HillClimbing.h File Reference

This cute kind of inference keeps a body of N top hypotheses, and successively proposes to them using standard proposals. When it hasn't improved in ctl.restart steps, it will restart (resample). Note that this really should use ctl.restart>0, or else you just climb up one hill. NOTE: We could propose propotional to each hypothesis' posterior, but it doesn't matter much because the best gets most probability mass (that's why we don't store more than n=1 defaultly) More...

#include "TopN.h"
#include "SampleStreams.h"

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Classes
class	HillClimbing< HYP >

Detailed Description

This cute kind of inference keeps a body of N top hypotheses, and successively proposes to them using standard proposals. When it hasn't improved in ctl.restart steps, it will restart (resample). Note that this really should use ctl.restart>0, or else you just climb up one hill. NOTE: We could propose propotional to each hypothesis' posterior, but it doesn't matter much because the best gets most probability mass (that's why we don't store more than n=1 defaultly)