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kazewong / flowMC

Normalizing-flow enhanced sampling package for probabilistic inference in Jax
https://flowmc.readthedocs.io/en/main/
MIT License
200 stars 23 forks source link

Early stopping based on global acceptance rate #147

Closed ThibeauWouters closed 6 months ago

ThibeauWouters commented 8 months ago

As mentioned in #121 and also apparent from my own experiments, the global acceptance rate is actually the best indication of the quality/convergence of a run. Therefore, I have added a few lines of code that implements early stopping based on reaching a desired target global acceptance rate. I have done this in a bit of a hacky way, so feel free to provide feedback or thoughts on how to best approach something like this.

ThibeauWouters commented 8 months ago

Hi @kazewong , did you get a chance to have a look at this PR? Please do let me know if you want me to make further changes.

kazewong commented 8 months ago

@ThibeauWouters Somehow this flew under my radar. I will have a look in the coming week

kazewong commented 7 months ago

I like the idea of early stopping.

Tho I am going to do a big round of clean up for flowMC, and I think it would be easier for me to add it in after afterward. Instead of merging this PR, I will mark you as a contributor for the early stopping part in the refactoring.