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Implement step-size adaptation #41

Merged
merged 7 commits into from
Oct 26, 2021
Merged

Implement step-size adaptation #41

merged 7 commits into from
Oct 26, 2021

Commits on Oct 19, 2021

  1. Pass step_size to the HMC kernel instead of factory

    @rlouf
    rlouf committed Oct 19, 2021
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  2. Pass step_size to the NUTS kernel instead of factory

    @rlouf
    rlouf committed Oct 19, 2021
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  3. Add heuristic step size adaptation

    @rlouf
    rlouf committed Oct 19, 2021
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  4. Return acceptance probability with HMC 

    We make HMC return the acceptance probability related to the step that
was just taken.
    @rlouf
    rlouf committed Oct 19, 2021
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Commits on Oct 20, 2021

  1. Add step size adaptation with dual averaging

    @rlouf
    rlouf committed Oct 20, 2021
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Commits on Oct 21, 2021

  1. Refactor test for step size adaptation

    @rlouf
    rlouf committed Oct 21, 2021
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Commits on Oct 25, 2021

  1. Add Stan window adaptation schedule

    @rlouf
    rlouf committed Oct 25, 2021
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