Fix for pickling an MCMC object with HMCGibbs (and MixedHMC) samplers and parallel chains #1746
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
fehiepsi
reviewed
Feb 24, 2024
msaintja
changed the title
OlaRonning
pushed a commit
to aleatory-science/numpyro
that referenced
this pull request
Feb 27, 2024
… and parallel chains (pyro-ppl#1746) * Remove jax tracers from MixedHMC.__getstate__() * Remove jax tracers from HMCGibbs serialization
OlaRonning
pushed a commit
to aleatory-science/numpyro
that referenced
this pull request
May 6, 2024
… and parallel chains (pyro-ppl#1746) * Remove jax tracers from MixedHMC.__getstate__() * Remove jax tracers from HMCGibbs serialization
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR addresses issue #1742.
When using
MixedHMC, and sampling with optionchain_method="parallel"with more than one chain, usingdill/pickleto save theMCMCobject resulted in aConcretizationTypeError, as some attributes may contain JAX tracers.From limited testing, these would be the
_support_sizes_flatattribute of the MCMC object, as well as some attributes of_prototype_trace[...]["fn"].Setting those to
Nonein the state copy passed todillwould allow to circumvent the JAX error.I'm not sure how critical it is to maintain those attributes in a pickled save, however a simple dump-load-run seems to work fine with the example code presented in #1742: