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Add ScaledLogLikelihood class #540

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BradyPlanden opened this issue Oct 30, 2024 · 0 comments · Fixed by #541
Closed

Add ScaledLogLikelihood class #540

BradyPlanden opened this issue Oct 30, 2024 · 0 comments · Fixed by #541
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enhancement New feature or request

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BradyPlanden commented Oct 30, 2024 •
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Feature description

Adds a ScaledLogLikelihood class that composes a PyBOP LogLikelihood class and scales the log likelihood by the number of observations, i.e. $\hat{L} = \frac{L}{N}$ for improved search-space numerics and default hyper-parameter values for the gradient-based optimisers.

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@BradyPlanden BradyPlanden added the enhancement New feature or request label Oct 30, 2024
@BradyPlanden BradyPlanden linked a pull request Oct 30, 2024 that will close this issue
Adds ScaledLogLikelihood Class #541
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@BradyPlanden BradyPlanden mentioned this issue Oct 30, 2024
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Adds ScaledLogLikelihood Class pybop-team/PyBOP
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