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rlouf / mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.
https://rlouf.github.io/mcx
Apache License 2.0
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Write integration in terms of number of steps rather than length #10

Closed rlouf closed 4 years ago

rlouf commented 4 years ago

It is slightly awkward to work with path length to then divide it by the step size systematically. It seems like tensorflow-probability uses number of steps instead; investigate to see whether there is a reason to use path length instead. If not, switch to number of steps.

rlouf commented 4 years ago

Switched to num_integration_steps; it was surprisingly easy (3 instances of the variable in the codebase), and could be reversed any time should it be a bad idea.

eHMC is next, closing for now.