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Adjusted MCLMC #675

Merged
merged 118 commits into from
Jan 2, 2025
Merged

Adjusted MCLMC #675

merged 118 commits into from
Jan 2, 2025

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reubenharry
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@reubenharry reubenharry commented May 15, 2024

A change is also made to partially_refresh_momentum, which allows (adjusted) MCHMC to be the limit of MCLMC with infinite $L$. This is convenient since the user may or not want partial refreshment (in the unadjusted case, we find that it is always beneficial, but don't know yet in the adjusted case)

Addresses #676.

Checklist:

  • If I add a new sampler, there is an issue discussing it already;
  • We should be able to understand what the PR does from its title only;
  • There is a high-level description of the changes;
  • There are links to all the relevant issues, discussions and PRs;
  • The branch is rebased on the latest main commit;
  • Commit messages follow these guidelines;
  • The code respects the current naming conventions;
  • Docstrings follow the numpy style guide
  • pre-commit is installed and configured on your machine, and you ran it before opening the PR;
  • There are tests covering the changes;
  • The doc is up-to-date;
  • If I add a new sampler* I added/updated related examples

@reubenharry
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reubenharry commented Jun 10, 2024

I think this is ready to review again @junpenglao

EDIT: actually, let me first update the tuning algorithm.

@reubenharry reubenharry marked this pull request as draft June 11, 2024 14:52
@junpenglao junpenglao marked this pull request as ready for review June 17, 2024 07:49
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@junpenglao Now ready to review! I will extend the sampling book's MCLMC section with the adjusted option shortly.

junpenglao
junpenglao previously approved these changes Jan 1, 2025
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@junpenglao junpenglao left a comment

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Minor nits only.

blackjax/adaptation/adjusted_mclmc_adaptation.py Outdated Show resolved Hide resolved
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Thank you!

@junpenglao junpenglao merged commit df87345 into blackjax-devs:main Jan 2, 2025
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2 participants