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New interface for sampling #300

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vfisikop wants to merge 12 commits into GeomScale:develop from vfisikop:new_sampling_interface

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vfisikop commented Apr 15, 2024 •

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Function is parameterized by walk and distribution. Added support for ~~basic uniform~~ all samplers.

vfisikop added the enhancement label

vfisikop marked this pull request as draft

April 15, 2024 13:37

vfisikop mentioned this pull request

Efficient burn in for sampling #298

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vfisikop force-pushed the new_sampling_interface branch from 5bb3dd7 to 9be4f78 Compare

July 4, 2024 16:51

vfisikop requested a review from TolisChal

July 4, 2024 16:51

vfisikop marked this pull request as ready for review

July 4, 2024 16:53

vfisikop requested a review from elias-tsigaridas

July 4, 2024 16:55

TolisChal force-pushed the develop branch 4 times, most recently from 906e119 to f1abc36 Compare

July 7, 2024 02:25

TolisChal force-pushed the develop branch from 992d203 to 7a0be2d Compare

July 17, 2024 03:38

vfisikop added 12 commits

September 10, 2024 14:02


          New interface for sampling. Function is parameterized by walk and dis…

14b48f2

…tribution. Added support for basic uniform samplers.


          New interface for sampling. Function is parameterized by walk and dis…

0421fb6

…tribution. Added support for gaussian and exponential distributions


          New interface for sampling. Function is parameterized by walk and dis…

f2fa715

…tribution. Added support for logconcave distributions (reflected hmc & nuts samplers)


          New interface for sampling. Function is parameterized by walk and dis…

232bce9

…tribution. Added support for logconcave distributions (crhmc)


          Support for constraint problem in sample_points

03c38ba


          Add UL walk to new interface

4c3eef7


          Testing uniform (not finished)

1b3ce76


          Fix errors in sample_points

5508a6e


          Sample with MT output

3a39410


          Activate all examples

ca0ad74


          Fix dependent template error

459879a


          Simplify sample_points and use NT template instead of double in distr…

99cbba6

…ibution classes

vfisikop force-pushed the new_sampling_interface branch from 7ffa98c to 99cbba6 Compare

September 10, 2024 11:03

TolisChal reviewed

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examples/sample_points/simple_example.cpp

+              auto accelerated_billiard_walk(HPolytopeType& HP, RNGType& rng, unsigned int walk_len, unsigned int num_points)
+              {
+                  typedef RandomPointGenerator<AcceleratedBilliardWalkType> Generator;

Member

TolisChal Sep 13, 2024

Do we need this line here?

TolisChal reviewed

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examples/sample_points/simple_example.cpp

Comment on lines +171 to +172

		//HP.print();
		//std::cout<<"\n";

Member

TolisChal Sep 13, 2024

Shall we delete them?

TolisChal reviewed

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examples/sample_points/simple_example.cpp


		auto start = std::chrono::steady_clock::now();

		sample_points<64>(HP, q, walk, distr, rng, walk_len, rnum, nburns, samples);

Member

TolisChal Sep 13, 2024

What is 64?

TolisChal reviewed

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include/sampling/sample_points.hpp


		Point p = starting_point;

		//TODO: burnin for nuts

Member

TolisChal Sep 13, 2024

Why burnin is difficult for nuts?

TolisChal reviewed

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include/random_walks/compute_diameter.hpp

+                  template <typename NT>
+                  static NT compute(HPolytope<Point> const& P)
+                  {
+                      return NT(2) * std::sqrt(NT(P.dimension())) * P.InnerBall().second;

Member

TolisChal Sep 13, 2024

I think we should call ComputeInnerBall() from the Polytope.
We have a flag in Hpolytope that checks if the innerball is already computed in ComputeInnerBall().
If the ball isn't computed then InnerBall() will trigger a runntime error.
I would probably add a todo to do the same check in InnerBall() as well and if the ball is not computed then we call ComputeInnerBall() in InnerBall(). Or we could delete InnerBall() and rename the ComputeInnerBall() to InnerBall().

TolisChal reviewed

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include/random_walks/uniform_accelerated_billiard_walk.hpp

		@@ -346,7 +346,7 @@ struct AcceleratedBilliardWalk
		pointset.push_back(_p);
		NT rad = NT(0), max_dist, Lmax = get_delta(), radius = P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

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include/random_walks/uniform_dikin_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
-                          NT r = P.ComputeInnerBall().second;
+                          NT r = P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

View reviewed changes

include/random_walks/uniform_dikin_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
                           NT r = params.set_L ? params.m_L
-                                        : P.ComputeInnerBall().second;
+                                        : P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

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include/random_walks/uniform_john_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
-                          NT r = P.ComputeInnerBall().second;
+                          NT r = P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

View reviewed changes

include/random_walks/uniform_john_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
                           NT r = params.set_L ? params.m_L
-                                        : P.ComputeInnerBall().second;
+                                        : P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

View reviewed changes

include/random_walks/uniform_vaidya_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
-                          NT r = P.ComputeInnerBall().second;
+                          NT r = P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

TolisChal reviewed

View reviewed changes

include/random_walks/uniform_vaidya_walk.hpp

                       {
                           MT A = P.get_mat();
                           VT b = P.get_vec(), _vec_point = VT::Zero(P.dimension()), p0 = p.getCoefficients();
                           NT r = params.set_L ? params.m_L
-                                        : P.ComputeInnerBall().second;
+                                        : P.InnerBall().second;

Member

TolisChal Sep 13, 2024

Plz call ComputeInnerBall() (see my previous comment)

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