WIP MCMC with transforms Interface #409

waldie11 · 2023-06-30T12:20:14Z

Co-Authored-By: Cornelius-G <[email protected]>

This reverts commit 9cbacf2.

oschulz · 2023-06-30T20:06:04Z

Can you check the

Base.Meta.ParseError("parsing error in src/samplers/transformed_mcmc/struct_list.jl:34: missing comma or } in argument list")

CI error on Julia 1?

src/samplers/transformed_mcmc/example.jl

src/samplers/transformed_mcmc/mcmc_algorithm.jl

codecov · 2023-07-03T13:33:04Z

Codecov Report

Patch coverage has no change and project coverage change: -5.76% ⚠️

Comparison is base (78e9339) 55.06% compared to head (9cb2625) 49.31%.

❗ Current head 9cb2625 differs from pull request most recent head b6565c3. Consider uploading reports for the commit b6565c3 to get more accurate results

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #409      +/-   ##
==========================================
- Coverage   55.06%   49.31%   -5.76%     
==========================================
  Files         116      131      +15     
  Lines        5619     6323     +704     
==========================================
+ Hits         3094     3118      +24     
- Misses       2525     3205     +680

Files Changed	Coverage Δ
src/BAT.jl	`100.00% <ø> (ø)`
src/samplers/transformed_mcmc/chain_pool_init.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_algorithm.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_convergence.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_iterate.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_sample.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_sampleid.jl	`0.00% <0.00%> (ø)`
src/samplers/transformed_mcmc/mcmc_stats.jl	`0.00% <0.00%> (ø)`
...rs/transformed_mcmc/mcmc_tuning/mcmc_noop_tuner.jl	`0.00% <0.00%> (ø)`
...sformed_mcmc/mcmc_tuning/mcmc_proposalcov_tuner.jl	`0.00% <0.00%> (ø)`
... and 7 more

... and 64 files with indirect coverage changes

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…ansformed

oschulz · 2023-07-06T08:11:06Z

I've updated this to use the new BATContext. "transformed_example.jl" doesn't fully run through, but I'm not sure if that's related.

oschulz · 2023-07-06T08:37:32Z

TransformedAdaptiveMHTuning in the example works now, but

r_hmc = @time BAT.bat_sample_impl(posterior, MCMCSampling(mcalg=HamiltonianMC(), nchains=4, nsteps=4*20000), context)

in the example doesn't work yet, but that's to be expected currently, right?

I think BATContext-wise this is fine now.

Cornelius-G · 2023-07-06T08:41:31Z

TransformedAdaptiveMHTuning in the example works now, but
r_hmc = @time BAT.bat_sample_impl(posterior, MCMCSampling(mcalg=HamiltonianMC(), nchains=4, nsteps=4*20000), context)
in the example doesn't work yet, but that's to be expected currently, right?

Hm, for me this line works. As it should, because that is just the "good old" HMC smapling, not using the new transformations.

oschulz · 2023-07-06T09:02:05Z

Ah - well, in any case, I think the adaption to BATContext is complete.

Cornelius-G · 2023-07-06T09:13:45Z

src/samplers/transformed_mcmc/mcmc_tuning/mcmc_proposalcov_tuner.jl

@@ -58,7 +58,7 @@ end

 # this function is called once after each tuning cycle
 g_state = nothing
-function tuning_update!(tuner::TransformedProposalCovTuner, chain::MCMCIterator, samples::DensitySampleVector)
+function tuning_update!(tuner::TransformedProposalCovTuner, chain::TransformedMCMCIterator, samples::DensitySampleVector)


I guess we need to revert this change, because the CI tests fail due to this line.
TransformedMCMCIterator is a subtype of MCMCIterator. Dispatch should be fine just using the tuner argument.

Sure, we can revert it. But why does it cause errors? For a TransformedProposalCovTuner the chain must be a TransformedMCMCIterator, right?

oschulz · 2024-05-21T13:27:33Z

@Micki-D needs to be updated to API changes.

oschulz · 2024-06-05T13:50:48Z

Closing in favor of #441

AG and others added 9 commits June 30, 2023 12:49

use Tranformed prefix for all structs

c1cec60

Co-Authored-By: Cornelius-G <[email protected]>

use Transformed prefix for all types

9cbacf2

update deps

6cbe392

add AdaptiveTransform

e32abca

include transformed_mcmc

50c02ba

Revert "use Transformed prefix for all types"

b0794f0

This reverts commit 9cbacf2.

chnage replace_type script

e1d7aba

use Transformed prefix for all abstract types

66fa0ad

new TransformedMCMCSampling and old MCMCSampling now both working

6c39fee

oschulz requested changes Jun 30, 2023

View reviewed changes

src/samplers/transformed_mcmc/example.jl Outdated Show resolved Hide resolved

src/samplers/transformed_mcmc/mcmc_algorithm.jl Show resolved Hide resolved

src/samplers/transformed_mcmc/mcmc_algorithm.jl Show resolved Hide resolved

move example

f640fbc

Cornelius-G added 2 commits July 3, 2023 16:32

use full matrix instead of lower cholesky in AdaptiveMHTuner

d0ce010

use cholesky lower for AdaptiveMHTuning

972d967

oschulz mentioned this pull request Jul 6, 2023

Use AutoDiffOperators and add BATContext #411

Merged

oschulz added 2 commits July 6, 2023 08:37

Merge commit 'c9d7fd98bf61d05fedc0be1643b41d7aabe43c98' into RenameTr…

756827f

…ansformed

Adapt transformed MCMC code to using BATContext

9cb2625

FIx TransformedAdaptiveMHTuning and example

bb97b3a

Cornelius-G reviewed Jul 6, 2023

View reviewed changes

oschulz added 6 commits July 9, 2023 11:18

Merge branch 'main' into RenameTransformed

b2d5449

Fix Project.toml

119c3fe

Fix include order in transformed_mcmc

7f45cee

Fix transformed_check_convergence!

9457054

Fix transformed bat_sample_impl and mcmc_burnin!

6552733

Merge branch 'main' into trafo-merge

8dc1ebf

oschulz and others added 18 commits July 9, 2023 12:41

Adapt transformed example to API changes

0a027e8

RAMTuner properly persist stepno through multi_cycle_burnin

85dc22a

Merge remote-tracking branch 'origin/main' into RenameTransformed

9602973

Merge branch 'main' into RenameTransformed

f8f4b8d

rewrite mcmc_init! for optimized overall runtime

109a5c9

add infrastructure to ease continue of chains

756d0e4

spaces in return of bat_sample_impl

3647b6e

introduce _bat_sample_continue

902257d

ProgressMeter for known infrastructure

8cc015b

ahmc evaluates params [NaN,...] in times

41b817d

clustered init suggestion

0c4a703

switch to median in cluster selection

d988a84

forward best cluster

9909eed

_cluster_selection correct forward of chains&tuner

fc93e18

_cluster_selection proper fail criterion

3372df3

viable_idxs corrected

d6c01b3

Merge branch 'main' into RenameTransformed

a27f521

quick fixes

b6565c3

Micki-D mentioned this pull request Jun 3, 2024

Rename transformed (Update for Measure terminology) #441

Open

oschulz closed this Jun 5, 2024

Micki-D mentioned this pull request Sep 2, 2024

Space transformations refactor #449

Merged

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WIP MCMC with transforms Interface #409

WIP MCMC with transforms Interface #409

waldie11 commented Jun 30, 2023

oschulz commented Jun 30, 2023

codecov bot commented Jul 3, 2023 •

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oschulz commented Jul 6, 2023

oschulz commented Jul 6, 2023

Cornelius-G commented Jul 6, 2023

oschulz commented Jul 6, 2023

Cornelius-G Jul 6, 2023

oschulz Jul 6, 2023

oschulz commented May 21, 2024

oschulz commented Jun 5, 2024

WIP MCMC with transforms Interface #409

WIP MCMC with transforms Interface #409

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waldie11 commented Jun 30, 2023

oschulz commented Jun 30, 2023

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oschulz commented Jul 6, 2023

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