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Align DEMetropolis defaults with literature recommendations #6488
Align DEMetropolis defaults with literature recommendations #6488
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…sal and tune scaling
…sal and tune scaling
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Just adding a few small changes to fix pre-commit (black would complain about '
strings) and aligning the docstrings
Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## main #6488 +/- ##
==========================================
- Coverage 94.79% 94.79% -0.01%
==========================================
Files 148 148
Lines 27732 27734 +2
==========================================
+ Hits 26289 26290 +1
- Misses 1443 1444 +1
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Thanks @gbrunkhorst for the thorough analysis in the other PR, and for updating the defaults here! |
What is this PR about?
Changing the defaults for
DEMetropolis
andDEMetropolisZ
samplers toproposal_dist=pm.NormalProposal
andtune='scaling'
as discussed with @michaelosthege here. This is for consistency with the approach in terBraak2008 paper (which discussed using a proposal distribution with unbounded support such as the Normal distribution).The changes consist of two lines of code plus docstrings for each sampler.
Tests. I followed the instructions here and had to update the
test_metropolis.py
file to match the new defaults.Major / Breaking Changes
tune
andproposal_dist
allows one to revert to the previous settings.New features
Bugfixes
Documentation
Maintenance