Open Red-Portal opened 8 months ago
Isn't this only a question of naming? Also with something like initialize_state
implementations should still be the same, shouldn't they?
Also, is there a reason why
init_params
became optional?
It is not supported by the default implementation in AbstractMCMC anymore (downstream packages can in principle support arbitrary keyword arguments but if they do swapping samplers and generic implementations in other packages become more difficult). It was renamed to initial_params
.
It is not supported by the default implementation in AbstractMCMC anymore (downstream packages can in principle support arbitrary keyword arguments but if they do swapping samplers and generic implementations in other packages become more difficult). It was renamed to
initial_params
Oh sorry, I was actually asking about initial_params
Isn't this only a question of naming? Also with something like initialize_state implementations should still be the same, shouldn't they?
Yes, I think the naming is not ideal here because it is not clear what the first call to step
should do. Wouldn't it be better to predict the behavior by just looking at the function name? The fact that we already have a discrepancy between implementations is unfortunate. For instance, in my current use-case, I want to perform one transition at a time, which would be implemented by calling step
twice, but AdvancedHMC
ends up doing two transitions while EllipticalSliceSampling
does just one.
but
AdvancedHMC
ends up doing two transitions whileEllipticalSliceSampling
does just one.
IMO this is a bug in AdvancedHMC. I think the expected behaviour is as in EllipticalSliceSampling and e.g. AdvancedMH (https://github.com/TuringLang/AdvancedMH.jl/blob/3749df0075ae59fc8bc4ef576a73ce770b75eec0/src/mh-core.jl#L73-L86).
Wait I'm a little bit confused here. So AdvancedMH
and AdvancedHMC
both seem to do a transition on the first call to step
, but it seems like only EllipticalSliceSampling
does not? Is ESS really not the one that is inconsistent here?
AdvancedMH just wraps the initial sample in a state, it does not perform any "transition".
Oh I got it. I got distracted by the name transition
.
Okay then, it seems there isn't anything preventing AdvancedHMC to do it that way. (In fact the name step
kindda makes it feel a transition should happen IMO.) So I think having a different name would be better specification, but if that's too big of a break, I think the docs should be more specific about the expected behavior here.
Hi,
Under the current API, one implements two specializations of
step
: one for initializing the chain, and one for actually "stepping". But why didn't we make a separate interface for the first use likeinitialize_state
or something? It seems that, partly due to the naming, what the first call tostep
actually does seem to differ across implementations. For example,AdvancedHMC
does an actual transition in the first call, while others likeEllipticalSliceSampling
doesn't. For some downstream use-cases ofAbstractMCMC
wherestep
is called just once at a time, I think this underspecification is not ideal.Also, is there a reason why
init_params
became optional?