Add test to warn for algorithmic changes #1570
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I think this is a great test to have, and the speed-comparison will be useful too. |
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This is a test to make sure the trace on a very simple model (literally just drawing from a normal distribution) using any of
NUTS,Slice,Metropolis, orHamiltonianMCdoes not change at all. As a side effect, it allows for easy benchmarking of those methods between commits. I tried to comment heavily.Interested in feedback on this test -- I've been using it on a branch I've been working on, and it has helped me avoid changing the sampling algorithm at all (though performance enhancements are still fine).
On the one hand, I worry that it will be too brittle, but on the other hand it may be a good alert if a pull request changes one of these methods.