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Mass matrix adaptation and other features #21

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brandonwillard opened this issue Aug 31, 2021 · 1 comment · Fixed by #44
Closed

Mass matrix adaptation and other features #21

brandonwillard opened this issue Aug 31, 2021 · 1 comment · Fixed by #44
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help wanted Extra attention is needed important

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@brandonwillard
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We need implementations for some of the nicer HMC/NUTS automations like mass matrix and step size adaptation.
@brandonwillard brandonwillard added help wanted Extra attention is needed important labels Aug 31, 2021
@rlouf
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rlouf commented Sep 20, 2021

PyMC3 improved its warmup by only starting to update the mass matrix once the typical set has been reached. See this PR.

This was referenced Sep 29, 2021
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@brandonwillard brandonwillard linked a pull request Oct 25, 2021 that will close this issue
Implement mass matrix adaptation #44
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@rlouf rlouf closed this as completed in #44 Oct 28, 2021
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Implement mass matrix adaptation aesara-devs/aehmc
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@brandonwillard @rlouf