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markovmodel / msmtools
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Repo Added 08 Jul 2015 04:26PM UTC
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LAST BUILD ON BRANCH rev_mle_convergence_tweaks
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  • rev_mle_convergence_tweaks
  • add_sparse_options
  • confconst
  • count_matrix_performance
  • devel
  • dtraj_api
  • fix_trev_norm
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franknoe
[estimation: reversible tmatrix MLE and sampler]: Added option to suppress the not-converged warning. Using that option and running only 100 steps in the initialization of the reversible transition matrix sampler. That's sufficient for the sampler because the MLE is just a starting point anyway. In cases where the reversible MLE doesn't converge well - and that seems to happen often for the fractional counts employed in Bayesian methods - we would otherwise optimize for 1M steps, just to throw that result away in the first sampling step. This change makes a huge performance difference for the Bayesian HMM, where a transition matrix sampling is run for every iteration of the algorithm (usually 100 times or more).

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115 rev_mle_convergence_tweaks [estimation: reversible tmatrix MLE and sampler]: Added option to suppress the not-converged warning. Using that option and running only 100 steps in the initialization of the reversible transition matrix sampler. That's sufficient for the sampler... push 04 Aug 2015 05:55PM UTC franknoe travis-ci pending completion  
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