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add "burn-in" parameter in bpmf code

Open chyikwei opened this issue 6 years ago • 1 comments

based on discussion in pr #24

chyikwei avatar May 29 '18 14:05 chyikwei

The easiest way would be to introduce a burn-in parameter in the fit method. This would be reasonable from the API point of view and easy to implement. The drawback is that you have to decide before running the simulation how many iterations to discard, and cannot modify this choice later, without having to run again.

To be able to do the latter, one could save the user and movie matrix at every iteration and work with them after the running the MCMC simulation, but this is extremely inefficient.

LoryPack avatar May 29 '18 14:05 LoryPack