Adaptive Map Training Routines
MParT.TrainMapAdaptive
— FunctionTrainMapAdaptive(msets, objective, options)
Implements the ATM algorithm Baptista, et al.
Takes in initial guess of multiindex sets for each output dimension and adapts those sets to better approximate the probability distribution of interest using monotone transport maps.
Examples
MParT.ATMOptions
— Function`ATMOptions(;kwargs...)`
Options for using the Adaptive Transport Map algorithm from Baptista, et al.
Inherits all keywords from MapOptions
and TrainOptions
, plus the arguments below.
Arguments
maxPatience::Int
: Number of "stationary" algorithm iterations toleratedmaxSize::Int
: the total number of multiindices in the entire map that the algorithm is allowed to add. Should be larger than the sum of the sizes of all multiindex sets across all dimensions for the mapmaxDegrees::MultiIndex
: The maximum degree of any expansion term for each dimension (should be length of dimensions of the map)
Examples
julia> maxDegrees = MultiIndex(2,3); # limit both dimensions by order 3
+Adaptive training · MParT.jl Adaptive Map Training Routines
MParT.TrainMapAdaptive
— FunctionTrainMapAdaptive(msets, objective, options)
Implements the ATM algorithm Baptista, et al.
Takes in initial guess of multiindex sets for each output dimension and adapts those sets to better approximate the probability distribution of interest using monotone transport maps.
Examples
sourceMParT.ATMOptions
— Function`ATMOptions(;kwargs...)`
Options for using the Adaptive Transport Map algorithm from Baptista, et al.
Inherits all keywords from MapOptions
and TrainOptions
, plus the arguments below.
Arguments
maxPatience::Int
: Number of "stationary" algorithm iterations toleratedmaxSize::Int
: the total number of multiindices in the entire map that the algorithm is allowed to add. Should be larger than the sum of the sizes of all multiindex sets across all dimensions for the mapmaxDegrees::MultiIndex
: The maximum degree of any expansion term for each dimension (should be length of dimensions of the map)
Examples
julia> maxDegrees = MultiIndex(2,3); # limit both dimensions by order 3
-julia> ATMOptions(opt_alg="LD_SLSQP", maxDegrees=maxDegrees);
See also TrainMapAdaptive
, TrainOptions
, MapOptions
sourceSettings
This document was generated with Documenter.jl version 0.27.25 on Friday 4 August 2023. Using Julia version 1.9.2.
+julia> ATMOptions(opt_alg="LD_SLSQP", maxDegrees=maxDegrees);
See also TrainMapAdaptive
, TrainOptions
, MapOptions