pymc-devs / pymc

Bayesian Modeling and Probabilistic Programming in Python
https://docs.pymc.io/
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Reduce number of minimum draw in warning message #7163

Closed aloctavodia closed 7 months ago

aloctavodia commented 7 months ago

The minimum number of draws needed for a reliable computation of ESS and R-hat is ~100 per chain. This number should be lower on the many-chains regime. But I am not aware of a rule of thumb that we can use to compute the minimum value as a function of the number of chains. Hence this is a reasonable default value.


πŸ“š Documentation preview πŸ“š: https://pymc--7163.org.readthedocs.build/en/7163/

codecov[bot] commented 7 months ago

Codecov Report

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

Comparison is base (c3e0d86) 92.29% compared to head (c18fa97) 92.29%. Report is 1 commits behind head on main.

Additional details and impacted files [![Impacted file tree graph](https://app.codecov.io/gh/pymc-devs/pymc/pull/7163/graphs/tree.svg?width=650&height=150&src=pr&token=JFuXtOJ4Cb&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs)](https://app.codecov.io/gh/pymc-devs/pymc/pull/7163?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs) ```diff @@ Coverage Diff @@ ## main #7163 +/- ## ======================================= Coverage 92.29% 92.29% ======================================= Files 101 101 Lines 16947 16947 ======================================= Hits 15642 15642 Misses 1305 1305 ``` | [Files](https://app.codecov.io/gh/pymc-devs/pymc/pull/7163?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs) | Coverage Ξ” | | |---|---|---| | [pymc/sampling/mcmc.py](https://app.codecov.io/gh/pymc-devs/pymc/pull/7163?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs#diff-cHltYy9zYW1wbGluZy9tY21jLnB5) | `87.71% <100.00%> (ΓΈ)` | |