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Published 20 hours ago • verified publisher icon blackjax-devs

Adjusted MCLMC

Open reubenharry opened this issue 1 year ago • 3 comments

A change is also made to partially_refresh_momentum, which allows (adjusted) MCHMC to be the limit of MCLMC with infinite $L$. This is convenient since the user may or not want partial refreshment (in the unadjusted case, we find that it is always beneficial, but don't know yet in the adjusted case)

Addresses #676.

Checklist:

  • [x] If I add a new sampler, there is an issue discussing it already;
  • [x] We should be able to understand what the PR does from its title only;
  • [x] There is a high-level description of the changes;
  • [x] There are links to all the relevant issues, discussions and PRs;
  • [x] The branch is rebased on the latest main commit;
  • [x] Commit messages follow these guidelines;
  • [x] The code respects the current naming conventions;
  • [x] Docstrings follow the numpy style guide
  • [x] pre-commit is installed and configured on your machine, and you ran it before opening the PR;
  • [x] There are tests covering the changes;
  • [x] The doc is up-to-date;
  • [x] If I add a new sampler* I added/updated related examples

reubenharry avatar May 15 '24 16:05 reubenharry

Codecov Report

Attention: Patch coverage is 96.15385% with 5 lines in your changes missing coverage. Please review.

Project coverage is 98.60%. Comparing base (20666de) to head (f4e8064). Report is 7 commits behind head on main.

:exclamation: Current head f4e8064 differs from pull request most recent head 477b11a

Please upload reports for the commit 477b11a to get more accurate results.

Files Patch % Lines
blackjax/mcmc/adjusted_mclmc.py 94.54% 3 Missing :warning:
blackjax/adaptation/mclmc_adaptation.py 97.10% 2 Missing :warning:
Additional details and impacted files 
@@            Coverage Diff             @@
##             main     #675      +/-   ##
==========================================
- Coverage   98.72%   98.60%   -0.12%     
==========================================
  Files          59       60       +1     
  Lines        2746     2874     +128     
==========================================
+ Hits         2711     2834     +123     
- Misses         35       40       +5

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codecov[bot] avatar May 19 '24 16:05 codecov[bot]

Any advice for how to improve the code coverage here? I'm not entirely sure how to interpret the report.

reubenharry avatar May 19 '24 16:05 reubenharry

I think this is ready to review again @junpenglao

EDIT: actually, let me first update the tuning algorithm.

reubenharry avatar Jun 10 '24 22:06 reubenharry

@junpenglao Now ready to review! I will extend the sampling book's MCLMC section with the adjusted option shortly.

reubenharry avatar Dec 27 '24 02:12 reubenharry