Unscented accelerator

[odunbar]

Purpose

Closes #333

Content

• Adds the accelerator method to Unscented. This implementation moves the sigma points (as it is the "ensemble") and then saves the reconstructed the mean and covariance from the new sigma point locations. Note one additional subtlety, the saved "u_mean" and "uu_cov" are not just the mean and cov of the sigma points, and so are back calculated
• Adds unit tests & removed some unnecessary ensemble members / iterations in the accelerator test
• renames the ambiguous update_state! to accelerate!

Unit test output

Accelerator: DefaultAccelerator Process: Inversion
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 4.489933318021739
Accelerator: NesterovAccelerator Process: Inversion
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 5.6012259995349245
Accelerator: DefaultAccelerator Process: TransformInversion
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 4.434232345531697
Accelerator: NesterovAccelerator Process: TransformInversion
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 4.955048376140534
Accelerator: DefaultAccelerator Process: Unscented
┌ Info: Convergence:
│   cost_initial = 53.28933708166123
└   cost_final = 5.84078511368908
Accelerator: NesterovAccelerator Process: Unscented
┌ Info: Convergence:
│   cost_initial = 53.28933708166123
└   cost_final = 6.29489453592627
Accelerator: DefaultAccelerator Process: Sampler
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 14.943442588378828
Accelerator: NesterovAccelerator Process: Sampler
┌ Warning: Acceleration is experimental for Sampler processes and may affect convergence.
└ @ EnsembleKalmanProcesses ~/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/EnsembleKalmanProcess.jl:220
┌ Info: Convergence:
│   cost_initial = 48.24023862169107
└   cost_final = 15.733653014250967

---

• I have read and checked the items on the review checklist.

[eviatarbach]

LGTM!

[odunbar]

bors r+

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