tensorflow / tensorflow/probability
feature request: update function for num_leapfrog_steps
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@SiegeLordEx is already working on this.
Since Jan 17, 2019.
mcmc
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Description
The Hamiltonian MCMC kernel tfp.mcmc.HamiltonianMonteCarlo has a very handy step_size_update_fn. I think it would be useful to have something similar for the number of leapfrog steps as well. Very often I found myself tweaking this parameter by hand, and if there was a possibility to set it even just to Floor[1/step_size] it would be very useful.
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