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Add options to include Jacobian correction for optimizers and related service functions in order to allow max a posteriori (MAP) estimates as well as the existing penalized maximum likelihood estimates (MLE).
Description:
Add a boolean template parameter jacobian to each of the optimizers in src/stan/optimization at the entry point for the optimization service functions; a value of true uses Jacobian and value of false turns off Jacobian adjustments; this should be the final template parameter and should default to false.
Add a boolean template parameter jacobian to the optimization service functions in src/stan/services; a value of true uses Jacobian adjustment and value of false turns it off; this should be the final template parameter and default to false. The value set here should be passed as a template parameter to the optimization functions.
Current Output:
Hard codes the Jacobian turned off.
Expected Output:
MLE or MAP estimates as specified.
Additional Information:
By making the new template parameter the last in the chain, this should be backward compatible.
Current Version:
v2.30.0
The text was updated successfully, but these errors were encountered:
Summary:
Add options to include Jacobian correction for optimizers and related service functions in order to allow max a posteriori (MAP) estimates as well as the existing penalized maximum likelihood estimates (MLE).
Description:
Add a boolean template parameter
jacobian
to each of the optimizers insrc/stan/optimization
at the entry point for the optimization service functions; a value oftrue
uses Jacobian and value offalse
turns off Jacobian adjustments; this should be the final template parameter and should default tofalse
.Add a boolean template parameter
jacobian
to the optimization service functions insrc/stan/services
; a value oftrue
uses Jacobian adjustment and value offalse
turns it off; this should be the final template parameter and default tofalse
. The value set here should be passed as a template parameter to the optimization functions.Current Output:
Hard codes the Jacobian turned off.
Expected Output:
MLE or MAP estimates as specified.
Additional Information:
By making the new template parameter the last in the chain, this should be backward compatible.
Current Version:
v2.30.0
The text was updated successfully, but these errors were encountered: