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Naming for "xtol" and "ftol" criteria in PINTS (max_unchanged_iterations)

5

As part of #1502 I'm wondering what to do about the names of the stopping criteria based on a minimum change per iteration At the moment we have `set_max_unchanged_iterations`, which...

MichaelClerx

Add "xtol" and "ftol" stopping criteria for optimisers

11

Many implemented optimisers provide stopping criteria based on the difference between the last two parameter sets (`abs(x[i] - x[i - 1]`) or the last two function evaluations (`abs(f[i] - f[i...

MichaelClerx

Allowing xtol and ftol stopping criteria in OptimisationController

1

Closes #1502 - [x] ftol is already possible, using `set_max_unchanged_iterations(1, ftol)` - [x] xtol can now similarly be implemented with `set_max_unmoved_iterations(1, xtol)` - [x] Moved *part of* stopping criteria code...

MichaelClerx

Add note saying we won't have discrete parameters in PINTS

4

To begin with we should probably state that PINTS does not allow discrete parameters. Later on, we should probably implement some discrete samplers - for some of the samplers, these...

ben18785

I-Bouros

Compare PINTS samplers with Stan for a range of models

12

We should compare PINTS' outputs for its implemented samplers with those of Stan (or Pymc3) -- the current industry standard. In the future of PINTS development, I think it's important...

ben18785

Add Model wrapper that uses Gaussian processes to evaluate

8

Possibly based on GPy or GPflow

MichaelClerx

k-shep

Add PRIMA optimisers

2

Dear PINTS maintainers, This is Dr. Zaikun Zhang from The Hong Kong Polytechnic University. Together with Professor [N.I.M. Gould](https://www.numerical.rl.ac.uk/people/nimg/), I am responsible for maintaining the renowned derivative-free optimization solvers of...

zaikunzhang

HierarchicalLogPrior class

1

#1134 Hi @simonmarchant ! What's the status of this project?

MichaelClerx