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Make HMC and NUTS return extra information #24

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rlouf opened this issue Sep 2, 2021 · 0 comments · Fixed by #64
Closed

Make HMC and NUTS return extra information #24

rlouf opened this issue Sep 2, 2021 · 0 comments · Fixed by #64
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enhancement New feature or request help wanted Extra attention is needed important

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@rlouf
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rlouf commented Sep 2, 2021

Information such as whether a divergence occurred, the number of integration steps (for NUTS), the value of the energy, etc. can be useful to diagnose sampling issues. Here are some examples:

  • momentum
  • acceptance_probability
  • is_accepted
  • is_divergent
  • energy
  • proposal
  • num_integration_steps
@rlouf rlouf added the enhancement New feature or request label Sep 2, 2021
@rlouf rlouf changed the title Make HMC and NUTS return extra informations Make HMC and NUTS return extra information Sep 2, 2021
@brandonwillard brandonwillard added important help wanted Extra attention is needed labels Sep 18, 2021
@rlouf rlouf linked a pull request Jun 27, 2022 that will close this issue
Code cleanup #64
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@rlouf rlouf mentioned this issue Jun 27, 2022
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rlouf added a commit to rlouf/aehmc that referenced this issue Jun 27, 2022
@rlouf
Return whether HMC transition was divergent (aesara-devs#24)
3a31bd2
rlouf added a commit to rlouf/aehmc that referenced this issue Jun 27, 2022
@rlouf
Return whether HMC transition was divergent (aesara-devs#24)
10a1d8a
rlouf added a commit to rlouf/aehmc that referenced this issue Jul 7, 2022
@rlouf
Return whether HMC transition was divergent (aesara-devs#24)
cc7af87
@rlouf rlouf closed this as completed in #64 Jul 7, 2022
rlouf added a commit that referenced this issue Jul 7, 2022
@rlouf
Return whether HMC transition was divergent (#24)
27971e0
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Code cleanup rlouf/aehmc
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