In NYC this summer we talked at one point about simplifying the default sampling function (
hmc_nuts_diag_e_adapt) in PyStan/httpstan/others(?) by fixing some of the sampler parameters at their default values (i.e., not allowing the typical user to set them). (Advanced users would have lots of alternatives.)
I recall there being a consensus that the typical user should not manipulate most of the parameters. I’m having trouble recalling which ones the typical user should potentially be allowed to change. Can someone help? I think @betanalpha had opinions about this.
For reference, here are the sampler parameters I’m thinking about:
- mass matrix
The thinking was that some of these sampler parameters depend on each other – manipulating them correctly is generally not going to yield good results for the typical PyStan/Rstan/*Stan user.
Added 2019-11-05: Added
init_radius to discussion.