TransportMaps.Algorithms.DeepLazyMaps.DeepLazyMapsConstructionBase

Module Contents

Classes

DeepLazyMapsAssembler

Base object for every object in the module.

class TransportMaps.Algorithms.DeepLazyMaps.DeepLazyMapsConstructionBase.DeepLazyMapsAssembler(builder, map_factory, eps, maxit=20, random_rotations=False, random_rotations_step=1, rank_max=3, rank_eps=0.01, rank_qtype=0, rank_qparams=20, hard_truncation=False, ht_qtype=0, ht_qparams=100, var_diag_qtype=0, var_diag_qparams=100, callback=None, callback_kwargs={})[source]

Bases: TransportMaps.ObjectBase.TMO

Base object for every object in the module.

This object provides functions for storage and parallelization.

_compute_subspace(x, w, rho, pi, eps, max_rank, step, mpi_pool=None, plotting=False)[source]
_compute_subspace_overlap(u1, u2, step)[source]
assemble(target_distribution=None, builder_solve_params=None, state=None, mpi_pool=None, plotting=False)[source]
Args
target_distribution (Distribution):

distribution \(\nu_\pi\)

builder_solve_params (dict): parameters to be passed to the builder state (TransportMaps.DataStorageObject):

if provided, it must contain all the information needed for reloading, or a handle to an empty storage object which can be externally stored. If state contains the keys corresponding to arguments to this function, they will be used instead of the input themselves.

Returns:

(TransportMaps.Maps.TransportMap) – the transport map fitted.