jexplore.steps.de
=================

.. py:module:: jexplore.steps.de

.. autoapi-nested-parse::

   This module define the class for a MH step based on Differential evolution
   proposal.



Classes
-------

.. autoapisummary::

   jexplore.steps.de.DEStep


Module Contents
---------------

.. py:class:: DEStep[Tepoch: jexplore.sampling.EpochMH, Tstate: jexplore.sampling.StateMH, Tsampling: jexplore.sampling.SamplingMH](gamma = 2.38, ngroups = 2, permute = False)

   Bases: :py:obj:`jexplore.steps.colored.ColoredSC`\ [\ :py:obj:`Tepoch`\ , :py:obj:`Tstate`\ , :py:obj:`Tsampling`\ ]


   Class implementing a Differential evolution step

   :param gamma: :math:`\gamma` scale parameter
   :param ngroups: number of groups. Default 2.
   :param permute: if true walkers are permuted at each iteration.


   .. py:attribute:: gamma
      :type:  float

      DE proposal :math:`\gamma` parameter


   .. py:attribute:: sigma
      :type:  jax.Array

      gamma distribution :math:`\sigma = \frac{\gamma}{2\sqrt{D}}`


   .. py:attribute:: npart
      :type:  int
      :value: 2


      number of partners needed to build the proposal


   .. py:method:: build(epoch)

      Step initialisation method. It extends
      :py:attr:`jexplore.steps.colored.Colored.build` by simply adding  the
      computation of the :math:`\sigma` of the :math:`\gamma` distribution.

      :param epoch: current epoch.



   .. py:method:: sample_gamma(key, state)

      Sample :math:`\gamma` from normal distribution

      :param key: PRNG key
      :param size: output size

      :return: samples



   .. py:method:: proposal(key, state, group, cgroup)

      Propose a new state according to the DE proposal algorithm.

      :param key: PRNG key
      :param state: current state

      :return: new state and the boolean mask of the chains modified by the step.