Add adaptive sampling parameters and early stopping for optimization#12
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xiki-tempula wants to merge 2 commits into
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Add adaptive sampling parameters and early stopping for optimization#12xiki-tempula wants to merge 2 commits into
xiki-tempula wants to merge 2 commits into
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Summary
sample_sizeandwarmup_stepsthat scale with problem dimensionalityChanges
Adaptive
sample_size1000toNone(adaptive)None, automatically computed asmax(1000, 100 * (m - 1))wheremis the number of statesAdaptive
warmup_steps500toNone(adaptive)None, automatically computed asmax(500, sample_size // 2)following Stan-like heuristicsEarly Stopping for Optimization
optimize_stepstomax_optimize_steps(breaking change for keyword argument users)optimize_patience(default: 500) - steps without improvement before stoppingoptimize_min_delta(default: 1e-4) - minimum loss improvement thresholdverbose=True)New Parameters
sample_sizeNonemax(1000, 100 * (m - 1))warmup_stepsNonemax(500, sample_size // 2)max_optimize_stepsoptimize_patienceoptimize_min_deltaBreaking Changes
optimize_stepsparameter renamed tomax_optimize_steps