Make a deterministic swap proposal function, alternating even/odd swaps.
View aliases
Main aliases
tfp.experimental.substrates.numpy.mcmc.even_odd_swap_proposal_fn
tfp.substrates.numpy.mcmc.even_odd_swap_proposal_fn(
swap_frequency, name=None
)
This proposal function swaps deterministically swap_frequency
fraction of
the time, alternating even and odd parity.
This was shown in [2] to mix better than random schemes.
Contrast this with default_swap_proposal_fn
, which swaps randomly with
probability prob_swap
.
swap_fn = even_odd_swap_proposal_fn(swap_frequency=1)
even_odd_swap_proposal_fn(num_replica=4, step_count=0)
==> [1, 0, 3, 2] # Swap 0 <--> 1 and 2 <--> 3, even parity.
even_odd_swap_proposal_fn(num_replica=4, step_count=1)
==> [0, 2, 1, 3] # Swap 1 <--> 2, odd parity.
References
[1]: S. Syed, A. Bouchard-Cote G. Deligiannidis, A. Doucet Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme https://arxiv.org/abs/1905.02939