Add a sample rejection procedure based on a simple likelihood threshold. #15
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Codecov Report
@@ Coverage Diff @@
## master #15 +/- ##
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- Coverage 97.44% 96.27% -1.17%
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Files 6 6
Lines 509 564 +55
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+ Hits 496 543 +47
- Misses 13 21 +8 |
pierreablin
commented
Jan 28, 2019
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| def fuse_mask(mask1, mask2): |
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This is much much faster in numba. This is not really a bottleneck of the algorithm though.
| for n in range(max_iter): | ||
| # Rejection | ||
| if rejection and (n + 1) % reject_every == 0: | ||
| ll = density.log_lik(Y) |
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I'm wondering how to make it work for ortho=True and/or extended=True
| max_iter=1000, tol=1e-7, lambda_min=0.01, ls_tries=10, | ||
| verbose=False, covariance=None): | ||
| verbose=False, covariance=None, ll_reject=None, | ||
| reject_every=None): |
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Not sure how to set a default value for ll_reject if the user wants to use rejection
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This PR adds a 'll_reject' parameter. During the iterations, each sample with a negative log likelihood > ll_reject is going to be rejected. This helps finding artifacts.