def __init__(self, D, target_log_pdf, n, kernel_sigma, step_size, gamma2=0.1, schedule=None, acc_star=0.234): StaticMetropolis.__init__(self, D, target_log_pdf, step_size, schedule, acc_star) self.n = n self.kernel_sigma = kernel_sigma self.gamma2 = gamma2 self.Z = np.zeros((0, D))
def __init__(self, D, target_log_pdf, grad, step_size, schedule=None, acc_star=None): StaticMetropolis.__init__(self, D, target_log_pdf, step_size, schedule, acc_star) self.grad = grad # members hidden from constructor self.manual_gradient_step_size = None self.do_preconditioning = False self.forward_drift_norms = []