From 7c384a05e3b7511b24ca059578ed96ff2bbb6862 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Wed, 20 Apr 2016 12:45:09 +0200
Subject: [PATCH] Allow sampler specific options via optim; bug fixes on
options logic
---
matlab/check_posterior_sampler_options.m | 35 +++++++++++++++++++-----
1 file changed, 28 insertions(+), 7 deletions(-)
diff --git a/matlab/check_posterior_sampler_options.m b/matlab/check_posterior_sampler_options.m
index acaff8da94..25305311a8 100644
--- a/matlab/check_posterior_sampler_options.m
+++ b/matlab/check_posterior_sampler_options.m
@@ -41,7 +41,7 @@ if ~strcmp(posterior_sampler_options.posterior_sampling_method,'slice')
error('I Cannot start the MCMC because the Hessian of the posterior kernel at the mode was not computed.')
end
if options_.load_mh_file && options_.use_mh_covariance_matrix,
- invhess = compute_mh_covariance_matrix;
+ [junk, invhess] = compute_mh_covariance_matrix;
posterior_sampler_options.invhess = invhess;
end
posterior_sampler_options.parallel_bar_refresh_rate=50;
@@ -61,7 +61,7 @@ if strcmp(options_.posterior_sampling_method,'slice')
posterior_sampler_options.save_tmp_file=1;
posterior_sampler_options = set_default_option(posterior_sampler_options,'rotated',0);
posterior_sampler_options = set_default_option(posterior_sampler_options,'slice_initialize_with_mode',0);
- posterior_sampler_options = set_default_option(posterior_sampler_options,'use_slice_covariance_matrix',0);
+ posterior_sampler_options = set_default_option(posterior_sampler_options,'use_mh_covariance_matrix',0);
posterior_sampler_options = set_default_option(posterior_sampler_options,'WR',[]);
if ~isfield(posterior_sampler_options,'mode'),
posterior_sampler_options.mode = [];
@@ -70,7 +70,28 @@ if strcmp(options_.posterior_sampling_method,'slice')
end
posterior_sampler_options = set_default_option(posterior_sampler_options,'mode_files',[]);
posterior_sampler_options = set_default_option(posterior_sampler_options,'W1',0.8*(bounds.ub-bounds.lb));
-
+
+ if ~isempty(options_.optim_opt)
+ options_list = read_key_value_string(options_.optim_opt);
+ for i=1:rows(options_list)
+ switch options_list{i,1}
+ case 'rotated'
+ posterior_sampler_options.rotated = options_list{i,2};
+ case 'mode'
+ posterior_sampler_options.mode = options_list{i,2};
+ case 'mode_files'
+ posterior_sampler_options.mode_files = options_list{i,2};
+ case 'slice_initialize_with_mode'
+ posterior_sampler_options.slice_initialize_with_mode = options_list{i,2};
+ case 'initial_step_size'
+ posterior_sampler_options.W1 = options_list{i,2}*(bounds.ub-bounds.lb);
+ case 'use_mh_covariance_matrix'
+ posterior_sampler_options.use_mh_covariance_matrix = options_list{i,2};
+ otherwise
+ warning(['slice_sampler: Unknown option (' options_list{i,1} ')!'])
+ end
+ end
+ end
if options_.load_mh_file,
posterior_sampler_options.slice_initialize_with_mode = 0;
else
@@ -80,9 +101,9 @@ if strcmp(options_.posterior_sampling_method,'slice')
end
if posterior_sampler_options.rotated,
- if isempty(posterior_sampler_options.mode_files) && ~isfield(posterior_sampler_options,'mode'), % rotated unimodal
+ if isempty(posterior_sampler_options.mode_files) && isempty(posterior_sampler_options.mode), % rotated unimodal
- if ~options_.cova_compute && ~(options_.load_mh_file && options_.use_mh_covariance_matrix)
+ if ~options_.cova_compute && ~(options_.load_mh_file && posterior_sampler_options.use_mh_covariance_matrix)
skipline()
disp('I cannot start rotated slice sampler because')
disp('there is no previous MCMC to load ')
@@ -92,8 +113,8 @@ if strcmp(options_.posterior_sampling_method,'slice')
if isempty(invhess)
error('oops! This error should not occur, please contact developers.')
end
- if options_.load_mh_file && posterior_sampler_options.use_slice_covariance_matrix,
- invhess = compute_mh_covariance_matrix;
+ if options_.load_mh_file && posterior_sampler_options.use_mh_covariance_matrix,
+ [junk, invhess] = compute_mh_covariance_matrix;
posterior_sampler_options.invhess = invhess;
end
[V1 D]=eig(invhess);
--
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