adapt_delta
is the target average
proposal acceptance probability for adaptation. adapt_delta
is
ignored if algorithm
is not "sampling"
.The default value of adapt_delta
is 0.95, except when the prior for
the regression coefficients is R2
, hs
,
hs_plus
, or student_t
with df <= 2<="" code="">, in
which case the default is 0.99.=>
In general you should not need to change adapt_delta
unless you see a
warning message about divergent transitions, in which case you can increase
adapt_delta
from the default to a value closer to 1 (e.g. from
0.95 to 0.99, or from 0.99 to 0.999, etc). The step size used by the
numerical integrator is a function of adapt_delta
in that increasing
adapt_delta
will result in a smaller step size and fewer divergences.
Increasing adapt_delta
will typically result in a slower sampler, but
it will always lead to a more robust sampler.