pub struct DiagAdaptExpSettings {
    pub variance_decay: f64,
    pub early_variance_decay: f64,
    pub final_window: u64,
    pub store_mass_matrix: bool,
    pub window_switch_freq: u64,
    pub grad_init: bool,
}
Expand description

Settings for mass matrix adaptation

Fields

variance_decay: f64

An exponenital decay parameter for the variance estimator

early_variance_decay: f64

Exponenital decay parameter for the variance estimator in the first adaptation window

final_window: u64

Stop adaptation final_window draws before tuning ends.

store_mass_matrix: bool

Save the current adapted mass matrix as sampler stat

window_switch_freq: u64

Switch to a new variance estimator every window_switch_freq draws.

grad_init: bool

Trait Implementations

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