Add jitter_scale parameter for initial point generation #7643
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ricardoV94
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Jan 13, 2025
| @@ -66,6 +66,7 @@ def make_initial_point_fns_per_chain( | |||
| model, | |||
| overrides: StartDict | Sequence[StartDict | None] | None, | |||
| jitter_rvs: set[TensorVariable] | None = None, | |||
| jitter_scale: float = 1.0, | |||
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Need to update the docstrings of the function that now accept jitter_scale
ricardoV94
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Jan 13, 2025
ricardoV94
reviewed
Jan 13, 2025
ricardoV94
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Jan 15, 2025
ricardoV94
changed the title
Co-authored-by: Ricardo Vieira <[email protected]>
ricardoV94
reviewed
Jan 20, 2025
| @@ -1453,6 +1456,7 @@ def _init_jitter( | |||
| model=model, | |||
| overrides=initvals, | |||
| jitter_rvs=set(model.free_RVs) if jitter else set(), | |||
| jitter_scale=jitter_scale if jitter else 1.0, | |||
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If it's required in this inner function, there's no need for the if/else?
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Description
Add jitter_scale parameter to control the bounds of uniform jitter in initial points. This allows users to adjust the width of random initialisation, which is useful for the Multi-path Pathfinder algorithm to explore posteriors in a larger parameter space or where the posterior mean is much further away from the prior mean.
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📚 Documentation preview 📚: https://pymc--7643.org.readthedocs.build/en/7643/