blackjax-devs / blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.
https://blackjax-devs.github.io/blackjax/
Apache License 2.0
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Make Window Adaptation Take Integrator As Argument #687

Closed reubenharry closed 4 months ago

reubenharry commented 4 months ago

Window adaptation did not previously accept an integrator argument, but instead used velocity_verlet. This was restrictive, since a user may want to run NUTS or HMC with a different integrator (such as mclachlan). They can do so, but then cannot use window adaptation. This PR addresses that shortcoming.