Initial AbstractMCMC.step should not sample#366
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should not perform any sampling of the parameters.
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devmotion
previously approved these changes
Apr 24, 2024
yebai
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Nov 1, 2024
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Is this good to merge? Except that we should also bump a breaking version number. |
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I think there are still some tests that need to be updated, but otherwise, yeah it should be good:) |
torfjelde
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Jan 13, 2025
This reverts commit 32d0446.
torfjelde
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Jan 13, 2025
This reverts commit 32d0446.
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Accidentally merged this 🤦 Will re-open |
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I wasn't prompted by @MateusMaiaDS to look into if we could make sure that the initialization is included in the chain for debugging purposes. @penelopeysm points this PR to me (I remembered I read it time ago.) There is an old issue at TuringLang/Turing.jl#1282 also related to this. Looking at main, I think the merge here was reverted because main branch doesn't contain the code. Thoughts on should we still push this through @torfjelde @yebai @devmotion ? |
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Generally speaking, the first
AbstractMCMC.stepshould just construct the initial transition and state, not actually perform any sampling. If it performs sampling in the initial step, it becomes increasingly difficult to test that arguments such asinitial_paramsandinitial_stateare properly respected (since we can't just compare the resultinginitial_paramswith the ones produced by the first step). Moreover, it can hide certain behaviors from the user since a traceplot will show the "starting value" as something different than what they set.This PR just makes the initial
AbstractMCMC.stepdo exactly this.Should be a quick merge. @devmotion @yebai @xukai92