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Add standard HMC/NUTS defaults and options

Open brandonwillard opened this issue 1 year ago • 1 comments

Aside from constructing complete sampler loops per https://github.com/aesara-devs/aemcmc/issues/80, we need to set some standard HMC/NUTS defaults (e.g. mass matrix adaptation) and clarify the settings/options interface to the sampler construction process.

brandonwillard avatar Nov 30 '22 01:11 brandonwillard

We can automate adaptation now that #76 is merged. It is already implemented in AeHMC, so this is mostly about wiring and figuring out the interface.

One difficulty with the window adaptation is that the number of steps needs to be known in advance, and some changes may be necessary if we want to use a symbolic variable to represent that number.

rlouf avatar Nov 30 '22 06:11 rlouf