liesel.goose.da#

Dual averaging.

This module uses the error codes 80-89.

Functions

da_finalize(kernel_state)

Sets the new step size in a DAKernelState.

da_init(kernel_state)

Initializes (or resets) a DAKernelState.

da_step(kernel_state, acceptance_prob, ...)

Performs an dual averaging update on a DAKernelState.

Classes

DAKernelState(*args, **kwargs)

A protocol for a kernel state with dual averaging support.