nessai.utils.optimise
Utilities related to optimisation.
Module Contents
Functions
|
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
.