Code

Use adaptive hmc #779

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njtierney wants to merge 32 commits intogreta-dev:mastergreta-dev/greta:masterfrom njtierney:adaptive-hmc-v3-i765njtierney/greta:adaptive-hmc-v3-i765Copy head branch name to clipboard

Commits

Commits on Mar 11, 2025

• moving tests and utils over from add-snaper-hmc branch

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• add adaptive hmc sampler

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• brief scratchings of implementing adaptive HMC

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• some more scratchings

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Commits on Mar 12, 2025

• style test-adaptive-hmc

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• warmup now works for adaptive HMC!!

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• sampling now nearly runs! Get this error at the end of iterations: Error in trace_list_batches[[1]] : subscript out of bounds - need to investigate further

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• as a first pass adaptive HMC now works!! Still a bit of cleaning up to do, but we are getting there!

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Commits on Mar 17, 2025

• Use max_leapfrog_steps not Lmin in a test of adaptive_hmc

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Commits on Mar 18, 2025

• update adaptive hmc tests to correctly capture errors - these will not pass currently but this test driven development will be useful.

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• Tidying up adaptive_hmc some:

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Commits on Mar 19, 2025

• Update tests for adaptive_hmc():

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• If there is no warmup, make sure the current_state gets passed through as the free state, otherwise use the last warmed up parameters to pass through to sampling.

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• remove test checking if adaptive_hmc errors when warmup = 0, since this is implicitly checked in other tests, e.g., extra_samples etc

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• Create functions to handle doing the update acceptance (for tuning etc), and then for rejection (for counting bad samples)

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Commits on Mar 20, 2025

• fix some of the examples in geweke test for adaptive_hmc

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• remove some inefficiencies inside of warm_up_sampler:

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• Ensure adaptive_hmc warmup only happens when required, not every single time.

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Commits on Mar 21, 2025

• try using self$current_state where possible

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• Make tweak to geweke helper function

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• Use the current state from the one the last time the sampler was run, not the current state from the warmed up sampler

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Commits on Mar 24, 2025

• Some fixes for geweke tests for ahmc:

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• Move the sampling results into the warmed up kernel results

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• breadcrumb for @goldingn

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• Another breadcrumb for @goldingn

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Commits on Mar 25, 2025

• make the geweke tests less stochastic

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• undo sampling_results edits

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• increase adaptive HMC geweke warmup and sampling

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Commits on Mar 26, 2025

• Merge pull request #5 from goldingn/adaptive-hmc-v3-i765

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• tidying up some "old lettuce" - commented code that doesn't need to be there.

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Commits on Mar 27, 2025

• first pass at HMC sampler warmup message

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• add warmup info for adaptive hmc

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