liesel.goose.da.da_step#
- liesel.goose.da.da_step(kernel_state, acceptance_prob, time_in_epoch, target_accept=0.8, gamma=0.05, kappa=0.75, t0=10)[source]#
Performs an dual averaging update on a
DAKernelState
. ReturnsNone
and should be called for the side effect on thekernel_state
argument.- Parameters:
kernel_state (
DAKernelState
) – A kernel state implementing theDAKernelState
protocol.acceptance_prob (
float
) – The acceptance probability of this MCMC iteration.time_in_epoch (
int
) – The number of completed MCMC iterations in this epoch.target_accept (
float
) – The target acceptance probability. (default:0.8
)gamma (
float
) – The adaptation regularization scale. (default:0.05
)kappa (
float
) – The adaptation relaxation exponent. (default:0.75
)t0 (
int
) – The adaptation iteration offset. (default:10
)
- Return type: