acerbilab / pyvbmc

PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python
https://acerbilab.github.io/pyvbmc/
BSD 3-Clause "New" or "Revised" License
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feat: add skeleton of vbmc.optimize() #7

Closed Solosneros closed 3 years ago

Solosneros commented 3 years ago

I added a skeleton of vbmc.optimize() together with some documentation of private functions that are used within it (mainly naming and cross referencing the MATLAB version). Everything is based on discussions with Luigi.

I furthermore added a stats object that is basically a fancy dict to the VBMC package. It should record the statistics of VBMC after each iteration. It is still up to discussion how this should work in practice.

This pull request should enable us to start to implement the subparts of vbmc.optimize() in separate pull requests.