joshspeagle / dynesty

Dynamic Nested Sampling package for computing Bayesian posteriors and evidences
https://dynesty.readthedocs.io/
MIT License
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marginally failing highdim test for ndim=30 and rwalk #435

Closed segasai closed 1 year ago

segasai commented 1 year ago

This is just an issue I don't know what to do about.

The current master after recent changes fails the long highdim test (below). for a 30d problem, the logz is outside 5sigma for the rwalk sampler. It's borderline there (5.4 sigma). I know I could up the threshold to 6 sigma, but that'd defeat the point of the test. I don't think there is any 'bug' per se that lead to the failure here, more of a random fluctuation. But it'd be good to address it in some way other than bump the error threshold. I think if I make the bound single and increase the walks the problem does go away (i haven't investigated it further)

Ideas as are welcome. I currently do not release the next version before this is dealt with as I'd like all the tests to pass for every released version.

============================== slowest durations ===============================
9798.33s call     tests/test_highdim.py::test_run[30-unif]
7041.08s call     tests/test_highdim.py::test_run[30-rslice]
3521.69s call     tests/test_highdim.py::test_run[30-rwalk]
1013.51s call     tests/test_highdim.py::test_run[10-rslice]
789.92s call     tests/test_highdim.py::test_run[10-rwalk]
349.81s call     tests/test_highdim.py::test_run[10-unif]

(12 durations < 0.005s hidden.  Use -vv to show these durations.)
=========================== short test summary info ============================
FAILED tests/test_highdim.py::test_run[30-rwalk] - AssertionError: assert 1.3369639712022945 < (5 * 0.2445641500808489)

I think if there are no ideas how to deal with this, I'll probably still bump the error threshold to 6sigma, but will keep this issue alive.