I’m wondering, is there something analogous to simulated annealing in PyMC3? The scipy algorithm is deprecated and it’s effectively the application of Metropolis-Hastings to combinatorial optimization problems. For detailed specifics, see the wikipedia entry. generally speaking, the algorithm gets…

Simulated Annealing equivalent in PyMC3?

andyfaff December 17, 2020, 8:06pm 5

There is a dual_annealing function in scipy now.

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