NUTSKernel

class liesel.goose.nuts.NUTSKernel(position_keys, initial_step_size=None, initial_inverse_mass_matrix=None, max_treedepth=10, da_target_accept=0.8, da_gamma=0.05, da_kappa=0.75, da_t0=10, mm_diag=True)

Bases: ModelMixin, TransitionMixin[NUTSKernelState, NUTSTransitionInfo], TuningMixin[NUTSKernelState, DefaultTuningInfo]

A NUTS kernel with dual averaging and an inverse mass matrix tuner, implementing the 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 with an identity inverse mass matrix and a reasonable step size (unless explicit arguments were provided by the user).
start_epoch(prng_key, kernel_state, ...)	Resets the state of the dual averaging algorithm.

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.