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A tiny Metropolis-Hastings neural networks optimizer

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micropolis

A tiny Metropolis-Hastings neural networks optimizer, inspired by micrograd.

This version is contemporary with Micropolis II.

References

  • optim.MMH(test='Barker') implements the approximate Barker MH test of [6.3, BDH17].
  • optim.MMH(test='exact') implements the exact Barker MH test of [SPCC17] (& thanks to BIDData/BIDMach for the normal-to-logistic correction distriution).

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A tiny Metropolis-Hastings neural networks optimizer

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