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doc/hmc.txt

Lines changed: 16 additions & 16 deletions
Original file line numberDiff line numberDiff line change
@@ -195,10 +195,10 @@ respectively.
195195
rval2: dictionary
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Dictionary of updates for the Scan Op
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"""
198-
# from pos(t) and vel(t-eps/2), compute vel(t+eps/2)
198+
# from pos(t) and vel(t - eps/2), compute vel(t + eps / 2)
199199
dE_dpos = TT.grad(energy_fn(pos).sum(), pos)
200200
new_vel = vel - step * dE_dpos
201-
# from vel(t+eps/2) compute pos(t+eps)
201+
# from vel(t + eps / 2) compute pos(t + eps)
202202
new_pos = pos + step * new_vel
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204204
return [new_pos, new_vel],{}
@@ -238,10 +238,10 @@ and full-step of :math:`s`, and then scan over the `leapfrog` method
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def leapfrog(pos, vel, step):
239239
""" ... """
240240

241-
# compute velocity at time-step: t + stepsize/2
241+
# compute velocity at time-step: t + stepsize / 2
242242
initial_energy = energy_fn(initial_pos)
243243
dE_dpos = TT.grad(initial_energy.sum(), initial_pos)
244-
vel_half_step = initial_vel - 0.5*stepsize*dE_dpos
244+
vel_half_step = initial_vel - 0.5 * stepsize * dE_dpos
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246246
# compute position at time-step: t + stepsize
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pos_full_step = initial_pos + stepsize * vel_half_step
@@ -346,8 +346,8 @@ We then accept/reject the proposed state based on the Metropolis algorithm.
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# accept/reject the proposed move based on the joint distribution
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accept = metropolis_hastings_accept(
349-
energy_prev = hamiltonian(positions, initial_vel, energy_fn),
350-
energy_next = hamiltonian(final_pos, final_vel, energy_fn),
349+
energy_prev=hamiltonian(positions, initial_vel, energy_fn),
350+
energy_next=hamiltonian(final_pos, final_vel, energy_fn),
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s_rng=s_rng)
352352

353353
where `metropolis\_hastings\_accept` and `hamiltonian` are helper functions,
@@ -387,7 +387,7 @@ defined as follows.
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def kinetic_energy(vel):
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""" ... """
390-
return 0.5 * (vel**2).sum(axis=1)
390+
return 0.5 * (vel ** 2).sum(axis=1)
391391

392392
`hmc\_move` finally returns the tuple `(accept, final\_pos)`. `accept` is a
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symbolic boolean variable indicating whether or not the new state `final_pos`
@@ -415,7 +415,7 @@ state.
415415

416416
## POSITION UPDATES ##
417417
# broadcast `accept` scalar to tensor with the same dimensions as final_pos.
418-
accept_matrix = accept.dimshuffle(0, *(('x',)*(final_pos.ndim-1)))
418+
accept_matrix = accept.dimshuffle(0, *(('x',) * (final_pos.ndim - 1)))
419419
# if accept is True, update to `final_pos` else stay put
420420
new_positions = TT.switch(accept_matrix, final_pos, positions)
421421

@@ -506,11 +506,11 @@ elements are:
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@classmethod
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def new_from_shared_positions(cls, shared_positions, energy_fn,
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initial_stepsize=0.01, target_acceptance_rate=.9, n_steps=20,
509-
stepsize_dec = 0.98,
510-
stepsize_min = 0.001,
511-
stepsize_max = 0.25,
512-
stepsize_inc = 1.02,
513-
avg_acceptance_slowness = 0.9, # used in geometric avg. 1.0 would be not moving at all
509+
stepsize_dec=0.98,
510+
stepsize_min=0.001,
511+
stepsize_max=0.25,
512+
stepsize_inc=1.02,
513+
avg_acceptance_slowness=0.9, # used in geometric avg. 1.0 would be not moving at all
514514
seed=12345):
515515
"""
516516
:param shared_positions: theano ndarray shared var with many particle [initial] positions
@@ -616,7 +616,7 @@ compare the empirical mean and covariance matrix to their true values.
616616

617617
# Define energy function for a multi-variate Gaussian
618618
def gaussian_energy(x):
619-
return 0.5 * (TT.dot((x-mu),cov_inv)*(x-mu)).sum(axis=1)
619+
return 0.5 * (TT.dot((x - mu), cov_inv) * (x - mu)).sum(axis=1)
620620

621621
# Declared shared random variable for positions
622622
position = shared(rng.randn(batchsize, dim).astype(theano.config.floatX))
@@ -626,11 +626,11 @@ compare the empirical mean and covariance matrix to their true values.
626626
initial_stepsize=1e-3, stepsize_max=0.5)
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628628
# Start with a burn-in process
629-
garbage = [sampler.draw() for r in xrange(burnin)] #burn-in
629+
garbage = [sampler.draw() for r in xrange(burnin)] #burn-in
630630
# Draw `n_samples`: result is a 3D tensor of dim [n_samples, batchsize, dim]
631631
_samples = np.asarray([sampler.draw() for r in xrange(n_samples)])
632632
# Flatten to [n_samples * batchsize, dim]
633-
samples = _samples.T.reshape(dim,-1).T
633+
samples = _samples.T.reshape(dim, -1).T
634634

635635
print '****** TARGET VALUES ******'
636636
print 'target mean:', mu

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