CliMA / CliMA/EnsembleKalmanProcesses.jl

New defaults for Unscented and Infinite-time algorithms

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Dominant language
Julia
Stars
125
Forks
24
Avg merge
1d 18h
Merged PRs (30d)
5

Description

## Issue

Some of the defaults can be updated to be the latest configuration.
- We have suitable evidence that `Unscented` and `TransformUnscented` can use acceleration and it is beneficial - therefore making a good default
- We should note infinite-time algorithms [`Inversion(prior)`, `TransformInversion(prior)` , `Unscented`, and others, do not have a "special" time ``T=1`` at which they should be terminated early. Therefore the final time should be extended.
- `impose_prior = true` is our most common `Unscented` and `TransformUnscented` setting and so should be made a default.

## Suggested solution:
- Add `NesterovAccelerator()`, (ekp default) and change `impose_prior=true` (uki/utki default) for `Unscented` and `TransformUnscented` variants
- Replace `DataMisfitController(terminate_at=1)` with `DataMisfitController(terminate_at=1e8)` for infinite-time algorithms

Contributor guide

No contributing guide indexed for this repository

Research direction

Locate the default definitions or constructors for the Unscented and TransformUnscented variants, along with the infinite-time algorithms using DataMisfitController(terminate_at=1). Confirm how NesterovAccelerator, impose_prior, and terminate_at are currently configured; done means the requested defaults are applied consistently to the named variants and infinite-time algorithms.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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