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
806 stars 105 forks source link

Adjusted MCLMC #675

Open reubenharry opened 4 months ago

reubenharry commented 4 months ago

A change is also made to partially_refresh_momentum, which allows (adjusted) MCHMC to be the limit of MCLMC with infinite $L$. This is convenient since the user may or not want partial refreshment (in the unadjusted case, we find that it is always beneficial, but don't know yet in the adjusted case)

Addresses #676.

Checklist:

codecov[bot] commented 4 months ago

Codecov Report

Attention: Patch coverage is 96.15385% with 5 lines in your changes missing coverage. Please review.

Project coverage is 98.60%. Comparing base (20666de) to head (f4e8064). Report is 7 commits behind head on main.

:exclamation: Current head f4e8064 differs from pull request most recent head 477b11a

Please upload reports for the commit 477b11a to get more accurate results.

Files Patch % Lines
blackjax/mcmc/adjusted_mclmc.py 94.54% 3 Missing :warning:
blackjax/adaptation/mclmc_adaptation.py 97.10% 2 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #675 +/- ## ========================================== - Coverage 98.72% 98.60% -0.12% ========================================== Files 59 60 +1 Lines 2746 2874 +128 ========================================== + Hits 2711 2834 +123 - Misses 35 40 +5 ```

:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Have feedback on the report? Share it here.

reubenharry commented 4 months ago

Any advice for how to improve the code coverage here? I'm not entirely sure how to interpret the report.

reubenharry commented 3 months ago

I think this is ready to review again @junpenglao

EDIT: actually, let me first update the tuning algorithm.