예제 #1
0
 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))
예제 #2
0
 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 = []
예제 #3
0
    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 = []
예제 #4
0
    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))