beanmachine.ppl.inference.single_site_random_walk module

class beanmachine.ppl.inference.single_site_random_walk.SingleSiteRandomWalk(step_size: float = 1.0)

Bases: beanmachine.ppl.inference.base_inference.BaseInference

Single Site random walk Metropolis-Hastings. This single site algorithm uses a Normal distribution proposer.

Parameters

step_size – Step size, defaults to 1.0

get_proposers(world: beanmachine.ppl.world.world.World, target_rvs: Set[beanmachine.ppl.model.rv_identifier.RVIdentifier], num_adaptive_sample: int) → List[beanmachine.ppl.inference.proposer.base_proposer.BaseProposer]

Returns the proposer(s) corresponding to every non-observed variable in target_rvs. Should be implemented by the specific inference algorithm.