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rlouf / mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.
https://rlouf.github.io/mcx
Apache License 2.0
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Step size update in dual averaging is wrong #40

Closed rlouf closed 3 years ago

rlouf commented 3 years ago

We set the step size to step_size_avg while running the algorithm, when it should be step_size. Average is the final value of the step size.

rlouf commented 3 years ago

Solved.