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aesara-devs / aehmc

An HMC/NUTS implementation in Aesara
MIT License
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Acceptance probability in NUTS #54

Closed rlouf closed 2 years ago

rlouf commented 2 years ago

Work on on #48 showed that the computed values of the acceptance_probability for the NUTS algorithms were sometimes completely wrong. This PR fixes the way the value is computed and also makes the computation more numerically stable.

codecov[bot] commented 2 years ago

Codecov Report

Merging #54 (02339a0) into main (2a7dbaf) will not change coverage. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##              main       #54   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files           13        13           
  Lines          464       464           
  Branches        26        26           
=========================================
  Hits           464       464
Impacted Files Coverage Δ
aehmc/nuts.py 100.00% <100.00%> (ø)
aehmc/proposals.py 100.00% <100.00%> (ø)
aehmc/trajectory.py 100.00% <100.00%> (ø)

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