major rewrite #44
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major rewrite #44
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Hopefully the new registry will be ready by this PR is done.
Codecov Report
@@ Coverage Diff @@
## master #44 +/- ##
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- Coverage 97.21% 89.94% -7.28%
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Files 7 8 +1
Lines 287 348 +61
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+ Hits 279 313 +34
- Misses 8 35 +27
Continue to review full report at Codecov.
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- Move all abstract trajectory API and samplers into trees.jl. - Use bit flags for directions.
Internal checks: rule out calling is_turning on a leaf.
Remove proposal type, factor out the logic of biased progressive sampling.
Rewrite unit tests with log probabilities.
Incidentally: cosmetic cleanup of test code.
- make kinetic energy the first slot/type parameter in Hamiltonian - longer function, slot, and type names, without abbreviations - fix LogDensityProblems API use bugss - rename neg_energy to logdensity - support diagonal metric without forming a lower triangular W - Hamiltonian tests and support functions cleanup, random z in rand_Hz - get rid of some cruft in tests
Rename structs and internal functions.
No substantial code changed, just formatting, moved diagnostic functions to appropriate file.
1. store position with evaluated log density and gradient in a single object 2. remove redundant Hamiltonian functionality 3. mcmc stages with adaptation state replace tuning sequence 4. add optimization before initial stepsize finding initial stepsize 5. add diagonal metric (as the default) 6. simplify μ initialization 7. allow higher acceptance rate for initial stepsize
- replace `sample` with `chain` - replace `adaptation` with `warmup` - add missing docstrings - rename higher-level functions - add API change warnings
also factor out common test code for interactive use
as we are not testing mcmc logs
- propagate invalid tree information upwards and save it for diagnostics, refactor tree code - just collect visited node information (practically acceptance), without divergence - use log of total acceptance rate for more accurate calculation - refactor diagnostics: don't use DataStructures for simple counting, rename statistics summary function, change quantiles - fix reporter propagation bug - longer runs for simple mcmc diagnostics (fewer false positives) - incidental docstring fixes
(may bring it back when tested)
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PR already huge, merging to master, TBC. |
This was referenced Aug 19, 2019
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- bump Documenter project version - updated documentation for #44 and subsequent changes - don't document low-level API - include a worked example - deploy docs using 1.2
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Addressing many issues, mostly as outlined in #30.
Organized as a set of smaller PRs, merged into this one.API changes
major API change: entry point is now
mcmc_with_warmuprefactor warmup code, add initial optimizer
use the LogDensityProblems v0.9.0 API
use Julia's Logging module for progress messages
diagnostics moved to
DynamicHMC.Diagnosticsreport turning and divergence positions
add
leapfrog_trajectoryfor explorationImplementation changes
factor out the tree traversal code
abstract trajectory interface
separate random and non-random parts
stricter and more exact unit tests
refactor Hamiltonian code slightly
caching is now in EvaluatedLogDensity
functions renamed
misc
remove dependency on DataStructures, Suppressor
cosmetic changes to dual averaging code
large test cleanup
TODO
Warmup and diagnostics postponed after this PR, see #54.