IWLSKernel#

class liesel.goose.iwls.IWLSKernel(position_keys, chol_info_fn=None, initial_step_size=0.01, da_target_accept=0.8, da_gamma=0.05, da_kappa=0.75, da_t0=10)[source]#

Bases: ModelMixin, TransitionMixin[IWLSKernelState, DefaultTransitionInfo]

An IWLS kernel with dual averaging and an (optional) user-defined function for computing the Cholesky decomposition of the Fisher information matrix, implementing the liesel.goose.types.Kernel protocol.

Methods

This section is empty if this class has only inherited attributes.

end_epoch(prng_key, kernel_state, ...)

Sets the step size as found by the dual averaging algorithm.

end_warmup(prng_key, kernel_state, ...)

Currently does nothing.

init_state(prng_key, model_state)

Initializes the kernel state.

start_epoch(prng_key, kernel_state, ...)

Resets the state of the dual averaging algorithm.

tune(prng_key, kernel_state, model_state, epoch)

Currently does nothing.

Attributes

This section is empty if this class has only inherited attributes.

error_book

Dict of error codes and their meaning.

identifier

Kernel identifier, set by EngineBuilder

needs_history

Whether this kernel needs its history for tuning.

position_keys

Tuple of position keys handled by this kernel.