Add MALA notebook #25
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ben18785
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Dec 5, 2023
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Thanks @fcooper8472 -- looks good. Can we remove the multimodal Gaussian example (as I think the method really struggles with this)?
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@fcooper8472 @ben18785 looks like an easy fix? |
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Might need someone who knows a bit about the method to comment on this.
No real idea about the hyperparameter: if left un-set it ends up as something random (
0.2*sigma0) andsigma0gets initialised in a way that I don't understand if it's not provided...Anyway, a vector of 1s seems to work reasonably well for most problems, but some are quite sensitive to this parameter.