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Introduction of SwapSampler + make TemperedSampler a fancy version of CompositionSampler #152

Merged
merged 90 commits into from
Mar 11, 2023
Merged

Introduction of SwapSampler + make TemperedSampler a fancy version of CompositionSampler #152

merged 90 commits into from
Mar 11, 2023

Commits on Mar 3, 2023

  1. split the transitions and states field in TemperedState

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  2. improved internals of CompositionSampler

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Commits on Mar 4, 2023

  1. ongoing work

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  2. added swap sampler

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Commits on Mar 6, 2023

  1. added ordering specification and a TemperedComposition

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  2. integrated work on TemperedComposition into TemperedSampler and 

    removed the former
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  3. reorederd stuff so it actually works

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  4. fixed bug in swapping computation

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  5. added length implementation for MultiModel

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  6. improved construct for TemperedSampler and added some convenience met… 

    …hods
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  7. fixed bundle_samples for Chains and TemperedTransition

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  8. fixed breaking bug in setparams_and_logprob!! for SwapState

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  9. remove usage of adapted HMC in tests

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  10. remove doubling of iterations when testing tempering

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Commits on Mar 7, 2023

  1. fixed bugs with MALA and tempering

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  2. relax atol a bit for HMC

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  3. relax another atol

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Commits on Mar 8, 2023

  1. TemperedComposition is now truly just a wrapper around a CompositionS… 

    …ampler
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  2. added method for computing roundtrips

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  3. fixed testing + added test for roundtrips

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  4. added docs for roundtrips method

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  5. added some tests for SwapSampler without tempering

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  6. remove ordering from SwapSampler since it should only interact with P… 

    …rocessOrdering
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  7. simplified the sorting according to chains and processes

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  8. added some comments

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  9. some minor refactoring

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Commits on Mar 9, 2023

  1. some refactoring + TemperedSampler now orders the samplers correctly

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  2. remove expected_ordering and make ordering assumptions more explicit

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  3. relax type-constraints in state_for_chain so it also works with Tempe… 

    …redState
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  4. removed redundant implementations of swap_attempt

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  5. rename swap_betas! to swap!

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  6. moved swap_attempt as it now requires definition of SwapSampler

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  7. removed unnecessary setparams_and_logprob!! that should never be hit 

    with the current codebase
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  8. removed expected_order

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  9. Apply suggestions from code review 

    Co-authored-by: Harrison Wilde <harrisondwilde@outlook.com>
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  10. removed unnecessary variable in tests

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  11. Merge branch 'torfjelde/tempered-sampler-rewamp' of github.com:Turing… 

    …Lang/MCMCTempering.jl into torfjelde/tempered-sampler-rewamp
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  12. Update src/sampler.jl 

    Co-authored-by: Harrison Wilde <harrisondwilde@outlook.com>
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Commits on Mar 10, 2023

  1. Apply suggestions from code review 

    Co-authored-by: Harrison Wilde <harrisondwilde@outlook.com>
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  2. removed burn-in from step in prep for AbstractMCMC improvements

    @torfjelde
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  3. remove getparams_and_logprob implementation for SwapState as it's 

    unclear what is the right approach
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  4. Merge branch 'torfjelde/tempered-sampler-rewamp' of github.com:Turing… 

    …Lang/MCMCTempering.jl into torfjelde/tempered-sampler-rewamp
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  5. split the transitions and states field in TemperedState

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  6. improved internals of CompositionSampler

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  7. ongoing work

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  8. added swap sampler

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  9. added ordering specification and a TemperedComposition

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  10. integrated work on TemperedComposition into TemperedSampler and 

    removed the former
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  11. reorederd stuff so it actually works

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  12. fixed bug in swapping computation

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  13. added length implementation for MultiModel

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  14. improved construct for TemperedSampler and added some convenience met… 

    …hods
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  15. fixed bundle_samples for Chains and TemperedTransition

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  16. fixed breaking bug in setparams_and_logprob!! for SwapState

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  17. remove usage of adapted HMC in tests

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  18. remove doubling of iterations when testing tempering

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  19. fixed bugs with MALA and tempering

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  20. relax atol a bit for HMC

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  21. relax another atol

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  22. TemperedComposition is now truly just a wrapper around a CompositionS… 

    …ampler
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  23. added method for computing roundtrips

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  24. fixed testing + added test for roundtrips

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  25. added docs for roundtrips method

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  26. added some tests for SwapSampler without tempering

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  27. remove ordering from SwapSampler since it should only interact with P… 

    …rocessOrdering
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  28. simplified the sorting according to chains and processes

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  29. added some comments

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  30. some minor refactoring

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  31. some refactoring + TemperedSampler now orders the samplers correctly

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  32. remove expected_ordering and make ordering assumptions more explicit

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  33. relax type-constraints in state_for_chain so it also works with Tempe… 

    …redState
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  34. removed redundant implementations of swap_attempt

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  35. rename swap_betas! to swap!

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  36. moved swap_attempt as it now requires definition of SwapSampler

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  37. removed unnecessary setparams_and_logprob!! that should never be hit 

    with the current codebase
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  38. removed expected_order

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  39. removed unnecessary variable in tests

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  40. Apply suggestions from code review 

    Co-authored-by: Harrison Wilde <harrisondwilde@outlook.com>
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  41. removed burn-in from step in prep for AbstractMCMC improvements

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  42. remove getparams_and_logprob implementation for SwapState as it's 

    unclear what is the right approach
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  43. Apply suggestions from code review 

    Co-authored-by: Harrison Wilde <harrisondwilde@outlook.com>
    @torfjelde @HarrisonWilde
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  44. Merge branch 'torfjelde/tempered-sampler-rewamp' of github.com:Turing… 

    …Lang/MCMCTempering.jl into torfjelde/tempered-sampler-rewamp
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  45. added CompositionTransition + quite a few bundle_samples with a 

    `bundle_resolve_swaps` kwarg to allow converting into chains more easily
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  46. more samples

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Commits on Mar 11, 2023

  1. reduce requirement for ess comparison for AHMC a bit

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  2. significant improvements to the simple Gaussian example, now testing 

    using MCSE to get tolerances, etc. and small improvements to the rest
of the tests
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  3. trying to debug these tests

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  4. more debug

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  5. fixed typy

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  6. reduce significance even further

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