fixed stepsize bug

src/MarkovChainMonteCarlo.jl

@@ -521,28 +521,38 @@ function optimize_stepsize(
     max_iter = 20,
     sample_kwargs...,
 )
-    doubled = false
-    halved = false
+    increase = false
+    decrease = false
     stepsize = init_stepsize
+    factor = [1.0]
+    step_history = [true, true]
     _find_mcmc_step_log(mcmc)
     for it in 1:max_iter
         trial_chain = sample(rng, mcmc, N; stepsize = stepsize, sample_kwargs...)
         acc_ratio = accept_ratio(trial_chain)
         _find_mcmc_step_log(it, stepsize, acc_ratio, trial_chain)
+
         change_step = true
-        if doubled && halved
-            stepsize = 0.75 * stepsize
-            doubled = false
-            halved = false
-        elseif acc_ratio < 0.15
-            stepsize = 0.5 * stepsize
-            halved = true
+        if acc_ratio < 0.15
+            decrease = true
         elseif acc_ratio > 0.35
-            stepsize = 2.0 * stepsize
-            doubled = true
+            increase = true
         else
             change_step = false
         end
+
+        if increase && decrease
+            factor[1] /= 2
+            increase = false
+            decrease = false
+        end
+
+        if acc_ratio < 0.15
+            stepsize *= 2^(-factor[1])
+        elseif acc_ratio > 0.35
+            stepsize *= 2^(factor[1])
+        end
+
         if change_step
             @printf "Set sampler to new stepsize: %.3g\n" stepsize
         else