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Implement optimization strategy #163

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2 tasks
kazewong opened this issue Apr 11, 2024 · 0 comments · Fixed by #164
Closed
2 tasks

Implement optimization strategy #163

kazewong opened this issue Apr 11, 2024 · 0 comments · Fixed by #164
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enhancement New feature or request

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@kazewong
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In some use cases which the prior to posterior volume ratio is high, it could be useful to start with some optimization routine before the tuning, so the initial positions is closer to the posterior modes.

The involves implementing a optimization routine which are run over all of the chains.

  • Implement independent Adam optimizer.
  • Use evosax output as the initial points.
@kazewong kazewong added the enhancement New feature or request label Apr 11, 2024
@kazewong kazewong self-assigned this Apr 11, 2024
@kazewong kazewong linked a pull request Apr 17, 2024 that will close this issue
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