Add Dual Averaging - Githubissues

aesara-devs / aehmc

An HMC/NUTS implementation in Aesara

MIT License

33 stars 6 forks source link

Add Dual Averaging #34

Closed rlouf closed 3 years ago

rlouf commented 3 years ago

Related to #21. Dual averaging is an optimization algorithm that is commonly used to adapt the step size of HMC kernels by targeting an acceptance rate.