Initial implementation of Sphinx docs (#6)

* Touch up documentation for HMC

* Initial pass at documentation

* Blackify docs/conf.py

Author: eigenfoo

docs/Makefile

@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS    ?=
+SPHINXBUILD   ?= sphinx-build
+SOURCEDIR     = .
+BUILDDIR      = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/conf.py

@@ -0,0 +1,57 @@
+# Configuration file for the Sphinx documentation builder.
+#
+# This file only contains a selection of the most common options. For a full
+# list see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+# import os
+# import sys
+# sys.path.insert(0, os.path.abspath('.'))
+
+
+# -- Project information -----------------------------------------------------
+
+project = "littlemcmc"
+copyright = "2019, George Ho"
+author = "George Ho"
+
+# The full version, including alpha/beta/rc tags
+release = "0.1.0"
+
+
+# -- General configuration ---------------------------------------------------
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    "sphinx.ext.autodoc",
+    "sphinx_rtd_theme",
+]
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ["_templates"]
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path.
+exclude_patterns = ["_build", "Thumbs.db", ".DS_Store"]
+
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+#
+html_theme = "sphinx_rtd_theme"
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named 'default.css' will overwrite the builtin 'default.css'.
+html_static_path = ["_static"]

docs/index.rst

@@ -0,0 +1,20 @@
+.. littlemcmc documentation master file, created by
+   sphinx-quickstart on Sat Dec 14 22:49:04 2019.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+Welcome to littlemcmc's documentation!
+======================================
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Contents:
+
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`

docs/make.bat

@@ -0,0 +1,35 @@
+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=.
+set BUILDDIR=_build
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.http://sphinx-doc.org/
+	exit /b 1
+)
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+
+:end
+popd

littlemcmc/base_hmc.py

@@ -1,4 +1,4 @@
-"""Base class for Hamiltonian Monte Carlo."""
+"""Base class for Hamiltonian Monte Carlo samplers."""
 
 from collections import namedtuple
 import numpy as np
@@ -82,12 +82,18 @@ def __init__(
         dtype
         Emax
         target_accept
-        gamma
-        k
-        t0
-        adapt_step_size
+        gamma : float, default .05
+        k : float, default .75
+            Parameter for dual averaging for step size adaptation. Values
+            between 0.5 and 1 (exclusive) are admissible. Higher values
+            correspond to slower adaptation.
+        t0 : int, default 10
+            Parameter for dual averaging. Higher values slow initial adaptation.
+        adapt_step_size : bool, default=True
+            If True, performs dual averaging step size adaptation. If False,
+            `k`, `t0`, `gamma` and `target_accept` are ignored.
         step_rand : Python callable
-            Called on step size to randomize, immediate before adapting step
+            Called on step size to randomize, immediately before adapting step
             size.
         """
         self._logp_dlogp_func = logp_dlogp_func

littlemcmc/hmc.py

@@ -16,7 +16,8 @@ def unif(step_size, elow=0.85, ehigh=1.15):
 class HamiltonianMC(BaseHMC):
     r"""A sampler for continuous variables based on Hamiltonian mechanics.
 
-    See NUTS sampler for automatically tuned stopping time and step size scaling.
+    See NUTS sampler for automatically tuned stopping time and step size
+    scaling.
     """
 
     name = "hmc"
@@ -73,12 +74,11 @@ def __init__(
             `energy`, and `random` methods. It can be specified instead
             of the scaling matrix.
         target_accept : float, default .8
-            Adapt the step size such that the average acceptance
-            probability across the trajectories are close to target_accept.
-            Higher values for target_accept lead to smaller step sizes.
-            Setting this to higher values like 0.9 or 0.99 can help
-            with sampling from difficult posteriors. Valid values are
-            between 0 and 1 (exclusive).
+            Adapt the step size such that the average acceptance probability
+            across the trajectories are close to target_accept. Higher values
+            for target_accept lead to smaller step sizes. Setting this to higher
+            values like 0.9 or 0.99 can help with sampling from difficult
+            posteriors. Valid values are between 0 and 1 (exclusive).
         gamma : float, default .05
         k : float, default .75
             Parameter for dual averaging for step size adaptation. Values
@@ -88,8 +88,8 @@ def __init__(
             Parameter for dual averaging. Higher values slow initial
             adaptation.
         adapt_step_size : bool, default=True
-            Whether step size adaptation should be enabled. If this is
-            disabled, `k`, `t0`, `gamma` and `target_accept` are ignored.
+            If True, performs dual averaging step size adaptation. If False,
+            `k`, `t0`, `gamma` and `target_accept` are ignored.
         **kwargs : passed to BaseHMC
         """
         super(HamiltonianMC, self).__init__(**kwargs)

requirements-dev.txt

@@ -6,3 +6,6 @@ pylint
 pytest
 pytest-cov
 pytest-html
+recommonmark
+sphinx
+sphinx-rtd-theme