Package gmisclib :: Module mcmc_big :: Class BootStepper
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Class BootStepper

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Instance Methods
__init__(self, lop, v, strategy='intermediate', maxArchSize=None, parallelSizeDiv=1)
x.__init__(...) initializes x; see help(type(x)) for signature
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In subclasses, this takes a step and returns 0 or 1, depending on whether the step was accepted or not.
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step_mixed(self) source code
step_parab(self) source code
Returns: the current position. (Inherited from gmisclib.mcmc.stepper)
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A crude measure of how ergodic the MCMC is. (Inherited from gmisclib.mcmc.BootStepper)
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Decides if we we need a reset. (Inherited from gmisclib.mcmc.stepper)
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Returns: The current parameters (Inherited from gmisclib.mcmc.stepper)
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Called internally to mark when the optimization has found a new minimum. (Inherited from gmisclib.mcmc.stepper)
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reset_adjusters(self) (Inherited from gmisclib.mcmc.BootStepper) source code
Use this to tell if the stepper has been reset since you last looked at it. (Inherited from gmisclib.mcmc.stepper)
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set_sort_strategy(self, ss) (Inherited from gmisclib.mcmc.BootStepper) source code
set_strategy(self, ss) (Inherited from gmisclib.mcmc.BootStepper) source code
Provides some printable status information in a=v; format. (Inherited from gmisclib.mcmc.BootStepper)
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stepV(self) (Inherited from gmisclib.mcmc.BootStepper) source code
step_boot(self) (Inherited from gmisclib.mcmc.BootStepper) source code
step_probe(self) (Inherited from gmisclib.mcmc.BootStepper) source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Class Variables
  F = 0.234
F is the targeted step acceptance rate. (Inherited from gmisclib.mcmc.BootStepper)
  PBootLim = 0.9
PBootLim Limits the probability of taking a bootstrap step. (Inherited from gmisclib.mcmc.BootStepper)
  SANNEAL = 'intermediate'
Simulated annealing (Inherited from gmisclib.mcmc.BootStepper)
  SSALWAYS = 'hillclimb' (Inherited from gmisclib.mcmc.BootStepper)
  SSAMPLE = 'sample'
Sampling mode (Inherited from gmisclib.mcmc.BootStepper)
  SSAUTO = 'intermediate' (Inherited from gmisclib.mcmc.BootStepper)
  SSLOW = 'intermediate' (Inherited from gmisclib.mcmc.BootStepper)
  SSNEVER = 'sample' (Inherited from gmisclib.mcmc.BootStepper)
  SUPHILL = 'hillclimb'
Go straight uphill (Inherited from gmisclib.mcmc.BootStepper)
  alpha = 0.1
How rapidly should one expand the archive after a reset? (Inherited from gmisclib.mcmc.BootStepper)
Instance Variables
Acceptable is a function that decides whether or not a step is OK. (Inherited from gmisclib.mcmc.stepper)
It should reflect the success or failure of the most recently completed step. (Inherited from gmisclib.mcmc.stepper)
The number of parameters: (Inherited from gmisclib.mcmc.BootStepper)
In a multiprocessor situation, np_eff tells you how much data do you need to store locally, so that the overall group of processors stores enough variety of data. (Inherited from gmisclib.mcmc.BootStepper)

Inherited from object: __class__

Method Details

__init__(self, lop, v, strategy='intermediate', maxArchSize=None, parallelSizeDiv=1)

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x.__init__(...) initializes x; see help(type(x)) for signature

  • maxArchSize - How many position vectors can be stored. This is normally used to (loosely) enforce a memory limitation for large jobs.
  • parallelSizeDiv - For use when there are several cooperating MCMC processes that share data. When >1, this allows each process to have smaller stored lists. Normally, parallelSizeDiv is between 1 and the number of cooperating processes.
  • lop - These are a list of starting postions that should be evaluated first and used as the basis for further exploration.
  • v - A covariance matrix for non-bootstrap steps. Mostly, the system takes bootstrap steps that are adaptively derived from previous steps. However, to generate the list of previous steps, it needs a way to generate steps ab initio. So, v is used to get things going. v is also used occasionally thereafter, just to make sure the stepper doesn't get trapped in some subspace.
Overrides: object.__init__
(inherited documentation)


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In subclasses, this takes a step and returns 0 or 1, depending on whether the step was accepted or not.

Overrides: mcmc.stepper.step
(inherited documentation)