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Add adaptation on HMC trajectory length to increase the expected Change in the Estimator of the Expected Square (ChEES-HMC) #421

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merged 3 commits into from
Nov 3, 2023
Merged

Add adaptation on HMC trajectory length to increase the expected Change in the Estimator of the Expected Square (ChEES-HMC) #421

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ce46f3b
ChEES-HMC
albcab Oct 14, 2022
b1f3419
geometric weighted moving average and tests for convergence of step s…
albcab Nov 2, 2023
56eb275
Update blackjax/adaptation/chees_adaptation.py
albcab Nov 2, 2023
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5 changes: 4 additions & 1 deletion blackjax/__init__.py
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Original file line number Diff line number Diff line change
@@ -1,13 +1,14 @@
from blackjax._version import __version__

from .adaptation.chees_adaptation import chees_adaptation
from .adaptation.meads_adaptation import meads_adaptation
from .adaptation.pathfinder_adaptation import pathfinder_adaptation
from .adaptation.window_adaptation import window_adaptation
from .diagnostics import effective_sample_size as ess
from .diagnostics import potential_scale_reduction as rhat
from .mcmc.elliptical_slice import elliptical_slice
from .mcmc.ghmc import ghmc
from .mcmc.hmc import hmc
from .mcmc.hmc import dynamic_hmc, hmc
from .mcmc.mala import mala
from .mcmc.marginal_latent_gaussian import mgrad_gaussian
from .mcmc.nuts import nuts
Expand All @@ -29,6 +30,7 @@
"dual_averaging", # optimizers
"lbfgs",
"hmc", # mcmc
"dynamic_hmc",
"mala",
"mgrad_gaussian",
"nuts",
Expand All @@ -44,6 +46,7 @@
"csgld",
"window_adaptation", # mcmc adaptation
"meads_adaptation",
"chees_adaptation",
"pathfinder_adaptation",
"adaptive_tempered_smc", # smc
"tempered_smc",
Expand Down
14 changes: 12 additions & 2 deletions blackjax/adaptation/__init__.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,13 @@
from . import meads_adaptation, pathfinder_adaptation, window_adaptation
from . import (
chees_adaptation,
meads_adaptation,
pathfinder_adaptation,
window_adaptation,
)

__all__ = ["meads_adaptation", "window_adaptation", "pathfinder_adaptation"]
__all__ = [
"chees_adaptation",
"meads_adaptation",
"window_adaptation",
"pathfinder_adaptation",
]
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