Feature/3181 json hmc tuning params

src/stan/mcmc/hmc/base_hmc.hpp

@@ -3,6 +3,7 @@
 
 #include <stan/callbacks/logger.hpp>
 #include <stan/callbacks/writer.hpp>
+#include <stan/callbacks/json_writer.hpp>
 #include <stan/mcmc/base_mcmc.hpp>
 #include <stan/mcmc/hmc/hamiltonians/ps_point.hpp>
 #include <boost/random/uniform_01.hpp>
@@ -63,6 +64,18 @@ class base_hmc : public base_mcmc {
     write_sampler_metric(writer);
   }
 
+  /**
+   * write stepsize and elements of mass matrix as a JSON object
+   */
+  template <typename Stream, typename Deleter = std::default_delete<Stream>>
+  void write_sampler_state_json(
+      callbacks::json_writer<Stream, Deleter>& json_writer) {
+    json_writer.begin_record();
+    json_writer.write("stepsize", get_nominal_stepsize());
+    json_writer.write("inv_metric", z_.inv_e_metric_);
+    json_writer.end_record();
+  }
+
   void get_sampler_diagnostic_names(std::vector<std::string>& model_names,
                                     std::vector<std::string>& names) {
     z_.get_param_names(model_names, names);
@@ -183,7 +196,7 @@ class base_hmc : public base_mcmc {
 
  protected:
   typename Hamiltonian<Model, BaseRNG>::PointType z_;
-  Integrator<Hamiltonian<Model, BaseRNG> > integrator_;
+  Integrator<Hamiltonian<Model, BaseRNG>> integrator_;
   Hamiltonian<Model, BaseRNG> hamiltonian_;
 
   BaseRNG& rand_int_;

src/stan/mcmc/hmc/hamiltonians/unit_e_point.hpp

@@ -1,6 +1,7 @@
 #ifndef STAN_MCMC_HMC_HAMILTONIANS_UNIT_E_POINT_HPP
 #define STAN_MCMC_HMC_HAMILTONIANS_UNIT_E_POINT_HPP
 
+#include <stan/callbacks/writer.hpp>
 #include <stan/mcmc/hmc/hamiltonians/ps_point.hpp>
 
 namespace stan {
@@ -11,12 +12,25 @@ namespace mcmc {
  */
 class unit_e_point : public ps_point {
  public:
-  explicit unit_e_point(int n) : ps_point(n) {}
-};
+  /**
+   * Vector of diagonal elements of inverse mass matrix.
+   */
+  Eigen::VectorXd inv_e_metric_;
+
+  /**
+   * Construct a diag point in n-dimensional phase space
+   * with vector of ones for diagonal elements of inverse mass matrix.
+   *
+   * @param n number of dimensions
+   */
+  explicit unit_e_point(int n) : ps_point(n), inv_e_metric_(n) {
+    inv_e_metric_.setOnes();
+  }
 
-inline void write_metric(stan::callbacks::writer& writer) {
-  writer("No free parameters for unit metric");
-}
+  inline void write_metric(stan::callbacks::writer& writer) {
+    writer("No free parameters for unit metric");
+  }
+};
 
 }  // namespace mcmc
 }  // namespace stan

src/stan/services/sample/fixed_param.hpp

@@ -2,6 +2,7 @@
 #define STAN_SERVICES_SAMPLE_FIXED_PARAM_HPP
 
 #include <stan/callbacks/interrupt.hpp>
+#include <stan/callbacks/json_writer.hpp>
 #include <stan/callbacks/logger.hpp>
 #include <stan/callbacks/writer.hpp>
 #include <stan/math/prim.hpp>
@@ -13,6 +14,7 @@
 #include <stan/services/util/initialize.hpp>
 #include <chrono>
 #include <vector>
+#include <iostream>
 
 namespace stan {
 namespace services {
@@ -63,7 +65,9 @@ int fixed_param(Model& model, const stan::io::var_context& init,
   }
 
   stan::mcmc::fixed_param_sampler sampler;
-  util::mcmc_writer writer(sample_writer, diagnostic_writer, logger);
+  callbacks::json_writer<std::ofstream> dummy_metric_writer;
+  services::util::mcmc_writer<std::ofstream> writer(
+      sample_writer, diagnostic_writer, dummy_metric_writer, logger);
   Eigen::VectorXd cont_params(cont_vector.size());
   for (size_t i = 0; i < cont_vector.size(); i++)
     cont_params[i] = cont_vector[i];
@@ -136,11 +140,13 @@ int fixed_param(Model& model, const std::size_t num_chains,
   }
   std::vector<boost::ecuyer1988> rngs;
   std::vector<Eigen::VectorXd> cont_vectors;
-  std::vector<util::mcmc_writer> writers;
+  std::vector<callbacks::json_writer<std::ofstream>> dummy_metric_writers;
+  std::vector<util::mcmc_writer<std::ofstream>> writers;
   std::vector<stan::mcmc::sample> samples;
   std::vector<stan::mcmc::fixed_param_sampler> samplers(num_chains);
   rngs.reserve(num_chains);
   cont_vectors.reserve(num_chains);
+  dummy_metric_writers.reserve(num_chains);
   writers.reserve(num_chains);
   samples.reserve(num_chains);
   for (int i = 0; i < num_chains; ++i) {
@@ -150,7 +156,10 @@ int fixed_param(Model& model, const std::size_t num_chains,
     cont_vectors.push_back(
         Eigen::Map<Eigen::VectorXd>(cont_vector.data(), cont_vector.size()));
     samples.emplace_back(cont_vectors[i], 0, 0);
-    writers.emplace_back(sample_writers[i], diagnostic_writers[i], logger);
+    dummy_metric_writers.emplace_back(
+        stan::callbacks::json_writer<std::ofstream>());
+    writers.emplace_back(sample_writers[i], diagnostic_writers[i],
+                         dummy_metric_writers[i], logger);
     // Headers
     writers[i].write_sample_names(samples[i], samplers[i], model);
     writers[i].write_diagnostic_names(samples[i], samplers[i], model);