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.
DualAvgState(error_sum, log_avg_step_size, mu)	The state of the dual averaging algorithm.