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Least squares fit to speed up sampler #57

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sblunt opened this issue Sep 5, 2018 · 6 comments
Open

Least squares fit to speed up sampler #57

sblunt opened this issue Sep 5, 2018 · 6 comments
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enhancement New feature or request good first issue Good for newcomers help wanted Extra attention is needed

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@sblunt
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sblunt commented Sep 5, 2018

This might be something @logan-pearce is interested in working on. In particular, I think we should implement the following:

  • use a scipy optimization routine to estimate the minimum chi square for a given dataset, then use that to calculate a modified chi square for each tested orbit.
  • adaptively modify priors as regions of parameter space are ruled out.
@sblunt sblunt added enhancement New feature or request help wanted Extra attention is needed labels Sep 5, 2018
@logan-pearce
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I don't think I will be able to. I am drowning in class, writing multiple papers, physics gre, NSF GRFP, and grad school apps. :-)

@sblunt sblunt self-assigned this Sep 6, 2018
@sblunt
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sblunt commented Sep 6, 2018

Sounds fun! Lol. No worries. This isn't a high priority item, so one or both of these speedups may still need to be implemented next semester if you have more time then. I'll put them on my todo list and keep you updated.
Good luck with applications, classes, and papers! :) You got this!!!

@sblunt
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sblunt commented Jan 10, 2019

Update:

  • we've decided that the second bullet point in initial issue should be discussed in documentation, but not explicitly worked into the code.
  • look into stochastic gradient descent for bullet point 1

@sblunt sblunt added this to the v2.0 milestone Jan 10, 2019
@isabelangelo isabelangelo self-assigned this Jan 29, 2019
@semaphoreP semaphoreP added the good first issue Good for newcomers label Jul 3, 2019
@sblunt sblunt assigned malenarice and unassigned isabelangelo and sblunt Jul 8, 2019
@sblunt
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sblunt commented Sep 7, 2020

@lhirsch238 potentially interested in this as a student project

@semaphoreP semaphoreP changed the title Speedups for OFTI algorithm Least squares fit to speed up sampler Oct 21, 2020
@semaphoreP
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Also to inform MCMC chain starting locations to improve convergence.

@sblunt sblunt removed this from the v2.0 milestone Jul 21, 2021
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sblunt commented Nov 2, 2021

Added to MCMC starting positions tutorial in PR #301. Items still on the todo list for this issue include using the minimizer results to speed up OFTI, as well as exploring which minimzers work best for orbits.

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Labels
enhancement New feature or request good first issue Good for newcomers help wanted Extra attention is needed
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