Currently DynamicHMCChain only contains in info what DynamicHMC calls tree_stats, but this is only a subset of the quantities that one might find useful for diagnosing sampling issues. In particular, DynamicHMC.MCMCSteps, which is stored in the meta field, also stores the current step size ϵ and the hamiltonian H. While it doesn't store the already-evaluated current value of the energy, this can be computed from H at minimal cost relative to that of generating a new trajectory.
Are warmup samples returned as well? If so, it would be good to have a boolean flag in the info so warmup samples can be distinguished from post-warmup samples.
So I propose that info be modified to a NamedTuple with entries step_size, energy, and tree_stats, where tree_stats points to an instance of TreeStatisticsNUTS. Or alternatively the structure is flattened to a single NamedTuple.
Currently
DynamicHMCChainonly contains ininfowhat DynamicHMC callstree_stats, but this is only a subset of the quantities that one might find useful for diagnosing sampling issues. In particular,DynamicHMC.MCMCSteps, which is stored in themetafield, also stores the current step sizeϵand the hamiltonianH. While it doesn't store the already-evaluated current value of the energy, this can be computed fromHat minimal cost relative to that of generating a new trajectory.Are warmup samples returned as well? If so, it would be good to have a boolean flag in the
infoso warmup samples can be distinguished from post-warmup samples.So I propose that info be modified to a
NamedTuplewith entriesstep_size,energy, andtree_stats, wheretree_statspoints to an instance ofTreeStatisticsNUTS. Or alternatively the structure is flattened to a singleNamedTuple.