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When trying to use a custom MCMC kernel, inherited from MCMCKernel, the MCMC api raises an error at line 398 since
self.transforms is None
.This is because the
if
block starting at line 387 always fails for anyself.kernel
which is not HMC or NUTS.I propose removing the check that
self.kernel
is an instance ofHMC
orNUTS
to allow for custom kernels.This raises a problem:
self.kernel.transforms
may not exist for the check on line 388.I propose changing that to first check that
hasattr(self.kernel, 'transforms')