The latest version of hasty-hamiltonian is 1.3.4-0.
hasty-hamiltonian
Version 1.3.2 revision 1 uploaded by JaredTobin.
Package meta
- Synopsis
- Speedy traversal through parameter space.
- Description
Gradient-based traversal through parameter space.
This implementation of the HMC algorithm uses lens as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.
If you don't want to calculate your gradients by hand you can use the handy ad library for automatic differentiation.
Exports a mcmc function that prints a trace to stdout, a chain function for collecting results in memory, and a hamiltonian transition operator that can be used more generally.
import Numeric.AD (grad) import Numeric.MCMC.Hamiltonian target :: RealFloat a => [a] -> a target [x0, x1] = negate ((x0 + 2 * x1 - 7) ^ 2 + (2 * x0 + x1 - 5) ^ 2) gTarget :: [Double] -> [Double] gTarget = grad target booth :: Target [Double] booth = Target target (Just gTarget) main :: IO () main = withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] booth
- Author
- Jared Tobin
- Bug reports
- n/a
- Category
- Numeric
- Copyright
- n/a
- Homepage
- http://github.com/jtobin/hasty-hamiltonian
- Maintainer
- jared@jtobin.ca
- Package URL
- n/a
- Stability
- n/a