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Expose heuristic num_particles parameter in sir.py #2456

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May 1, 2020
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Expose heuristic num_particles parameter in sir.py #2456

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4 changes: 3 additions & 1 deletion examples/contrib/epidemiology/sir.py
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,8 @@ def hook_fn(kernel, *unused):
if args.verbose:
logging.info("potential = {:0.6g}".format(e))

mcmc = model.fit(warmup_steps=args.warmup_steps,
mcmc = model.fit(heuristic_num_particles=args.num_particles,
warmup_steps=args.warmup_steps,
num_samples=args.num_samples,
max_tree_depth=args.max_tree_depth,
num_quant_bins=args.num_bins,
Expand Down Expand Up @@ -184,6 +185,7 @@ def main(args):
parser.add_argument("--dct", type=float,
help="smoothing for discrete cosine reparameterizer")
parser.add_argument("-n", "--num-samples", default=200, type=int)
parser.add_argument("-np", "--num-particles", default=1024, type=int)
parser.add_argument("-w", "--warmup-steps", default=100, type=int)
parser.add_argument("-t", "--max-tree-depth", default=5, type=int)
parser.add_argument("-r", "--rng-seed", default=0, type=int)
Expand Down
6 changes: 5 additions & 1 deletion pyro/contrib/epidemiology/compartmental.py
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Expand Up @@ -245,6 +245,8 @@ def fit(self, **options):
Defaults to 4.
:param float dct: If provided, use a discrete cosine reparameterizer
with this value as smoothness.
:param int heuristic_num_particles: Passed to :meth:`heuristic` as
``num_particles``. Defaults to 1024.
:returns: An MCMC object for diagnostics, e.g. ``MCMC.summary()``.
:rtype: ~pyro.infer.mcmc.api.MCMC
"""
Expand All @@ -254,7 +256,9 @@ def fit(self, **options):

# Heuristically initialze to feasible latents.
logger.info("Heuristically initializing...")
init_values = self.heuristic()
heuristic_options = {k.replace("heuristic_", ""): options.pop(k)
for k in list(options) if k.startswith("heuristic_")}
init_values = self.heuristic(**heuristic_options)
assert isinstance(init_values, dict)
assert "auxiliary" in init_values, \
".heuristic() did not define auxiliary value"
Expand Down
14 changes: 7 additions & 7 deletions tests/test_examples.py
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Original file line number Diff line number Diff line change
Expand Up @@ -33,13 +33,13 @@
'contrib/autoname/mixture.py --num-epochs=1',
'contrib/autoname/tree_data.py --num-epochs=1',
'contrib/cevae/synthetic.py --num-epochs=1',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -e=2',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -k=1',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -e=2 -k=1',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 --dct=1',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -nb=8',
'contrib/epidemiology/sir.py -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -nb=16 --dct=1',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -e=2',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -k=1',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -e=2 -k=1',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 --dct=1',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -nb=8',
'contrib/epidemiology/sir.py -np=128 -t=2 -w=2 -n=4 -d=20 -p=1000 -f 2 -nb=16 --dct=1',
'contrib/forecast/bart.py --num-steps=2 --stride=99999',
'contrib/gp/sv-dkl.py --epochs=1 --num-inducing=4 --batch-size=1000',
'contrib/gp/sv-dkl.py --binary --epochs=1 --num-inducing=4 --batch-size=1000',
Expand Down