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paste some adjustment in there #15

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paste some adjustment in there #15

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621f3d9
paste some adjustment in there
xzackli Jun 18, 2024
c5b4ae8
Merge remote-tracking branch 'origin/bigger_tuning_window' into mh_ad…
xzackli Jul 26, 2024
dae6f7d
measure accept
xzackli Jul 26, 2024
6ba32ca
Merge branch 'master' into mh_adjust
xzackli Sep 20, 2024
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20 changes: 17 additions & 3 deletions src/sampler.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@ end
mutable struct MCHMCSampler <: AbstractMCMC.AbstractSampler
nadapt::Int
TEV::Real
TAP::Real # this isn't type stable
adaptive::Bool
tune_eps::Bool
tune_L::Bool
Expand All @@ -32,12 +33,13 @@ end
"""
MCHMC(
nadapt::Int,
TEV::Real;
TEV::Real,
TAP::Real;
kwargs...
)
Constructor for the MicroCanonical HMC (q=0 Hamiltonian) sampler
"""
function MCHMC(nadapt::Int, TEV::Real;
function MCHMC(nadapt::Int, TEV::Real, TAP::Real;
integrator="LF",
adaptive=false,
tune_eps=true,
Expand All @@ -57,7 +59,7 @@ function MCHMC(nadapt::Int, TEV::Real;
println(string("integrator = ", integrator, "is not a valid option."))
end

return MCHMCSampler(nadapt, TEV, adaptive, tune_eps, tune_L, tune_sigma, hyperparameters, hamiltonian_dynamics)
return MCHMCSampler(nadapt, TEV, TAP, adaptive, tune_eps, tune_L, tune_sigma, hyperparameters, hamiltonian_dynamics)
end

function Random_unit_vector(rng::AbstractRNG, x::AbstractVector{T}; _normalize = true) where {T}
Expand Down Expand Up @@ -166,6 +168,7 @@ function Step(
gamma = sampler.hyperparameters.gamma

TEV = sampler.TEV
TAP = sampler.TAP

# Hamiltonian step
xx, uu, ll, gg, kinetic_change = sampler.hamiltonian_dynamics(sampler, state)
Expand All @@ -189,6 +192,17 @@ function Step(
sampler.hyperparameters.eps = eps
end

x, u, l, g, dE = state.x, state.u, state.l, state.g, state.dE
accept = log(rand()) < dEE
xx = @.(accept * xx + (1 - accept) * x)
ll = @.(accept * ll + (1 - accept) * l)
gg = @.(accept * gg + (1 - accept) * g)
dEE = @.(accept * dEE + (1 - accept) * dE)

uuu = @.(accept * uuu + (1 - accept) * u)
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If we reject, try to refresh momentum and then lower the stepsize!

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Take L177 and put it here




state = MCHMCState(rng, state.i + 1, xx, uuu, ll, gg, dEE, Weps, Feps, state.h)
transition = Transition(state, inv_transform)
return transition, state
Expand Down
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