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Make Window Adaptation Take Integrator As Argument #687

Merged
merged 1 commit into from
Jun 3, 2024
Merged

Make Window Adaptation Take Integrator As Argument #687

merged 1 commit into from
Jun 3, 2024

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reubenharry
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Window adaptation did not previously accept an integrator argument, but instead used velocity_verlet. This was restrictive, since a user may want to run NUTS or HMC with a different integrator (such as mclachlan). They can do so, but then cannot use window adaptation. This PR addresses that shortcoming.

@junpenglao junpenglao changed the title MAKE WINDOW ADAPTATION TAKE INTEGRATOR AS ARGUMENT Make Window Adaptation Take Integrator As Argument Jun 3, 2024
@junpenglao junpenglao merged commit 3fbdac6 into blackjax-devs:main Jun 3, 2024
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AdrienCorenflos added a commit to AdrienCorenflos/blackjax that referenced this pull request Aug 14, 2024
@AdrienCorenflos @junpenglao
@ciguaran @ksnxr @GaetanLepage @albcab @andrewdipper @reubenharry @gil2rok @johannahaffner @JakobRobnik
Merge remote to fork (#1)
bbe5c15 
* Update README.md (blackjax-devs#638)

* Update README.md

Update citation.

* Update README.md

* Indexing the notebook showing how to reproduce the GIF. (blackjax-devs#640)

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Bump python version (blackjax-devs#645)

* Bump python version

* update bool inverse

* SMC: allow each mutation kernel to have different parameters. (blackjax-devs#649)

* vmaping over parameters in base

* switch from mcmc_factory to just passing in parameters

* pre-commit and typing

* CRU and docs improvement

* pre-commit

* code review updates

* pre-commit

* rename test

* Migrate from deprecated `host_callback` to `io_callback` (blackjax-devs#651)

* Migrate from deprecated `host_callback` to `io_callback`

Co-Authored-By:
George Necula <gnecula@users.noreply.github.com>

* Format file

* Fix bug

* Fix MALA transition energy (blackjax-devs#653)

* Fix MALA transition energy

* Use a different logic.

* Change variable names (blackjax-devs#654)

* Replace iterative RNG split and carry with `jax.random.fold_in` (blackjax-devs#656)

* Replace iterative RNG split and carry with `jax.random.fold_in`

* revert unintended change

* file formatting

* change `jax.tree_map` to `jax.tree.map`

* revert unintended file

* fiddle with rng_key

* seed again

* Removal of Algorithm classes. (blackjax-devs#657)

* more

* removing export

* removal of classes, tests passing

* linter

* fix on test

* linter

* removing parametrization on test

* code review updates

* exporting as_top_level_api in dynamic_hmc

* linter

* code review update: replace imports

* Fix deprecated call to jnp.clip (blackjax-devs#664)

* Update jax version requirements (blackjax-devs#666)

Fix blackjax-devs#665

* Make tests pass on `aarch64-linux` (blackjax-devs#671)

* Enable fitlering of AdaptationInfo (blackjax-devs#674)

* enable AdaptationInfo filtering

* revert progress_bar

* fix pre-commit

* fix empty sets

* enable adapt info filtering for all adaptation algorithms

* fix precommit /progressbar=True

* change filter tuple to use tree_map

* Update `run_inference_algorithm` to split `initial_position` and `initial_state` (blackjax-devs#672)

* UPDATE DOCSTRING

* ADD STREAMING VERSION

* UPDATE TESTS

* ADD DOCSTRING

* ADD TEST

* REFACTOR RUN_INFERENCE_ALGORITHM

* UPDATE DOCSTRING

* Precommit

* CLEAN TESTS

* ADD INITIAL_POSITION

* FIX TEST

* RENAME O

* FIX DOCSTRING

* PUT EXPECTATION AFTER TRANSFORM

* Preconditioned mclmc (blackjax-devs#673)

* TESTS

* TESTS

* UPDATE DOCSTRING

* ADD STREAMING VERSION

* ADD PRECONDITIONING TO MCLMC

* ADD PRECONDITIONING TO TUNING FOR MCLMC

* UPDATE GITIGNORE

* UPDATE GITIGNORE

* UPDATE TESTS

* UPDATE TESTS

* ADD DOCSTRING

* ADD TEST

* STREAMING AVERAGE

* ADD TEST

* REFACTOR RUN_INFERENCE_ALGORITHM

* UPDATE DOCSTRING

* Precommit

* CLEAN TESTS

* GITIGNORE

* PRECOMMIT CLEAN UP

* ADD INITIAL_POSITION

* FIX TEST

* ADD TEST

* REMOVE BENCHMARKS

* BUG FIX

* CHANGE PRECISION

* CHANGE PRECISION

* RENAME O

* UPDATE STREAMING AVG

* UPDATE PR

* RENAME STD_MAT

* New integrator, and add some metadata to integrators.py (blackjax-devs#681)

* TESTS

* TESTS

* UPDATE DOCSTRING

* ADD STREAMING VERSION

* ADD PRECONDITIONING TO MCLMC

* ADD PRECONDITIONING TO TUNING FOR MCLMC

* UPDATE GITIGNORE

* UPDATE GITIGNORE

* UPDATE TESTS

* UPDATE TESTS

* ADD DOCSTRING

* ADD TEST

* STREAMING AVERAGE

* ADD TEST

* REFACTOR RUN_INFERENCE_ALGORITHM

* UPDATE DOCSTRING

* Precommit

* CLEAN TESTS

* GITIGNORE

* PRECOMMIT CLEAN UP

* FIX SPELLING, ADD OMELYAN, EXPORT COEFFICIENTS

* TEMPORARILY ADD BENCHMARKS

* ADD INITIAL_POSITION

* FIX TEST

* CLEAN UP

* REMOVE BENCHMARKS

* ADD TEST

* REMOVE BENCHMARKS

* BUG FIX

* CHANGE PRECISION

* CHANGE PRECISION

* ADD OMELYAN TEST

* RENAME O

* UPDATE STREAMING AVG

* UPDATE PR

* RENAME STD_MAT

* MERGE MAIN

* REMOVE COEFFICIENT EXPORTS

* Minor formatting (blackjax-devs#685)

* Minor formatting

* formatting

* fix test

* formatting

* MAKE WINDOW ADAPTATION TAKE INTEGRATOR AS ARGUMENT (blackjax-devs#687)

* FIX KWARG BUG (blackjax-devs#686)

* FIX KWARG BUG

* FIX KWARG BUG

* Change isokinetic_integrator generation API (blackjax-devs#689)

* Apply function on pytree directly. (blackjax-devs#692)

* Apply function on pytree directly.

Avoiding unnecssary unpacking

* Fix kwarg

* Fix sampling test. (blackjax-devs#693)

* Enable shared mcmc parameters with tempered smc (blackjax-devs#694)

* add parameter filtering

* fix parameter split + docstring

* change extend_paramss

* convert to bit twiddling (blackjax-devs#696)

* Remove nightly release (blackjax-devs#699)

* Fix doc mistakes (blackjax-devs#701)

* Fix equation formatting

* Clarify JAX gradient error

* Fix punctuation + capitalization

* Fix grammar

Should not begin sentence with "i.e." in English.

* Fix math formatting error

* Fix typo

Change parallel _ensample_ chain adaptation to parallel _ensemble_ chain adaptation.

* Add SVGD citation to appear in doc

Currently the SVGD paper is only cited in the `kernel` function, which is defined _within_ the `build_kernel` function. Because of this nested function format, the SVGD paper is _not_ cited in the documentation.

To fix this, I added a citation to the SVGD paper in the `as_top_level_api` docstring.

* Fix grammar + clarify doc

* Fix typo

---------

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Update index.md (blackjax-devs#711)

The jitted step remained unused, leading to the example running with an uncompiled nuts.step. 

Changing this reduces the execution time by a factor of 30 on my system and showcases blackjax' speed.

* Enable progress bar under pmap (blackjax-devs#712)

* enable pmap progbar

* fix bar creation

* add locking

* fix formatting

* switch to using chain state

* remove labels (blackjax-devs#716)

* Simplify `run_inference_algorithm` (blackjax-devs#714)

* fix minor type errors

* storing only expectation values

* fixed memory efficient sampling

* clean up

* renaming vars

* precommit fixes

* fixing tests

* fixing tests

* fixing tests

* fixing tests

* fixing tests

* merge main

* burn in and fix tests

* burn in and fix tests

* minor fixes

* minor fixes

* minor fixes

---------

Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com>

* Harmonize Quickstart example (blackjax-devs#717)

* Update README.md (blackjax-devs#719)

---------

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
Co-authored-by: Carlos Iguaran <ciguaran@users.noreply.github.com>
Co-authored-by: ksnxr <70186663+ksnxr@users.noreply.github.com>
Co-authored-by: Gaétan Lepage <33058747+GaetanLepage@users.noreply.github.com>
Co-authored-by: Alberto Cabezas <a.cabezasgonzalez@lancaster.ac.uk>
Co-authored-by: andrewdipper <andrewpratt333@gmail.com>
Co-authored-by: Reuben <reubenharry@users.noreply.github.com>
Co-authored-by: Gilad Turok <36947659+gil2rok@users.noreply.github.com>
Co-authored-by: johannahaffner <38662446+johannahaffner@users.noreply.github.com>
Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com>
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@junpenglao junpenglao junpenglao approved these changes

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@reubenharry @junpenglao