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Reduce number of minimum draw in warning message #7163

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merged 1 commit into from
Feb 20, 2024

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@aloctavodia aloctavodia commented Feb 19, 2024

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.


📚 Documentation preview 📚: https://pymc--7163.org.readthedocs.build/en/7163/

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codecov bot commented Feb 19, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

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

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@@           Coverage Diff           @@
##             main    #7163   +/-   ##
=======================================
  Coverage   92.29%   92.29%           
=======================================
  Files         101      101           
  Lines       16947    16947           
=======================================
  Hits        15642    15642           
  Misses       1305     1305           
Files Coverage Δ
pymc/sampling/mcmc.py 87.71% <100.00%> (ø)

@ricardoV94 ricardoV94 merged commit 97a7a00 into pymc-devs:main Feb 20, 2024
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@aloctavodia aloctavodia deleted the spc branch March 1, 2024 13:21
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2 participants