AlgoParamsDEMAP: AlgoParamsDEMAP

In DEBBI: Differential Evolution-Based Bayesian Inference

AlgoParamsDEMAP

Description

get control parameters for DEMAP function

Usage

AlgoParamsDEMAP(
  n_params,
  n_chains = NULL,
  n_iter = 1000,
  init_sd = 0.01,
  init_center = 0,
  n_cores_use = 1,
  step_size = NULL,
  jitter_size = 1e-06,
  crossover_rate = 1,
  parallel_type = "none",
  return_trace = FALSE,
  thin = 1
)

Arguments

n_params	number of free parameters estimated
n_chains	number of particle chains, 3*n_params is the default value
n_iter	number of iterations to run the sampling algorithm, 1000 is default
init_sd	positive scalar or n_params-dimensional numeric vector, determines the standard deviation of the Gaussian initialization distribution
init_center	scalar or n_params-dimensional numeric vector that determines the mean of the Gaussian initialization distribution
n_cores_use	number of cores used when using parallelization.
step_size	positive scalar, jump size in DE crossover step, default is 2.38/sqrt(2*n_params).
jitter_size	positive scalar, noise is added during crossover step from Uniform(-jitter_size,jitter_size) distribution. 1e-6 is the default value.
crossover_rate	number on the interval (0,1]. Determines the probability a parameter on a chain is updated on a given crossover step, sampled from a Bernoulli distribution.
parallel_type	string specifying parallelization type. 'none','FORK', or 'PSOCK' are valid values. 'none' is default value.
return_trace	logical, if true, function returns particle trajectories. This is helpful for diagnosing convergence or debugging model code. Function will return an iteration/thin $x$ n_chains $x$ n_params array and the estimated ELBO of each particle in a iteration/thin x n_chains array.
thin	positive integer, only every 'thin'-th iteration will be stored. Default value is 1. Increasing thin will reduce the memory required, while running chains for longer.

Value

list of control parameters for the DEMAP function

DEBBI documentation built on May 17, 2022, 5:08 p.m.