View source on GitHub |
Tune the number of steps and scaling of one mutation.
tfp.experimental.mcmc.simple_heuristic_tuning(
num_steps,
log_scalings,
log_accept_prob,
optimal_accept=0.234,
target_accept_prob=0.99,
name=None
)
This is a simple heuristic for tuning the number of steps of the next mutation, as well as the scaling of a transition kernel (e.g., step size in HMC, scale of a Normal proposal in RWMH) using the acceptance probability from the previous mutation stage in SMC.
Returns | |
---|---|
num_steps
|
The number of steps for the next mutation. |
new_log_scalings
|
The log of the scale of the proposal kernel for the next mutation. |