need stepsize jitter?

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Bob Carpenter

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Mar 24, 2016, 4:26:56 PM3/24/16
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We have that in HMC now, but I think Michael wanted to get rid of
it. That'd be OK with me if nobody's using it.

- Bob

Michael Betancourt

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Mar 24, 2016, 5:01:52 PM3/24/16
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It doesn’t really help — in cases where there is position-dependent
curvature the jitter would have to be huge to to get any kind of
implicit adaptation. And then it would be extremely wasteful as
most of the step sizes would not be optimal anywhere, and you’d
get stuck trying to randomly sample the few locally-optimal values.
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Bob Carpenter

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Mar 24, 2016, 5:09:57 PM3/24/16
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OK, my memory was finally correct! So let's get rid of
that "feature" going forward. I'd rather not have vestigial
features to doc and support and test.

- Bob
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