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exclude samples from adapation during test
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xukai92 committed Mar 28, 2019
1 parent e3d062a commit 5d4dd5d
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions test/hmc.jl
Expand Up @@ -16,13 +16,13 @@ n_adapts = 2_000
@testset "$(typeof(prop))" for prop in [TakeLastProposal(Leapfrog(ϵ), n_steps),
NUTS(Leapfrog(find_good_eps(h, θ_init)))]
samples = AdvancedHMC.sample(h, prop, θ_init, n_samples; verbose=false)
@test mean(samples) zeros(D) atol=RNDATOL
@test mean(samples[n_adapts+1:end]) zeros(D) atol=RNDATOL
@testset "$(typeof(adaptor))" for adaptor in [PreConditioner(metric),
NesterovDualAveraging(0.8, prop.integrator.ϵ),
NaiveCompAdaptor(PreConditioner(metric), NesterovDualAveraging(0.8, prop.integrator.ϵ)),
StanNUTSAdaptor(n_adapts, PreConditioner(metric), NesterovDualAveraging(0.8, prop.integrator.ϵ))]
samples = AdvancedHMC.sample(h, prop, θ_init, n_samples, adaptor, n_adapts; verbose=false)
@test mean(samples) zeros(D) atol=RNDATOL
@test mean(samples[n_adapts+1:end]) zeros(D) atol=RNDATOL
end
end
end
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