tensorflow / tensorflow/probability

Step size and mass matrix adaptive No-U-Turn Sampler

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Description

The draft in experimental/ lacks these modern improvements. However, it may be advisable to wait on this until #142 or #126.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the draft in experimental/ and review issues #142 and #126 before deciding whether to proceed. Confirm the intended step-size and mass-matrix adaptations and define acceptance criteria for a complete implementation; the issue does not identify specific files or tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
tensorflow
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
15/100

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