DiscreteVariablesTaskForce / DiscreteSamplingFramework

Python classes describing discrete variable sampling/proposals
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Add progress bars for MCMC and SMC #53

Closed alecksphillips closed 11 months ago

alecksphillips commented 11 months ago

Add progress bars for SMC/MCMC iterations using tqdm. Add "verbose" parameter to DiscreteVariableSMC and DiscreteVariableMCMC (default = True) which enables/disables showing the progress bar.

alecksphillips commented 11 months ago

Need to check this doesn't have a performance impact, including on MPI

Edit:

I've run 100 iterations of examples/mpi/decision_tree_example.py with -n 4 with differing seeds before and after adding progress bars, there doesn't appear to be any effect on runtime.

Without progress bars: SMC mean run-time: 5.1817866429999775 SMC median run-time: 5.091337150000072 SMC std run-time: 0.40894942106622356 SMC min run-time: 4.464644400000907 SMC max run-time: 6.2240012000002025

With progress bars: SMC mean run-time: 5.611294212999983 SMC median run-time: 5.663562350000575 SMC std run-time: 0.4113942067145501 SMC min run-time: 4.843810599999415 SMC max run-time: 6.362878300000375