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Fix non-reproducible step sizes #1924

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merged 2 commits into from
Dec 24, 2022
Merged

Fix non-reproducible step sizes #1924

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b125bff
Fix non-reproducible step sizes
devmotion Dec 23, 2022
9e6494f
Add test
devmotion Dec 24, 2022
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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
@@ -1,6 +1,6 @@
name = "Turing"
uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
version = "0.23.1"
version = "0.23.2"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
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4 changes: 2 additions & 2 deletions src/inference/hmc.jl
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Expand Up @@ -186,7 +186,7 @@ function DynamicPPL.initialstep(

# Find good eps if not provided one
if iszero(spl.alg.ϵ)
ϵ = AHMC.find_good_stepsize(hamiltonian, theta)
ϵ = AHMC.find_good_stepsize(rng, hamiltonian, theta)
@info "Found initial step size" ϵ
else
ϵ = spl.alg.ϵ
Expand Down Expand Up @@ -550,7 +550,7 @@ function HMCState(

# Find good eps if not provided one
if iszero(spl.alg.ϵ)
ϵ = AHMC.find_good_stepsize(h, θ_init)
ϵ = AHMC.find_good_stepsize(rng, h, θ_init)
@info "Found initial step size" ϵ
else
ϵ = spl.alg.ϵ
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9 changes: 9 additions & 0 deletions test/inference/hmc.jl
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Expand Up @@ -207,4 +207,13 @@
end
@test sample(rng, mwe3(), HMC(0.2, 4), 1_000) isa Chains
end

# issue #1923
@turing_testset "reproducibility" begin
alg = NUTS(1000, 0.8)
res1 = sample(StableRNG(123), gdemo_default, alg, 1000)
res2 = sample(StableRNG(123), gdemo_default, alg, 1000)
res3 = sample(StableRNG(123), gdemo_default, alg, 1000)
@test Array(res1) == Array(res2) == Array(res3)
end
end