added temperature, and coverage increases!
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@ -166,7 +166,8 @@ class BayesianKDEy(AggregativeSoftQuantifier, KDEBase, WithConfidenceABC):
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samples.append(current_prev)
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samples.append(current_prev)
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acceptance_history.append(1. if accepted else 0.)
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acceptance_history.append(1. if accepted else 0.)
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if i < self.num_warmup and i%10==0 and len(acceptance_history)>=100:
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# if i < self.num_warmup and i%10==0 and len(acceptance_history)>=100:
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if i % 10 == 0 and len(acceptance_history) >= 100:
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recent_accept_rate = np.mean(acceptance_history[-100:])
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recent_accept_rate = np.mean(acceptance_history[-100:])
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step_size *= np.exp(adapt_rate * (recent_accept_rate - target_acceptance))
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step_size *= np.exp(adapt_rate * (recent_accept_rate - target_acceptance))
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# step_size = float(np.clip(step_size, min_step, max_step))
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# step_size = float(np.clip(step_size, min_step, max_step))
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@ -47,8 +47,8 @@ def methods():
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# yield 'BootstrapKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: AggregativeBootstrap(KDEyML(LR(), **hyper), n_test_samples=1000, random_state=0, verbose=True),
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# yield 'BootstrapKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: AggregativeBootstrap(KDEyML(LR(), **hyper), n_test_samples=1000, random_state=0, verbose=True),
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# yield 'BayesianKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: BayesianKDEy(mcmc_seed=0, **hyper),
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# yield 'BayesianKDEy', KDEyML(LR()), kdey_hyper, lambda hyper: BayesianKDEy(mcmc_seed=0, **hyper),
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for T in [1., 10., 100., 1000.]:
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for T in [100., 500, 1000.]:
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yield f'BaKDE-CLR-T{T}', KDEyCLR(LR()), kdey_hyper_clr, lambda hyper: BayesianKDEy(kernel='aitchison', mcmc_seed=0, temperature=T, step_size=.15, **hyper),
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yield f'BaKDE-CLR-T{T}', KDEyCLR(LR()), kdey_hyper_clr, lambda hyper: BayesianKDEy(kernel='aitchison', explore='ilr', mcmc_seed=0, temperature=T, step_size=.1, **hyper),
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