blackjax-devs / blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.
https://blackjax-devs.github.io/blackjax/
Apache License 2.0
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SMC: allow each mutation kernel to have different parameters. #649

Closed ciguaran closed 6 months ago

ciguaran commented 6 months ago

Up to this PR, all chains within SMC share the same parameters. This is a blocker to implementing more sophisticated tuning strategies such as https://arxiv.org/abs/1005.1193 or the pre tuning section in https://arxiv.org/abs/1808.07730

Opening this a a draft PR first, since it involves a change on SMC base.py @junpenglao

A few important guidelines and requirements before we can merge your PR:

Sampling book PR https://github.com/blackjax-devs/sampling-book/pull/56

codecov[bot] commented 6 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 98.87%. Comparing base (2ccdfb0) to head (f3d9170).

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #649 +/- ## ======================================= Coverage 98.86% 98.87% ======================================= Files 59 59 Lines 2741 2747 +6 ======================================= + Hits 2710 2716 +6 Misses 31 31 ```

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