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Add standard HMC/NUTS defaults and options #86

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brandonwillard opened this issue Nov 30, 2022 · 1 comment
Open

Add standard HMC/NUTS defaults and options #86

brandonwillard opened this issue Nov 30, 2022 · 1 comment
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@brandonwillard
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Aside from constructing complete sampler loops per #80, we need to set some standard HMC/NUTS defaults (e.g. mass matrix adaptation) and clarify the settings/options interface to the sampler construction process.

@rlouf
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rlouf commented Nov 30, 2022

We can automate adaptation now that #76 is merged. It is already implemented in AeHMC, so this is mostly about wiring and figuring out the interface.

One difficulty with the window adaptation is that the number of steps needs to be known in advance, and some changes may be necessary if we want to use a symbolic variable to represent that number.

@rlouf rlouf moved this to Samplers in AeMCMC Roadmap Feb 6, 2023
@rlouf rlouf removed this from AeMCMC Roadmap Feb 13, 2023
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