NUTSKernel

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NUTSKernel#

class liesel.goose.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, identifier='')[source]#

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

A NUTS kernel with dual averaging and an inverse mass matrix tuner, implementing the Kernel protocol.

Methods

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

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.
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