hasty-hamiltonian

Speedy gradient-based traversal through parameter space.
git clone git://git.jtobin.io/hasty-hamiltonian.git
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Beale.hs (577B)

      1 {-# OPTIONS_GHC -fno-warn-type-defaults #-}
      2 
      3 import Numeric.AD (grad)
      4 import Numeric.MCMC.Hamiltonian
      5 
      6 target :: RealFloat a => [a] -> a
      7 target [x0, x1]
      8   | and [x0 >= -4.5, x0 <= 4.5, x1 >= -4.5, x1 <= 4.5]
      9       = negate $ (1.5   - x0 + x0 * x1) ^ 2
     10                + (2.25  - x0 + x0 * x1 ^ 2) ^ 2
     11                + (2.625 - x0 + x0 * x1 ^ 3) ^ 2
     12   | otherwise = - (1 / 0)
     13 
     14 gTarget :: [Double] -> [Double]
     15 gTarget = grad target
     16 
     17 beale :: Target [Double]
     18 beale = Target target (Just gTarget)
     19 
     20 main :: IO ()
     21 main = withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] beale
     22 
     23