Merge pull request #10 from chrished/verbose_parallel

add verbose parallel, need to update tests and rerun when converged
chrished · Jul 9, 2019 · b88d27f · b88d27f
2 parents cfee36d + e2da6d3
commit b88d27f
Show file tree

Hide file tree

Showing 2 changed files with 6 additions and 3 deletions.
diff --git a/src/demcz.jl b/src/demcz.jl
@@ -99,11 +99,11 @@ demcz_sample_par(logobj, Zmat, opts::DEMCopt; sync_every = 1000, prevrun=nothing
 Runs each chain on a separate process - Z is updated simultaenously among all chains running in parallel.
 """
 function demcz_sample_par(logobj, Zmat, opts::DEMCopt; sync_every = 1000, prevrun=nothing)
-    return demcz_sample_par(logobj, Zmat, opts.N, opts.K, opts.Ngeneration, opts.Nblocks, opts.blockindex, opts.eps_scale, opts.γ;sync_every = sync_every, prevrun=prevrun,  autostop=opts.autostop, autostop_Rhat=opts.autostop_Rhat)
+    return demcz_sample_par(logobj, Zmat, opts.N, opts.K, opts.Ngeneration, opts.Nblocks, opts.blockindex, opts.eps_scale, opts.γ;sync_every = sync_every, prevrun=prevrun,  autostop=opts.autostop, autostop_Rhat=opts.autostop_Rhat, verbose=opts.verbose)
 end
 
 
-function demcz_sample_par(logobj, Zmat, N=4, K=10, Ngeneration=5000, Nblocks=1, blockindex=[1:size(Zmat,2)], eps_scale=1e-4*ones(size(Zmat,2)), γ=2.38; sync_every = 1000, prevrun=nothing, autostop=:Rhat, autostop_Rhat=1.1)
+function demcz_sample_par(logobj, Zmat, N=4, K=10, Ngeneration=5000, Nblocks=1, blockindex=[1:size(Zmat,2)], eps_scale=1e-4*ones(size(Zmat,2)), γ=2.38; sync_every = 1000, prevrun=nothing, autostop=:Rhat, autostop_Rhat=1.1, verbose=true)
     # prep storage etc
     nrowZ, d = size(Zmat)
     global Zshared = SharedArray(vcat(Zmat, zeros(Int(ceil(N*Ngeneration/K)), d)))
@@ -135,6 +135,9 @@ function demcz_sample_par(logobj, Zmat, N=4, K=10, Ngeneration=5000, Nblocks=1,
         global to = set[2]
         passobj(myid(), workers(), [:from, :to], from_mod=DEMC, to_mod=DEMC)
         pmap(ic -> runchain!(ic, from, to, mc, Zshared, K, M, logobj, blockindex, eps_scale, γ, Nblocks), 1:N)
+        if verbose
+            print_status(mc, to)
+        end
         if autostop == :Rhat
             Rhat = Rhat_gelman(mc.chain[:,:, from:to], N, to-from, d)
             accept_ratio = sum(diff(mc.log_obj, dims = 2).!=0., dims = 2)./ (sync_every-1)

diff --git a/test/example_linreg.jl b/test/example_linreg.jl
@@ -55,7 +55,7 @@ Z = randn((10*ndim, ndim))
 mc, Z = DEMC.demcz_sample(log_obj, Z, opts)
 
 # drop first half of chain
-Ntot = size(mc.chain,3)
+N, Npar, Ntot = size(mc.chain)
 keep = Int(Ntot-opts.autostop_every)+1:Ntot
 Ngen_burned = length(keep)
 chain_burned = mc.chain[:,:,keep]