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Initial AbstractMCMC.step should not sample #366

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Initial AbstractMCMC.step should not sample #366

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4963b00
initial step should just construct the initial transitio and step; it
torfjelde Apr 23, 2024
181c8cb
bump patch version
torfjelde Apr 23, 2024
4bf86ec
Update src/abstractmcmc.jl
torfjelde Apr 23, 2024
50b56ab
fixed issue in callback for first iteration
torfjelde Apr 25, 2024
151c662
attempt at fixing callback issues
torfjelde May 6, 2024
56775b2
Merge branch 'master' into torfjelde/abstractmcmc-initial-step-fix
yebai Nov 1, 2024
c0d3b71
Merge branch 'master' into torfjelde/abstractmcmc-initial-step-fix
yebai Dec 10, 2024
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15 changes: 9 additions & 6 deletions src/abstractmcmc.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -165,8 +165,8 @@ function AbstractMCMC.step(

# Compute next transition and state.
state = HMCState(0, t, metric, κ, adaptor)
# Take actual first step.
return AbstractMCMC.step(rng, model, spl, state; kwargs...)
# Return the initial transition and state.
return Transition(t.z, merge(stat(t), (is_adapt = false,))), state
end

function AbstractMCMC.step(
Expand Down Expand Up @@ -260,10 +260,13 @@ function (cb::HMCProgressCallback)(
κ = state.κ
tstat = t.stat
isadapted = tstat.is_adapt
if isadapted
cb.num_divergent_transitions_during_adaption[] += tstat.numerical_error
else
cb.num_divergent_transitions[] += tstat.numerical_error
# The initial transition will not much information beyond the `is_adapt` field.
if haskey(tstat, :numerical_error)
if isadapted
cb.num_divergent_transitions_during_adaption[] += tstat.numerical_error
else
cb.num_divergent_transitions[] += tstat.numerical_error
end
end

# Update progress meter
Expand Down
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