nessai.utils.optimise

Utilities related to optimisation.

Module Contents

Functions

optimise_meta_proposal_weights(→ numpy.ndarray)

Optimise the weights of the meta proposal.

nessai.utils.optimise.optimise_meta_proposal_weights(samples: numpy.ndarray, log_q: numpy.ndarray, method: str = 'SLSQP', options: dict | None = None, initial_weights: numpy.ndarray | None = None) numpy.ndarray

Optimise the weights of the meta proposal.

Uses scipy.optimize.minimize.

Parameters:
samples

Samples drawn from the initial meta proposal.

log_q

Array of log probabilities for each proposal for each sample.

method

Optimisation method to use. See scipy docs for details.

options

Dictionary of options for scipy.optimize.minimize.