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matt-graham committed Aug 20, 2020
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56 changes: 31 additions & 25 deletions docs/docs/adapters.html
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Expand Up @@ -102,7 +102,7 @@ <h1 class="title">Module <code>mici.adapters</code></h1>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L0-L475" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L0-L478" class="git-link">Browse git</a>
</summary>
<pre><code class="python">&#34;&#34;&#34;Methods for adaptively setting algorithmic parameters of transitions.&#34;&#34;&#34;

Expand Down Expand Up @@ -276,7 +276,7 @@ <h1 class="title">Module <code>mici.adapters</code></h1>
}
init_step_size = (
self._find_and_set_init_step_size(chain_state, system, integrator)
if integrator.step_size is None else integrator.step_size)
)
if self.log_step_size_reg_target is None:
adapt_state[&#39;log_step_size_reg_target&#39;] = log(10 * init_step_size)
else:
Expand Down Expand Up @@ -317,14 +317,17 @@ <h1 class="title">Module <code>mici.adapters</code></h1>
&#34;&#34;&#34;
init_state = state.copy()
h_init = system.h(init_state)
if np.isnan(h_init):
raise AdaptationError(&#39;Hamiltonian evaluating to NaN at initial state.&#39;)
integrator.step_size = 1
delta_h_threshold = log(2)
for s in range(self.max_init_step_size_iters):
try:
state = integrator.step(init_state)
delta_h = abs(h_init - system.h(state))
if s == 0:
step_size_too_big = delta_h &gt; delta_h_threshold
if s == 0 or np.isnan(delta_h):
step_size_too_big = (
np.isnan(delta_h) or delta_h &gt; delta_h_threshold)
if (step_size_too_big and delta_h &lt;= delta_h_threshold) or (
not step_size_too_big and delta_h &gt; delta_h_threshold):
return integrator.step_size
Expand Down Expand Up @@ -606,7 +609,7 @@ <h2 class="section-title" id="header-classes">Classes</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L11-L85" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L11-L85" class="git-link">Browse git</a>
</summary>
<pre><code class="python">class Adapter(ABC):
&#34;&#34;&#34;Abstract adapter for implementing schemes to adapt transition parameters.
Expand Down Expand Up @@ -706,7 +709,7 @@ <h3>Instance variables</h3>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L76-L85" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L76-L85" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@property
@abstractmethod
Expand Down Expand Up @@ -747,7 +750,7 @@ <h2 id="returns">Returns</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L22-L36" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L22-L36" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@abstractmethod
def initialize(self, chain_state, transition):
Expand Down Expand Up @@ -793,7 +796,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L38-L55" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L38-L55" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@abstractmethod
def update(self, adapt_state, chain_state, trans_stats, transition):
Expand Down Expand Up @@ -839,7 +842,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L57-L74" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L57-L74" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@abstractmethod
def finalize(self, adapt_state, transition):
Expand Down Expand Up @@ -932,7 +935,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L88-L263" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L88-L266" class="git-link">Browse git</a>
</summary>
<pre><code class="python">class DualAveragingStepSizeAdapter(Adapter):
&#34;&#34;&#34;Dual averaging integrator step size adapter.
Expand Down Expand Up @@ -1019,7 +1022,7 @@ <h2 id="args">Args</h2>
}
init_step_size = (
self._find_and_set_init_step_size(chain_state, system, integrator)
if integrator.step_size is None else integrator.step_size)
)
if self.log_step_size_reg_target is None:
adapt_state[&#39;log_step_size_reg_target&#39;] = log(10 * init_step_size)
else:
Expand Down Expand Up @@ -1060,14 +1063,17 @@ <h2 id="args">Args</h2>
&#34;&#34;&#34;
init_state = state.copy()
h_init = system.h(init_state)
if np.isnan(h_init):
raise AdaptationError(&#39;Hamiltonian evaluating to NaN at initial state.&#39;)
integrator.step_size = 1
delta_h_threshold = log(2)
for s in range(self.max_init_step_size_iters):
try:
state = integrator.step(init_state)
delta_h = abs(h_init - system.h(state))
if s == 0:
step_size_too_big = delta_h &gt; delta_h_threshold
if s == 0 or np.isnan(delta_h):
step_size_too_big = (
np.isnan(delta_h) or delta_h &gt; delta_h_threshold)
if (step_size_too_big and delta_h &lt;= delta_h_threshold) or (
not step_size_too_big and delta_h &gt; delta_h_threshold):
return integrator.step_size
Expand Down Expand Up @@ -1152,7 +1158,7 @@ <h2 id="returns">Returns</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L163-L179" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L163-L179" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def initialize(self, chain_state, transition):
integrator = transition.integrator
Expand All @@ -1164,7 +1170,7 @@ <h2 id="returns">Returns</h2>
}
init_step_size = (
self._find_and_set_init_step_size(chain_state, system, integrator)
if integrator.step_size is None else integrator.step_size)
)
if self.log_step_size_reg_target is None:
adapt_state[&#39;log_step_size_reg_target&#39;] = log(10 * init_step_size)
else:
Expand Down Expand Up @@ -1200,7 +1206,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L241-L254" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L244-L257" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def update(self, adapt_state, chain_state, trans_stats, transition):
adapt_state[&#39;iter&#39;] += 1
Expand Down Expand Up @@ -1242,7 +1248,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L256-L263" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L259-L266" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def finalize(self, adapt_state, transition):
if isinstance(adapt_state, dict):
Expand Down Expand Up @@ -1301,7 +1307,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L266-L368" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L269-L371" class="git-link">Browse git</a>
</summary>
<pre><code class="python">class OnlineVarianceMetricAdapter(Adapter):
&#34;&#34;&#34;Diagonal metric adapter using online variance estimates.
Expand Down Expand Up @@ -1448,7 +1454,7 @@ <h2 id="returns">Returns</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L311-L316" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L314-L319" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def initialize(self, chain_state, transition):
return {
Expand Down Expand Up @@ -1485,7 +1491,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L318-L327" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L321-L330" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def update(self, adapt_state, chain_state, trans_stats, transition):
# Use Welford (1962) incremental algorithm to update statistics to
Expand Down Expand Up @@ -1523,7 +1529,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L339-L368" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L342-L371" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def finalize(self, adapt_state, transition):
if isinstance(adapt_state, dict):
Expand Down Expand Up @@ -1605,7 +1611,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L371-L476" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L374-L479" class="git-link">Browse git</a>
</summary>
<pre><code class="python">class OnlineCovarianceMetricAdapter(Adapter):
&#34;&#34;&#34;Dense metric adapter using online covariance estimates.
Expand Down Expand Up @@ -1755,7 +1761,7 @@ <h2 id="returns">Returns</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L418-L425" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L421-L428" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def initialize(self, chain_state, transition):
dim_pos = chain_state.pos.shape[0]
Expand Down Expand Up @@ -1794,7 +1800,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L427-L436" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L430-L439" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def update(self, adapt_state, chain_state, trans_stats, transition):
# Use Welford (1962) incremental algorithm to update statistics to
Expand Down Expand Up @@ -1832,7 +1838,7 @@ <h2 id="args">Args</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/adapters.py#L448-L476" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/adapters.py#L451-L479" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def finalize(self, adapt_state, transition):
if isinstance(adapt_state, dict):
Expand Down
4 changes: 2 additions & 2 deletions docs/docs/autodiff.html
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Expand Up @@ -47,7 +47,7 @@ <h1 class="title">Module <code>mici.autodiff</code></h1>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autodiff.py#L0-L58" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autodiff.py#L0-L58" class="git-link">Browse git</a>
</summary>
<pre><code class="python">&#34;&#34;&#34;Automatic differentation fallback for constructing derivative functions.&#34;&#34;&#34;

Expand Down Expand Up @@ -148,7 +148,7 @@ <h2 id="returns">Returns</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autodiff.py#L30-L59" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autodiff.py#L30-L59" class="git-link">Browse git</a>
</summary>
<pre><code class="python">def autodiff_fallback(diff_func, func, diff_op_name, name):
&#34;&#34;&#34;Generate derivative function automatically if not provided.
Expand Down
12 changes: 6 additions & 6 deletions docs/docs/autograd_wrapper.html
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Expand Up @@ -51,7 +51,7 @@ <h1 class="title">Module <code>mici.autograd_wrapper</code></h1>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L0-L124" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L0-L124" class="git-link">Browse git</a>
</summary>
<pre><code class="python">&#34;&#34;&#34;Additional autograd differential operators.&#34;&#34;&#34;

Expand Down Expand Up @@ -195,7 +195,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L24-L33" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L24-L33" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@_wrapped_unary_to_nary
def grad_and_value(fun, x):
Expand All @@ -220,7 +220,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L36-L53" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L36-L53" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@_wrapped_unary_to_nary
def jacobian_and_value(fun, x):
Expand Down Expand Up @@ -262,7 +262,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L56-L78" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L56-L78" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@_wrapped_unary_to_nary
def mhp_jacobian_and_value(fun, x):
Expand Down Expand Up @@ -300,7 +300,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L81-L99" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L81-L99" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@_wrapped_unary_to_nary
def hessian_grad_and_value(fun, x):
Expand Down Expand Up @@ -342,7 +342,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
<details class="source">
<summary>
<span>Expand source code</span>
<a href="https://github.com/matt-graham/mici/blob/056095624298b0e017652794677e9ba43f7f5ed8/mici/autograd_wrapper.py#L102-L125" class="git-link">Browse git</a>
<a href="https://github.com/matt-graham/mici/blob/aaaad1aae5ce2d12baf95e59bc5ade40149c397b/mici/autograd_wrapper.py#L102-L125" class="git-link">Browse git</a>
</summary>
<pre><code class="python">@_wrapped_unary_to_nary
def mtp_hessian_grad_and_value(fun, x):
Expand Down
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