EngineBuilder.add_adaptation()

EngineBuilder.add_adaptation()#

EngineBuilder.add_adaptation(duration, init=0.1, term=0.2, base=25, thinning=1)[source]#

Adds adaptation epochs, for tuning kernel hyperparameters.

This follows the Stan Development Team (Stan Reference Manual 2021, Chapter 15.2 [1]).

Note that the order in which you add epochs matters. Adaptation epochs should usually come before all other epochs.

Parameters:
  • duration (int) – The number of adaptation samples.

  • init (float | int) – The share of samples in the initial fast adaptation epoch, relative to the total number of adaptation samples (if given as a float), or the total number of init samples (if given as an integer). (default: 0.1)

  • term (float | int) – The share of samples in the final fast adaptation epoch, relative to the total number of adaptation samples (if given as a float), or the total number of term samples (if given as an integer). (default: 0.2)

  • base (int) – The number of samples in the first slow adaptation epoch. (default: 25)

  • thinning (int) – Thinning applied in each adaptation. (default: 1)

Warning

Kernels which rely on history tuning might not be able to deal with thinning during adaptation.

References