NEWS
RZigZag 0.2.0 (2019-07-04)
- general refactoring which is unfortunately not downwards compatible
- R helper functions to obtain ESS and samples from skeleton
- transposed dataX matrix in logistic regression: now the different rows of dataX represent different observations
- allow user to provide starting direction and custom reference points for control variates (ZigZagLogistic)
- BPS and Zig-Zag routinesStudent distributions
RZigZag 0.1.6 (2018-04-30)
- Allows for fixed time horizon (in additional to fixed number of iterations)
- Preprocessing of input to logistic regression disabled. Adding intercept to design matrix and possible recentering is up to user.
RZigZag 0.1.5 (2018-04-12)
- Implements Bouncy Particle Sampler for Gaussian target
- Allows to specify starting value for ZigZagGaussian
RZigZag 0.1.4 (2017-10-28)
- Changed from n_epochs argument to n_iter, representing number of iterations, as this is more flexible. This update is not downwards compatible, but if you want to run ZigZagLogistic when subsampling (with or without control variates) with n_epochs gradient evaluations, simply pick n_iter = n_epochs * (number of observations).
- Resolved ambiguities in overloaded functions which previously resulted in a compile error on Solaris.
RZigZag 0.1.3 (2017-10-17)
- Corrected arXiv reference
RZigZag 0.1.1
- This is the first version, which introduces the R functions
ZigZagLogistic
and ZigZagGaussian
.