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aesara-devs / aehmc

An HMC/NUTS implementation in Aesara
MIT License
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Add high-level API #60

Closed twiecki closed 2 years ago

twiecki commented 2 years ago

Currently there's a lot of code to set up the kernel etc, would be nice to wrap this into a high-level function similar to pm.sample().

rlouf commented 2 years ago

That would be the role of a higher-level library like PyMC imo. @brandonwillard ?

brandonwillard commented 2 years ago

The entry point used by the other Aesara PPL projects involves model graphs and their corresponding value variables, so we should have a similar entry point for samplers—including AeHMC's.

We have code for such an entry point to AeHMC already (including transformations), but still need to decide how to separate/interface it with AeMCMC. It's possible that adding such machinery here would be redundant when/if it exists in greater generality in AeMCMC, so we need to consider that first.

rlouf commented 2 years ago

This will most likely happen in aemcmc, closing for now.