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JamesYang007
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autoppl
C++ template library for probabilistic programming
https://jamesyang007.github.io/autoppl/
MIT License
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NUTS Adaptive Metric
#29
Closed
JamesYang007
closed
4 years ago
JamesYang007
commented
4 years ago
[x] Refactor NUTS
[x] Adaptive stuff should be abstracted out
[x] Implement Welford's algorithm
[x] Implement Hamiltonian for diagonal metric
[x] Allow users to set options for adaptiveness?
[x] Make configuration struct to pass into NUTS
JamesYang007
commented
4 years ago
30
jacobaustin123
commented
4 years ago
closed by 481ce719cf99.