Fixing dtype mismatch in HMC/NUTS mass matrices

facebookresearch / beanmachine

A library that allows for inference on probabilistic models

https://beanmachine.org/

MIT License

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Fixing dtype mismatch in HMC/NUTS mass matrices #1789

Closed horizon-blue closed 1 year ago

horizon-blue commented 1 year ago

Summary: Previously, the mass matrices and some of the NUTS hyperparameters are not instantiated according to the dtype of the input, which can be problematic if the input tensors have double as dtype, or if the input tensor are on GPU.

Differential Revision: D40788741

facebook-github-bot commented 1 year ago

This pull request was exported from Phabricator. Differential Revision: D40788741