add ellipsoid walks: Dikin, John and Vaidya walk. #39
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vissarion
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Sep 11, 2019
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| // Code from https://github.com/rzrsk/vaidya-walk | |||
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// Related publication: Chen et al. - "Fast MCMC Sampling Algorithms on Polytopes", Journal of Machine Learning Research 19 (2018) 1-86.
similarly to all files
Also please add the info and copyright notes as in all the files of the library
| @@ -101,7 +107,8 @@ Rcpp::NumericMatrix sample_points(Rcpp::Nullable<Rcpp::Reference> P = R_NilValue | |||
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| int type, dim, numpoints; | |||
| NT radius = 1.0, delta = -1.0; | |||
| bool set_mean_point = false, cdhr = true, rdhr = false, ball_walk = false, gaussian = false; | |||
| bool set_mean_point = false, cdhr = false, rdhr = false, ball_walk = false, gaussian = false, | |||
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Why having all those bool vars, one per walk type and not just one enum that takes the value related to the walk type, e.g. enum Walk { RDHnR, CDHnR, Ball, Billiard, Vaidya, John, Dikin, ... };
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This is re-worked here #88 |
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This PR contains three geometric random walks for uniform sampling from a convex polytope when the latter is given in H-representation:
We add the implementations from https://github.com/rzrsk/vaidya-walk and we make changes in order to be used efficiently from volesti package.