File crhmc_walk.hpp

struct CRHMCWalk

template<typename NT, typename OracleFunctor> struct parameters

Public Types

using Opts = opts<NT>

Public Functions

inline parameters(OracleFunctor const &F, unsigned int dim, Opts &user_options, NT epsilon_ = 2)

Public Members

NT epsilon

NT eta = 0.2

NT momentum

NT effectiveStepSize = 1

Opts &options

template<typename Point, typename Polytope, typename RandomNumberGenerator, typename NegativeGradientFunctor, typename NegativeLogprobFunctor, typename Solver> struct Walk

Public Types

using point = Point 

using pts = std::vector<Point>

using NT = typename Point::FT

using VT = Eigen::Matrix<NT, Eigen::Dynamic, 1>

using MT = Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic>

using Sampler = CRHMCWalk::Walk<Point, Polytope, RandomNumberGenerator, NegativeGradientFunctor, NegativeLogprobFunctor, Solver>

using Opts = typename Polytope::Opts

using IVT = Eigen::Matrix<int, Eigen::Dynamic, 1>

Public Functions

inline Walk(Polytope &Problem, Point &p, NegativeGradientFunctor &neg_grad_f, NegativeLogprobFunctor &neg_logprob_f, parameters<NT, NegativeGradientFunctor> &param)

inline MT get_direction_with_momentum(unsigned int const &dim, RandomNumberGenerator &rng, MT const &x, MT v, NT momentum = 0, bool normalize = true)