Commit eb60c29a authored by Philipp Arras's avatar Philipp Arras
Browse files

Preconditioner for sampling

parent 5624dc3e
Pipeline #52349 passed with stages
in 8 minutes and 32 seconds
......@@ -18,6 +18,8 @@
from .. import utilities
from ..linearization import Linearization
from ..operators.energy_operators import StandardHamiltonian
from ..probing import approximation2endo
from ..sugar import makeOp
from .energy import Energy
......@@ -72,7 +74,7 @@ class MetricGaussianKL(Energy):
def __init__(self, mean, hamiltonian, n_samples, constants=[],
point_estimates=[], mirror_samples=False,
_samples=None):
_samples=None, napprox=0):
super(MetricGaussianKL, self).__init__(mean)
if not isinstance(hamiltonian, StandardHamiltonian):
......@@ -91,6 +93,10 @@ class MetricGaussianKL(Energy):
if _samples is None:
met = hamiltonian(Linearization.make_partial_var(
mean, point_estimates, True)).metric
if napprox > 1:
print('Calculate preconditioner for sampling')
met._approximation = makeOp(approximation2endo(met, napprox))
print('Done')
_samples = tuple(met.draw_sample(from_inverse=True)
for _ in range(n_samples))
if mirror_samples:
......@@ -110,11 +116,12 @@ class MetricGaussianKL(Energy):
self._val = v / len(self._samples)
self._grad = g * (1./len(self._samples))
self._metric = None
self._napprox = napprox
def at(self, position):
return MetricGaussianKL(position, self._hamiltonian, 0,
self._constants, self._point_estimates,
_samples=self._samples)
_samples=self._samples, napprox=self._napprox)
@property
def value(self):
......
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