Tuning Module
Types
| Type | Description |
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Functions and values
| Function or value |
Description
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Full Usage:
perturb initialScale settings
Parameters:
float<MeasureOne>
settings : TuningSettings
Returns: Optimiser
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An exploration method that perturbs around a point in optimisation-space. Used for profile likelihood in the Confidence module.
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Full Usage:
tuneStepSizes writeOut random domain draw machine f initialScale settings (arg9, arg9)
Parameters:
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
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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.
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bristlecone