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The third stage of tuning computes effective sample size using correlation length averaged across dimensions. For high dimensional problems, it might be better to subsample only n dimensions, for efficiency reasons.
Desired behavior
Have a default maximum number of dimensions n, and run a chain in the third stage of tuning that only returns a random choice of n dimensions.
The text was updated successfully, but these errors were encountered:
Current behavior
The third stage of tuning computes effective sample size using correlation length averaged across dimensions. For high dimensional problems, it might be better to subsample only n dimensions, for efficiency reasons.
Desired behavior
Have a default maximum number of dimensions n, and run a chain in the third stage of tuning that only returns a random choice of n dimensions.
The text was updated successfully, but these errors were encountered: