Multi-chain init to value
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enhancement
- Dominant language
- Python
- Stars
- 2.8k
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- Avg merge
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- Merged PRs (30d)
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Description
Hi all,
I'm trying to initialize my MCMC with one or more specific values for each chain. As numpyro.infer.util.init_to_value() doesn’t work for multiple chains and init_params argument takes only unconstrained values, it is possible to implement a function or something similar for multi-chain init to value ?
Thanks a lot!
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Research direction
Read numpyro.infer.util.init_to_value() and the MCMC init_params handling first. Clarify how per-chain constrained values should be represented and validate the behavior against the existing initialization path; done when specified values can initialize each chain.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100