update

JakobRobnik · Feb 8, 2024 · 42973d7 · 42973d7
1 parent c0482d4
commit 42973d7
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Showing 2 changed files with 4 additions and 5 deletions.
diff --git a/benchmarks/targets.py b/benchmarks/targets.py
@@ -43,12 +43,13 @@ def __init__(self, d, condition_number, numpy_seed=None, prior= 'prior'):
         self.name = 'icg'
         self.d = d
         self.condition_number = condition_number
-        eigs = jnp.logspace(-0.5 * jnp.log10(condition_number), 0.5 * jnp.log10(condition_number), d)
-
+        eigs = jnp.logspace(-0.5 * jnp.log10(condition_number), 0.5 * jnp.log10(condition_number), d) # eigenvalues of the covariance matrix
+        eigs /= jnp.average(eigs)
+
         if numpy_seed == None:  # diagonal
             self.second_moments = eigs
             self.R = jnp.eye(d)
-            self.Hessian = jnp.diag(1 / eigs)
+            self.Hessian = jnp.diag(1. / eigs)
             self.Cov = jnp.diag(eigs)
 
         else:  # randomly rotate

diff --git a/mclmc/dynamics.py b/mclmc/dynamics.py
@@ -44,7 +44,6 @@ def update(eps, u, g):
 
 def update_position(grad_nlogp, boundary):
 
-
   def update(eps, x, u, sigma):
     xx = x + eps * u * sigma
     ll, gg = grad_nlogp(xx)
@@ -55,7 +54,6 @@ def update_with_boundary(eps, x, u, sigma):
     ll, gg = grad_nlogp(xx)
     uu = reflect * u
     return xx, uu, ll, gg
-
 
   return update if boundary == None else update_with_boundary