Header menu logo bristlecone

Tuning Module

Types

Type Description

ParamTuningState<'s>

TuningSettings

Functions and values

Function or value Description

perturb initialScale settings

Full Usage: perturb initialScale settings

Parameters:
Returns: Optimiser

An exploration method that perturbs around a point in optimisation-space. Used for profile likelihood in the Confidence module.

initialScale : float<MeasureOne>
settings : TuningSettings
Returns: Optimiser

tuneStepSizes writeOut random domain draw machine f initialScale settings (arg9, arg9)

Full Usage: tuneStepSizes writeOut random domain draw machine f initialScale settings (arg9, arg9)

Parameters:
Returns: float<MeasureProduct<optim-space, MeasureOne>>[] * float<MeasureProduct<-logL, MeasureOne>> * Point * (float<MeasureProduct<-logL, MeasureOne>> * Point) list

Diminishing, parameter-wise adaptation of individual parameter step sizes based on acceptance rate. Conforms to traditional simulated annealing tuning procedure but introduces an early-stop mechanism for if scales settle earlier than the configured maximum iteration. Returns tuned scales and the final point.

writeOut : LogEvent -> unit
random : Random
domain : Domain
draw : float<MeasureProduct<optim-space, MeasureOne>> -> float -> unit -> float<MeasureProduct<optim-space, MeasureOne>>
machine : float -> float<MeasureProduct<-logL, MeasureOne>> -> float
f : Objective
initialScale : float<MeasureProduct<optim-space, MeasureOne>>[]
settings : TuningSettings
arg8 : float<MeasureProduct<-logL, MeasureOne>>
arg9 : Point
Returns: float<MeasureProduct<optim-space, MeasureOne>>[] * float<MeasureProduct<-logL, MeasureOne>> * Point * (float<MeasureProduct<-logL, MeasureOne>> * Point) list

Type something to start searching.