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Use _init_parmas for MCMCThreads and MCMCDistributed too #126

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merged 18 commits into from
Oct 2, 2023
Merged

Use _init_parmas for MCMCThreads and MCMCDistributed too #126

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6f5ac5a
use _init_parmas for MCMCThreads and MCMCDistributed too
torfjelde Sep 13, 2023
8808521
bump patch version
torfjelde Sep 13, 2023
e2a04ba
added some tests for too many and too few init params
torfjelde Sep 13, 2023
2e6e23d
fixed typo in tests
torfjelde Sep 14, 2023
e897b8a
remove _first_or_nothing and just check if init_params is of the righ…
torfjelde Sep 14, 2023
33f9bb7
fix typo in error message
torfjelde Sep 14, 2023
85deddb
bump minor version
torfjelde Sep 14, 2023
c985383
use `collect` for init_params when using MCMCThreads
torfjelde Sep 14, 2023
fc3dd21
check if init_params is nothing before collect
torfjelde Sep 14, 2023
d2e2a9b
Update src/sample.jl
torfjelde Sep 14, 2023
93a4f1b
fuxed error message
torfjelde Sep 14, 2023
95d8bfb
Merge remote-tracking branch 'origin/torfjelde/init-params-fix' into …
torfjelde Sep 14, 2023
3e87987
require init_params to be a vector of length equal to the nubmer of
torfjelde Oct 1, 2023
3c1ed50
updated docs
torfjelde Oct 1, 2023
ae6562f
bump minor version since this will be potentially breaking
torfjelde Oct 1, 2023
e1bb661
replaced usages of Iterators.repeated with FillArrays.Fill
torfjelde Oct 1, 2023
eaf9d50
added FillArrays as a test dep
torfjelde Oct 1, 2023
4dbcb3f
fixed runtests
torfjelde Oct 2, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
keywords = ["markov chain monte carlo", "probablistic programming"]
license = "MIT"
desc = "A lightweight interface for common MCMC methods."
version = "4.4.2"
version = "4.4.3"

[deps]
BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
Expand Down
14 changes: 10 additions & 4 deletions src/sample.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -410,6 +410,9 @@ function mcmcsample(
@warn "Number of chains ($nchains) is greater than number of samples per chain ($N)"
end

# Ensure that initial parameters are `nothing` or indexable
_init_params = _first_or_nothing(init_params, nchains)

# Create a seed for each chain using the provided random number generator.
seeds = rand(rng, UInt, nchains)

Expand Down Expand Up @@ -466,10 +469,10 @@ function mcmcsample(
# Return the new chain.
return chain
end
chains = if init_params === nothing
chains = if _init_params === nothing
Distributed.pmap(sample_chain, pool, seeds)
else
Distributed.pmap(sample_chain, pool, seeds, init_params)
Distributed.pmap(sample_chain, pool, seeds, _init_params)
end
finally
# Stop updating the progress bar.
Expand Down Expand Up @@ -499,6 +502,9 @@ function mcmcsample(
@warn "Number of chains ($nchains) is greater than number of samples per chain ($N)"
end

# Ensure that initial parameters are `nothing` or indexable
_init_params = _first_or_nothing(init_params, nchains)

# Create a seed for each chain using the provided random number generator.
seeds = rand(rng, UInt, nchains)

Expand All @@ -519,10 +525,10 @@ function mcmcsample(
)
end

chains = if init_params === nothing
chains = if _init_params === nothing
map(sample_chain, 1:nchains, seeds)
else
map(sample_chain, 1:nchains, seeds, init_params)
map(sample_chain, 1:nchains, seeds, _init_params)
end

# Concatenate the chains together.
Expand Down
105 changes: 87 additions & 18 deletions test/sample.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -162,17 +162,18 @@
end

# initial parameters
init_params = [(b=randn(), a=rand()) for _ in 1:100]
nchains = 100
init_params = [(b=randn(), a=rand()) for _ in 1:nchains]
chains = sample(
MyModel(),
MySampler(),
MCMCThreads(),
3,
100;
nchains;
progress=false,
init_params=init_params,
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == params.a && chain[1].b == params.b for
(chain, params) in zip(chains, init_params)
Expand All @@ -184,14 +185,36 @@
MySampler(),
MCMCThreads(),
3,
100;
nchains;
progress=false,
init_params=Iterators.repeated(init_params),
init_params=Iterators.repeated(init_params, nchains),
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == init_params.a && chain[1].b == init_params.b for chain in chains
)

# Too many `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCThreads(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains + 1),
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So _first_or_nothing doesn't actually care if there are too many initial parameters 😕

IMO it seems like we want to raise an error in this case since it's otherwise very easy to accidentally do the incorrect thing.

)

# Too few `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCThreads(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains - 1),
)
end

@testset "Multicore sampling" begin
Expand Down Expand Up @@ -274,17 +297,18 @@
@test all(l.level > Logging.LogLevel(-1) for l in logs)

# initial parameters
init_params = [(a=randn(), b=rand()) for _ in 1:100]
nchains = 100
init_params = [(a=randn(), b=rand()) for _ in 1:nchains]
chains = sample(
MyModel(),
MySampler(),
MCMCDistributed(),
3,
100;
nchains;
progress=false,
init_params=init_params,
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == params.a && chain[1].b == params.b for
(chain, params) in zip(chains, init_params)
Expand All @@ -296,15 +320,37 @@
MySampler(),
MCMCDistributed(),
3,
100;
nchains;
progress=false,
init_params=Iterators.repeated(init_params),
init_params=Iterators.repeated(init_params, nchains),
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == init_params.a && chain[1].b == init_params.b for chain in chains
)

# Too many `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCDistributed(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains + 1),
)

# Too few `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCDistributed(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains - 1),
)

# Remove workers
rmprocs(pids...)
end
Expand Down Expand Up @@ -360,17 +406,18 @@
@test all(l.level > Logging.LogLevel(-1) for l in logs)

# initial parameters
init_params = [(a=rand(), b=randn()) for _ in 1:100]
nchains = 100
init_params = [(a=rand(), b=randn()) for _ in 1:nchains]
chains = sample(
MyModel(),
MySampler(),
MCMCSerial(),
3,
100;
nchains;
progress=false,
init_params=init_params,
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == params.a && chain[1].b == params.b for
(chain, params) in zip(chains, init_params)
Expand All @@ -382,14 +429,36 @@
MySampler(),
MCMCSerial(),
3,
100;
nchains;
progress=false,
init_params=Iterators.repeated(init_params),
init_params=Iterators.repeated(init_params, nchains),
)
@test length(chains) == 100
@test length(chains) == nchains
@test all(
chain[1].a == init_params.a && chain[1].b == init_params.b for chain in chains
)

# Too many `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCSerial(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains + 1),
)

# Too few `init_params`
@test_throws ArgumentError sample(
MyModel(),
MySampler(),
MCMCSerial(),
3,
nchains;
progress=false,
init_params=Iterators.repeated(init_params, nchains - 1),
)
end

@testset "Ensemble sampling: Reproducibility" begin
Expand Down