hasty-hamiltonian

Speedy traversal through parameter space.

http://github.com/jtobin/hasty-hamiltonian

Version on this page:1.2.0
LTS Haskell 24.28:1.3.4
Stackage Nightly 2026-01-18:1.3.4
Latest on Hackage:1.3.4

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MIT licensed by Jared Tobin
Maintained by [email protected]
This version can be pinned in stack with:hasty-hamiltonian-1.2.0@sha256:3cf7ed10c65024a06ba9b07df0f727f97875309645c6dda025a4e731cec34c09,2246

Module documentation for 1.2.0

Used by 1 package in nightly-2016-12-20(full list with versions):
declarative

Gradient-based traversal through parameter space.

This implementation of HMC algorithm uses lens as a means to operate over generic indexed traversable functors, so you can expect it to work if your target function takes a list, vector, map, sequence, etc. as its argument.

If you don't want to calculate your gradients by hand you can use the handy ad library for automatic differentiation.

Exports a mcmc function that prints a trace to stdout, as well as a hamiltonian transition operator that can be used more generally.

import Numeric.AD (grad)
import Numeric.MCMC.Hamiltonian

target :: RealFloat a => [a] -> a
target [x0, x1] = negate ((x0 + 2 * x1 - 7) ^ 2 + (2 * x0 + x1 - 5) ^ 2)

gTarget :: [Double] -> [Double]
gTarget = grad target

booth :: Target [Double]
booth = Target target (Just gTarget)

main :: IO ()
main = withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] booth