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AdvancedHMC.jl documentation for PR #471 is available at: |
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Ack, have to fix CI for 1.12. |
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I ran the tests locally and it's only JET that's failing, so I'll open a separate issue for that. |
penelopeysm
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Following on from: - TuringLang/AbstractMCMC.jl#182 Adding the interface function `AbstractMCMC.getstats` - TuringLang/AdvancedHMC.jl#471 and TuringLang/AdvancedMH.jl#119 Implementing them for AdvancedHMC and AdvancedMH this PR changes Turing's external sampler interface to exclusively use AbstractMCMC functions. **With this PR, anyone who defines an external sampler will only need to depend on AbstractMCMC (which they presumably already do, because it is a sampler) and LogDensityProblems (which is already a dep of AbstractMCMC).** No need for a Turing extension. To be precise, it makes the following changes: - Previously where one had to define `Turing.Inference.getparams`, now one has to define `AbstractMCMC.getparams`. - Previously there was no way to include sampler stats in the resulting chain, now one can define `AbstractMCMC.getstats`. - The default for `Turing.Inference.isgibbscomponent` is changed to `true`, so that external sampler packages don't need to override it (unless absolutely necessary). As an example implementation, this PR contains a test mock (note how it doesn't require a Turing dep): https://github.com/TuringLang/Turing.jl/blob/06752c41a97cd0dc37bb8700ab7a2d06f50f4f76/test/mcmc/external_sampler.jl#L20-L74
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