feat: support position-dependent kinetic (#369)

* feat: support position-dependent kinetic

Signed-off-by: Kai Xu <[email protected]>

* Update src/hamiltonian.jl

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* Update src/hamiltonian.jl

Co-authored-by: Hong Ge <[email protected]>

* Update src/hamiltonian.jl

Co-authored-by: Hong Ge <[email protected]>

* Update src/metric.jl

Co-authored-by: Hong Ge <[email protected]>

* Update src/metric.jl

Co-authored-by: Hong Ge <[email protected]>

* Update src/metric.jl

Co-authored-by: Hong Ge <[email protected]>

* fix: add position-independent methods back for leapfrog comptaibility

Signed-off-by: Kai Xu <[email protected]>

* Apply suggestions from code review

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* Update src/metric.jl

* Update src/metric.jl

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* Update src/metric.jl

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* Update src/metric.jl

Co-authored-by: Hong Ge <[email protected]>

---------

Signed-off-by: Kai Xu <[email protected]>
Co-authored-by: Hong Ge <[email protected]>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

Author: 3 people

src/hamiltonian.jl

@@ -45,6 +45,12 @@ end
 ∂H∂r(h::Hamiltonian{<:DenseEuclideanMetric,<:GaussianKinetic}, r::AbstractVecOrMat) =
     h.metric.M⁻¹ * r
 
+# TODO (kai) make the order of θ and r consistent with neg_energy
+# TODO (kai) add stricter types to block hamiltonian.jl#L37 from working on unknown metric/kinetic
+# The gradient of a position-dependent Hamiltonian system depends on both θ and r. 
+∂H∂θ(h::Hamiltonian, θ::AbstractVecOrMat, r::AbstractVecOrMat) = ∂H∂θ(h, θ)
+∂H∂r(h::Hamiltonian, θ::AbstractVecOrMat, r::AbstractVecOrMat) = ∂H∂r(h, r)
+
 struct PhasePoint{T<:AbstractVecOrMat{<:AbstractFloat},V<:DualValue}
     θ::T  # Position variables / model parameters.
     r::T  # Momentum variables
@@ -156,7 +162,7 @@ phasepoint(
     rng::Union{AbstractRNG,AbstractVector{<:AbstractRNG}},
     θ::AbstractVecOrMat{T},
     h::Hamiltonian,
-) where {T<:Real} = phasepoint(h, θ, rand(rng, h.metric, h.kinetic))
+) where {T<:Real} = phasepoint(h, θ, rand(rng, h.metric, h.kinetic, θ))
 
 abstract type AbstractMomentumRefreshment end
 
@@ -168,7 +174,7 @@ refresh(
     ::FullMomentumRefreshment,
     h::Hamiltonian,
     z::PhasePoint,
-) = phasepoint(h, z.θ, rand(rng, h.metric, h.kinetic))
+) = phasepoint(h, z.θ, rand(rng, h.metric, h.kinetic, z.θ))
 
 """
 $(TYPEDEF)
@@ -196,4 +202,8 @@ refresh(
     ref::PartialMomentumRefreshment,
     h::Hamiltonian,
     z::PhasePoint,
-) = phasepoint(h, z.θ, ref.α * z.r + sqrt(1 - ref.α^2) * rand(rng, h.metric, h.kinetic))
+) = phasepoint(
+    h,
+    z.θ,
+    ref.α * z.r + sqrt(1 - ref.α^2) * rand(rng, h.metric, h.kinetic, z.θ),
+)

src/metric.jl

@@ -129,7 +129,7 @@ function _rand(
     return r
 end
 
-# TODO The rand interface should be updated by rand from momentum distribution + optional affine transformation by metric
+# TODO (kai) The rand interface should be updated as "rand from momentum distribution + optional affine transformation by metric"
 Base.rand(rng::AbstractRNG, metric::AbstractMetric, kinetic::AbstractKinetic) =
     _rand(rng, metric, kinetic)    # this disambiguity is required by Random.rand
 Base.rand(
@@ -139,3 +139,19 @@ Base.rand(
 ) = _rand(rng, metric, kinetic)
 Base.rand(metric::AbstractMetric, kinetic::AbstractKinetic) =
     rand(GLOBAL_RNG, metric, kinetic)
+
+# ignore θ by default unless defined by the specific kinetic (i.e. not position-dependent)
+Base.rand(
+    rng::AbstractRNG,
+    metric::AbstractMetric,
+    kinetic::AbstractKinetic,
+    θ::AbstractVecOrMat,
+) = rand(rng, metric, kinetic)    # this disambiguity is required by Random.rand
+Base.rand(
+    rng::AbstractVector{<:AbstractRNG},
+    metric::AbstractMetric,
+    kinetic::AbstractKinetic,
+    θ::AbstractVecOrMat,
+) = rand(rng, metric, kinetic)
+Base.rand(metric::AbstractMetric, kinetic::AbstractKinetic, θ::AbstractVecOrMat) =
+    rand(metric, kinetic)