taskMCSim simulation sofware - Tasks: task #15666, improve tempered MCMC

 
 

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task #15666: improve tempered MCMC

Submitter:  Frederic Yves Bois <fredomatic>
Submitted:  Thu 28 May 2020 01:31:10 PM UTC
   
 
Should Start On:  Wed 27 May 2020 10:00:00 PM UTC Should be Finished on:  Thu 27 May 2021 10:00:00 PM UTC
Category:  Sim Priority:  5 - Normal
Status:  None Assigned to:  None
Percent Complete:  0% Open/Closed:  Open

Thu 28 May 2020 01:31:10 PM UTC, original submission:  

Jumping between perks can deteriorate when adding a new perk because if the new perk attempted pseudo-prior is wrong, Robbins-Munro updating can disrupt the pseudo-prior of the perk just above the new one. The bottom perks get cut off from the higher perks. The damage is almost irreversible, because slopes of the pseudo-prior vs perk curve go bad and are used to set the pseudo-prior of newly attempted points.

This can be seen with the hierarchical linear model (attached).

Maybe the "old good" set of pseudo-priors should be saved and re-instated when trying a new perks when the previous attempt has failed.

Another option is to go from 1 down to 0.5 (or 0.1) and also from 0 up to 0.5 (or 0.1) and then bridge the two.
 
Maybe there should be no more that 0.2 or 0.3 between two perks. That does not fix the above problem anyway.

Decent tests should be set up to check that fixing that problem does not botch what works already.

Frederic Yves Bois <fredomatic>
Group administrator

 

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Attached Files
file #49184:  linear.model added by fredomatic (564B - application/octet-stream)
file #49185:  linear.LTMCMC.in added by fredomatic (3KiB - application/octet-stream)

 

Depends on the following items: None found

Items that depend on this one: None found

 

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  • -email is unavailable- added by fredomatic (Submitted the item)
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    Follow 2 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2020-05-28 fredomatic Attached File- Added linear.model, #49184
        Attached File- Added linear.LTMCMC.in, #49185

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