Hi @Rahul_Deora,
Take a quick peek at @colcarroll’s Series of posts on implementing Hamiltonian Monte Carlo . Post #3 covers this in detail:
One of the most immediate improvements you can make to Hamiltonian Monte Carlo (HMC) is to implement step size adaptation, which gives you fewer parameters to tune, and adds in the concept of “warmup” or “tuning” for your sampler.