IWLSKernel

class liesel.goose.iwls.IWLSKernel(position_keys, chol_info_fn=None, initial_step_size=0.01, da_tune_step_size=True, da_target_accept=0.8, da_gamma=0.05, da_kappa=0.75, da_t0=10, identifier='')

Bases: ModelMixin, TransitionMixin[IWLSKernelState, DefaultTransitionInfo], ReprMixin

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.
untuned(position_keys[, chol_info_fn])	Initializes an IWLS kernel that does not conduct step size tuning during warmup.

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.