ppl::mcmc::StepAdapter Struct Reference

#include <step_adapter.hpp>

Public Member Functions
	StepAdapter (double _log_eps)
void	init (double _log_eps)
void	adapt (double alpha_ratio)
void	reset ()

Public Attributes
size_t	counter = 0
double	log_eps = 0.
double	log_eps_bar = 0.
double	H_bar = 0.
double	mu = 0.
const double	mu_constant = std::log(10)
StepConfig	step_config

Detailed Description

Adaptive values in NUTS algorithm using dual-averaging. Currently, only log_eps, log_eps_bar, and H_bar are adaptive.

Constructor & Destructor Documentation

StepAdapter()

ppl::mcmc::StepAdapter::StepAdapter ( double  _log_eps )

inline

Constructs a step adapter with the given log epsilon. Initializes mu to log(10*_log_eps).

Member Function Documentation

adapt()

void ppl::mcmc::StepAdapter::adapt ( double  alpha_ratio )

inline

Adapts log_eps, log_eps_bar, and H_bar.

init()

void ppl::mcmc::StepAdapter::init ( double  _log_eps )

inline

Must be called before beginning to adapt.

reset()

void ppl::mcmc::StepAdapter::reset ( )

inline

Reset all variables that change per iteration

Member Data Documentation

counter

size_t ppl::mcmc::StepAdapter::counter = 0

H_bar

double ppl::mcmc::StepAdapter::H_bar = 0.

log_eps

double ppl::mcmc::StepAdapter::log_eps = 0.

log_eps_bar

double ppl::mcmc::StepAdapter::log_eps_bar = 0.

mu

double ppl::mcmc::StepAdapter::mu = 0.

mu_constant

const double ppl::mcmc::StepAdapter::mu_constant = std::log(10)

step_config

StepConfig ppl::mcmc::StepAdapter::step_config

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The documentation for this struct was generated from the following file:

• include/autoppl/mcmc/hmc/step_adapter.hpp