A simple 'annealing transformer' for [declarative][decl]-compatible transition operators.
Transition operators can easily be tweaked to operate over an annealed parameter space, which can be useful when sampling from bumpy landscapes with isolated modes.
This library exports a single anneal function that allows one to run a
declarative-compatible transition operator over a space that has been
annealed to a specified temperature.
import Numeric.MCMC
import Numeric.MCMC.Anneal (anneal)
annealingTransition = do
anneal 0.70 (metropolis 1)
anneal 0.05 (metropolis 1)
anneal 0.05 (metropolis 1)
anneal 0.70 (metropolis 1)
metropolis 1These 'annealed' operators can then just be used like any other:
himmelblau :: Target [Double]
himmelblau = Target lHimmelblau Nothing where
lHimmelblau :: [Double] -> Double
lHimmelblau [x0, x1] =
(-1) * ((x0 * x0 + x1 - 11) ^ 2 + (x0 + x1 * x1 - 7) ^ 2)
main :: IO ()
main = withSystemRandom . asGenIO $
mcmc 10000 [0, 0] annealingTransition himmelblau
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