DualAvgState

class liesel.goose.da.DualAvgState(error_sum, log_avg_step_size, mu)

Bases: object

The state of the dual averaging algorithm.

Methods

from_step_size(step_size)

Initializes a dual averaging state for step_size.

Attributes

error_sum	The error sum of the acceptance probability.
log_avg_step_size	The logarithm of the average step size.
mu	The bias of the step size proposals.