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Feature/improve nuts diagnostic #352
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…ions for diagnosing adaptive HMC implementations
Conflicts: src/stan/mcmc/hmc/nuts/base_nuts.hpp
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How do we confirm compatibility with the R and Python interfaces? The updates here are minimal but can make a big difference in diagnostics, especially when trying to help diagnose problems remotely so I'd like to get any discussion going as quickly as possible. |
I was only suggesting sending mail to Allen and Jiqiang!
On 11/6/13, 6:33 AM, Michael Betancourt wrote:
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Allen has confirmed that PyStan just dumps the output stream to text and does not manipulate On Nov 6, 2013, at 6:44 PM, Bob Carpenter notifications@github.com wrote:
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Looks fine as it does not change command.hpp. |
Jenkins, ok to test. |
@@ -2147,8 +2147,9 @@ \section{Running the Print Command} | |||
accept_stat__ 0.88 5.6e-03 1.8e-01 0.51 0.95 1.0 1000 16881 1.00 | |||
stepsize__ 0.30 1.3e-15 8.9e-16 0.30 0.30 0.30 0.50 8.5 1.00 | |||
treedepth__ 1.4 2.6e-02 8.0e-01 0.00 1.0 2.0 946 15978 1.00 | |||
n_divergent__ 1.4 0.0e+00 0.0e+00 0.00 0.0 0.0 1000 16949 1.00 |
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Should this be n_divergence__
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@betanalpha, looks like all the model tests are going to fail since the |
I forgot model tests were back in the fold. I won't be able to get to it until Thursday (another talk tomorrow) but if you haven't touched it by then On Nov 12, 2013, at 9:45 PM, Daniel Lee notifications@github.com wrote:
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One character fix. Model tests look good on my machine now. On Tue, Nov 12, 2013 at 9:49 PM, Michael Betancourt betanalpha@gmail.comwrote:
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Test FAILed. |
I stopped the build. I'll get it back on after the one currently being On Thu, Nov 21, 2013 at 11:08 AM, Stan buildbot notifications@github.comwrote:
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Jenkins, retest this please. |
Test FAILed. |
Jenkins, retest this please. |
Test PASSed. |
Feature/improve nuts diagnostic
Introduced a new NUTS statistic that helps to identify over-aggressive adaptation (and tweaked the acceptance stat to use all samples in the NUTS tree instead of just those in the last subtree). Documentation updated and test-unit passes.
I know it may not be possible to modify the Jenkins queue all that easily, but the changes are relevant for some of the problems users are seeing and might be worthy of elevation to higher priority if deemed appropriate.