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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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Metric tuners #489

Closed avibryant closed 4 years ago

avibryant commented 4 years ago

This brings back the variance & covariance online estimators as instances of MetricTuner. I still have very low confidence in the dense matrix covariance adaptation; the diagonal matrix adaptation seems more useful, and is set as the default.

Jitter is also added as an option but is disabled by default.

avibryant commented 4 years ago

The tests will fail for now because SBC has not been re-run using metric adaptation.