler_params['hmc_steps'] = 10
sampler_params['mh_correction'] = True
sampler_params['batch_size'] = None
sampler_params['seek_step_sizes'] = False
sampler_params['fade_in_velocities'] = True
env.setup_data_dir()
self.configure_env_mcmc(env, HMCSampler, sampler_params)
env.run()