kazewong/flowMC

Implement optimization strategy

kazewong opened this issue · 0 comments

In some use cases which the prior to posterior volume ratio is high, it could be useful to start with some optimization routine before the tuning, so the initial positions is closer to the posterior modes.

The involves implementing a optimization routine which are run over all of the chains.

  • Implement independent Adam optimizer.
  • Use evosax output as the initial points.