pints
pints copied to clipboard
Allow separate parameters or blocks of them to use different samplers
Not sure how easy this is to do in Pints but will likely be very useful for bigger models, with correlated parameters.
~@ben18785 is this a duplicate of #646 ?~
If you could combine this with #646 it would probably make a good project.
I think it'd largely be a feature of the MCMCController (unless you wanted to allow e.g. ABC or nested sampling for some blocks?), so a possible road map would be:
- work out a single ask() call (in a script), that can use multiple MCMC samplers on the same LogPDF. The MCMCSampler class doesn't know about the problem it's optimising (only it's
n_parameters
) so that should be fairly straightforward - make a call to tell --> now it get's a bit trickier, as some samplers could return
None
here? - work out what to do in this case
- wrap it up in a loop, see if it works
- depending on how much code it is, add it to
MCMCController
, or write a separate controller