cuqi.experimental.mcmc.RegularizedLinearRTO.__init__

RegularizedLinearRTO.__init__(target=None, initial_point=None, maxit=100, inner_max_it=10, stepsize='automatic', penalty_parameter=10, abstol=1e-10, adaptive=True, solver=None, inner_abstol=None, **kwargs)

Initializer for abstract base class for all samplers.

Any subclassing samplers should simply store input parameters as part of the __init__ method.

The actual initialization of the sampler should be done in the _initialize method.

Parameters:

• target (cuqi.density.Density) – The target density.

• initial_point (array-like, optional) – The initial point for the sampler. If not given, the sampler will choose an initial point.

• callback (callable, optional) – A function that will be called after each sampling step. It can be useful for monitoring the sampler during sampling. The function should take three arguments: the sampler object, the index of the current sampling step, the total number of requested samples. The last two arguments are integers. An example of the callback function signature is: callback(sampler, sample_index, num_of_samples).