florianhartig / BayesianTools

General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics
https://cran.r-project.org/web/packages/BayesianTools/index.html
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Pre-optimization and adaptation #87

Open florianhartig opened 6 years ago

florianhartig commented 6 years ago

It would be nice to have a more general concept for pre-optimization and adaptation.

At the moment, only the Metropolis MCMCs do pre-optimization. The first thing I'd like to look at is we can't generalize this to all MCMCs (setting start values etc). This is also connected to

https://github.com/florianhartig/BayesianTools/issues/28 https://github.com/florianhartig/BayesianTools/issues/79

TankredO commented 6 years ago

My idea would be this:

The problem is that when using a new data type / object for start values we need to change the code that handles start values in all samplers.

If we want to keep changes to the code to a minimum we could also return different objects for the different preOptimize targets. E.g. start values and covariance matrix for Metropolis, a 3 * nPar matrix of start values for DE, ... .

What do you think? @MaximilianPi @florianhartig

florianhartig commented 5 years ago

stale branch https://github.com/florianhartig/BayesianTools/tree/issue87 connected with this - check if any of this should be merged

florianhartig commented 5 years ago

Not sure this can be done for 0.1.7, because potentially complicated, but @JohannesOberpriller, have a look at what's done so far