Allow method="basinhopping"
in find_MAP
and fit_laplace
#467
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Closes #454
This PR lets users use the
basinhopping
algorithm to fit PyMC models. This is in the class of simulated annealing algorithms, except that it also runs an inner optimization loop to find the nearest minimum after proposing a new starting position.API is pretty clean, if I do say so myself:
Gives:
The top progress bar shows the overall algorithm, the current step, the target step size, current best objective function, and the gradient at that current best. The bottom shows progress on the inner optimization loop, so it gets updated a lot. You can see here that the final inner optimization went somewhere stupid, so the objective value is very high.