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Only use effective number of samples if neff is explicitly specified. #51

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Jan 23, 2024
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Only use effective number of samples if neff is explicitly specified. #51

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42 changes: 20 additions & 22 deletions PTMCMCSampler/PTMCMCSampler.py
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Original file line number Diff line number Diff line change
Expand Up @@ -15,10 +15,12 @@
try:
import acor
except ImportError:
print(
"Optional acor package is not installed. Acor is optionally used to calculate the "
"effective chain length for output in the chain file."
)
# Don't complain if not available. If you set neff, you'll get an error. Otherwise
# it doesn't matter.
# print(
# "Optional acor package is not installed. Acor is optionally used to calculate the "
# "effective chain length for output in the chain file."
# )
pass


Expand Down Expand Up @@ -173,7 +175,7 @@ def initialize(
maxIter=None,
thin=10,
i0=0,
neff=100000,
neff=None,
writeHotChains=False,
hotChain=False,
):
Expand Down Expand Up @@ -391,7 +393,7 @@ def sample(
maxIter=None,
thin=10,
i0=0,
neff=100000,
neff=None,
writeHotChains=False,
hotChain=False,
):
Expand Down Expand Up @@ -494,33 +496,29 @@ def sample(
iter = i0

runComplete = False
Neff = 0
while runComplete is False:
iter += 1
self.comm.barrier() # make sure all processes are at the same iteration
# call PTMCMCOneStep
p0, lnlike0, lnprob0 = self.PTMCMCOneStep(p0, lnlike0, lnprob0, iter)

# compute effective number of samples in cold chain
if iter % 1000 == 0 and iter > 2 * self.burn and self.MPIrank == 0:
try:
Neff = iter / max(
1,
np.nanmax([acor.acor(self._chain[self.burn : (iter - 1), ii])[0] for ii in range(self.ndim)]),
)
# print('\n {0} effective samples'.format(Neff))
except NameError:
Neff = 0
pass

# rank 0 decides whether to stop
if self.MPIrank == 0:
if iter >= self.Niter: # stop if reached maximum number of iterations
message = "\nRun Complete"
runComplete = True
elif int(Neff) > self.neff: # stop if reached maximum number of iterations
message = "\nRun Complete with {0} effective samples".format(int(Neff))
runComplete = True
elif self.neff: # Stop if effective number of samples reached if requested
if iter % 1000 == 0 and iter > 2 * self.burn and self.MPIrank == 0:
Neff = iter / max(
1,
np.nanmax(
[acor.acor(self._chain[self.burn : (iter - 1), ii])[0] for ii in range(self.ndim)]
),
)
# print('\n {0} effective samples'.format(Neff))
if int(Neff) >= self.neff:
message = "\nRun Complete with {0} effective samples".format(int(Neff))
runComplete = True

runComplete = self.comm.bcast(runComplete, root=0) # rank 0 tells others whether to stop

Expand Down
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