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Fixed order of updated inverse metric with stepsize (Issue #2881)
1 parent a67e9e5 commit a8e7500

10 files changed

+20
-20
lines changed

src/stan/mcmc/hmc/nuts/adapt_dense_e_nuts.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -35,10 +35,10 @@ class adapt_dense_e_nuts : public dense_e_nuts<Model, BaseRNG>,
3535
= this->covar_adaptation_.learn_covariance(inv_metric, this->z_.q);
3636

3737
if (update) {
38-
this->init_stepsize(logger);
39-
4038
this->z_.set_inv_metric(inv_metric);
4139

40+
this->init_stepsize(logger);
41+
4242
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4343
this->stepsize_adaptation_.restart();
4444
}

src/stan/mcmc/hmc/nuts/adapt_diag_e_nuts.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -35,10 +35,10 @@ class adapt_diag_e_nuts : public diag_e_nuts<Model, BaseRNG>,
3535
= this->var_adaptation_.learn_variance(inv_metric, this->z_.q);
3636

3737
if (update) {
38-
this->init_stepsize(logger);
39-
4038
this->z_.set_inv_metric(inv_metric);
4139

40+
this->init_stepsize(logger);
41+
4242
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4343
this->stepsize_adaptation_.restart();
4444
}

src/stan/mcmc/hmc/nuts_classic/adapt_dense_e_nuts_classic.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -35,10 +35,10 @@ class adapt_dense_e_nuts_classic : public dense_e_nuts_classic<Model, BaseRNG>,
3535
= this->covar_adaptation_.learn_covariance(inv_metric, this->z_.q);
3636

3737
if (update) {
38-
this->init_stepsize(logger);
39-
4038
this->z_.set_inv_metric(inv_metric);
4139

40+
this->init_stepsize(logger);
41+
4242
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4343
this->stepsize_adaptation_.restart();
4444
}

src/stan/mcmc/hmc/nuts_classic/adapt_diag_e_nuts_classic.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -36,10 +36,10 @@ class adapt_diag_e_nuts_classic : public diag_e_nuts_classic<Model, BaseRNG>,
3636
= this->var_adaptation_.learn_variance(inv_metric, this->z_.q);
3737

3838
if (update) {
39-
this->init_stepsize(logger);
40-
4139
this->z_.set_inv_metric(inv_metric);
4240

41+
this->init_stepsize(logger);
42+
4343
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4444
this->stepsize_adaptation_.restart();
4545
}

src/stan/mcmc/hmc/static/adapt_dense_e_static_hmc.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -38,10 +38,10 @@ class adapt_dense_e_static_hmc : public dense_e_static_hmc<Model, BaseRNG>,
3838
= this->covar_adaptation_.learn_covariance(inv_metric, this->z_.q);
3939

4040
if (update) {
41-
this->init_stepsize(logger);
42-
this->update_L_();
4341
this->z_.set_inv_metric(inv_metric);
4442

43+
this->init_stepsize(logger);
44+
this->update_L_();
4545
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4646
this->stepsize_adaptation_.restart();
4747
}

src/stan/mcmc/hmc/static/adapt_diag_e_static_hmc.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -38,10 +38,10 @@ class adapt_diag_e_static_hmc : public diag_e_static_hmc<Model, BaseRNG>,
3838
= this->var_adaptation_.learn_variance(inv_metric, this->z_.q);
3939

4040
if (update) {
41-
this->init_stepsize(logger);
42-
this->update_L_();
4341
this->z_.set_inv_metric(inv_metric);
4442

43+
this->init_stepsize(logger);
44+
this->update_L_();
4545
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4646
this->stepsize_adaptation_.restart();
4747
}

src/stan/mcmc/hmc/static_uniform/adapt_dense_e_static_uniform.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -37,10 +37,10 @@ class adapt_dense_e_static_uniform
3737
= this->covar_adaptation_.learn_covariance(inv_metric, this->z_.q);
3838

3939
if (update) {
40-
this->init_stepsize(logger);
41-
4240
this->z_.set_inv_metric(inv_metric);
4341

42+
this->init_stepsize(logger);
43+
4444
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4545
this->stepsize_adaptation_.restart();
4646
}

src/stan/mcmc/hmc/static_uniform/adapt_diag_e_static_uniform.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -36,10 +36,10 @@ class adapt_diag_e_static_uniform
3636
bool update
3737
= this->var_adaptation_.learn_variance(inv_metric, this->z_.q);
3838
if (update) {
39-
this->init_stepsize(logger);
40-
4139
this->z_.set_inv_metric(inv_metric);
4240

41+
this->init_stepsize(logger);
42+
4343
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4444
this->stepsize_adaptation_.restart();
4545
}

src/stan/mcmc/hmc/xhmc/adapt_dense_e_xhmc.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -35,10 +35,10 @@ class adapt_dense_e_xhmc : public dense_e_xhmc<Model, BaseRNG>,
3535
= this->covar_adaptation_.learn_covariance(inv_metric, this->z_.q);
3636

3737
if (update) {
38-
this->init_stepsize(logger);
39-
4038
this->z_.set_inv_metric(inv_metric);
4139

40+
this->init_stepsize(logger);
41+
4242
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4343
this->stepsize_adaptation_.restart();
4444
}

src/stan/mcmc/hmc/xhmc/adapt_diag_e_xhmc.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -35,10 +35,10 @@ class adapt_diag_e_xhmc : public diag_e_xhmc<Model, BaseRNG>,
3535
= this->var_adaptation_.learn_variance(inv_metric, this->z_.q);
3636

3737
if (update) {
38-
this->init_stepsize(logger);
39-
4038
this->z_.set_inv_metric(inv_metric);
4139

40+
this->init_stepsize(logger);
41+
4242
this->stepsize_adaptation_.set_mu(log(10 * this->nom_epsilon_));
4343
this->stepsize_adaptation_.restart();
4444
}

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