You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
{{ message }}
This repository has been archived by the owner on Apr 11, 2023. It is now read-only.
I have been using you code for model selection, for which I have been calculating evidence using the built-in thermodynamic integration.
However I am finding that the adaptive temperature spacing does not improve the convergence of the model evidence estimates. I don't have a minimal working example, but here is the result from my actual use case: evidence_convergence_nsamples_nw40_adaptive.pdf
Blue solid line is with adaptive=True, orange dashed line is adaptive=False. I've checked that the non-adaptive case has converged after 40k samples, but the adaptive case doesn't seem to. They both select the same model as best (shown above), but arrive at a different value for the evidence
Is there an example code I can run to test this adaptive sampling?
I'm also wondering about this comment in ptemcee/ensemble.py:
def step(self):
self._stretch(self.x, self.logP, self.logl)
self.x = self._temperature_swaps(self.x, self.logP, self.logl)
ratios = self.swaps_accepted / self.swaps_proposed
# TODO: Should the notion of a 'complete' iteration really include the temperature adjustment?
if self.adaptive and self.ntemps > 1:
dbetas = self._get_ladder_adjustment(self.time,
self.betas,
ratios)
self.betas += dbetas
self.logP += self._tempered_likelihood(self.logl, betas=dbetas)
self.time += 1
Are you sure it is implemented correctly?
The text was updated successfully, but these errors were encountered:
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.
I have been using you code for model selection, for which I have been calculating evidence using the built-in thermodynamic integration.
However I am finding that the adaptive temperature spacing does not improve the convergence of the model evidence estimates. I don't have a minimal working example, but here is the result from my actual use case:
evidence_convergence_nsamples_nw40_adaptive.pdf
Blue solid line is with adaptive=True, orange dashed line is adaptive=False. I've checked that the non-adaptive case has converged after 40k samples, but the adaptive case doesn't seem to. They both select the same model as best (shown above), but arrive at a different value for the evidence
Is there an example code I can run to test this adaptive sampling?
I'm also wondering about this comment in ptemcee/ensemble.py:
Are you sure it is implemented correctly?
The text was updated successfully, but these errors were encountered: