Skip to content

general relativistic HMC #372

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 10 commits into
base: main
Choose a base branch
from
Open

general relativistic HMC #372

Show file tree
Hide file tree
Changes from 3 commits
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
7fc04d2
feat: port relativistic hmc from research repo
xukai92 Jul 25, 2024
3813ba0
feat(wip): port reemannian hmc from research repo
xukai92 Jul 25, 2024
8805885
Update src/AdvancedHMC.jl
yebai Jul 26, 2024
6b023f7
Update AdvancedHMC.jl
yebai Jul 26, 2024
3bbb17f
feat(wip): port reemannian hmc from research repo
xukai92 Sep 18, 2024
cdef753
Apply suggestions from code review
xukai92 Oct 26, 2024
4ff42cf
chore: remove experimental notebook
xukai92 Oct 26, 2024
1acbf8f
feat: port rest of the code from research repo
xukai92 Oct 26, 2024
f446f0e
feat: port rest of the code from research repo
xukai92 Oct 26, 2024
62077db
Merge branch 'master' into kx/general-relativistic
xukai92 Oct 26, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 4 additions & 2 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ version = "0.6.1"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
AdaptiveRejectionSampling = "c75e803d-635f-53bd-ab7d-544e482d8c75"
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

A minor issue: Do we want to depend on ARS? Is it possible to turn this into a weak deps?

ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
InplaceOps = "505f98c9-085e-5b2c-8e89-488be7bf1f34"
Expand Down Expand Up @@ -31,23 +32,24 @@ AdvancedHMCOrdinaryDiffEqExt = "OrdinaryDiffEq"

[compat]
AbstractMCMC = "4.2, 5"
AdaptiveRejectionSampling = "0.1.1"
ArgCheck = "1, 2"
CUDA = "3, 4, 5"
DocStringExtensions = "0.8, 0.9"
InplaceOps = "0.3"
LinearAlgebra = "1.6"
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Duplicate with L53.

Suggested change
LinearAlgebra = "1.6"

LogDensityProblems = "2"
LogDensityProblemsAD = "1"
MCMCChains = "5, 6"
OrdinaryDiffEq = "6"
ProgressMeter = "1"
Random = "1.6"
Requires = "0.5, 1"
Setfield = "0.7, 0.8, 1"
SimpleUnPack = "1.1"
Statistics = "1.6"
StatsBase = "0.31, 0.32, 0.33, 0.34"
StatsFuns = "0.8, 0.9, 1"
LinearAlgebra = "1.6"
Random = "1.6"
julia = "1.6"

[extras]
Expand Down
83 changes: 0 additions & 83 deletions research/src/relativistic_hmc.jl
View file
Open in desktop

This file was deleted.

32 changes: 30 additions & 2 deletions src/AdvancedHMC.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -52,8 +52,6 @@ export Hamiltonian

include("integrator.jl")
export Leapfrog, JitteredLeapfrog, TemperedLeapfrog
include("riemannian/integrator.jl")
export GeneralizedLeapfrog

include("trajectory.jl")
export Trajectory,
Expand Down Expand Up @@ -128,6 +126,36 @@ export sample
include("constructors.jl")
export HMCSampler, HMC, NUTS, HMCDA

module Experimental
using Random, Statistics, LinearAlgebra
using ..AdvancedHMC

import ..AdvancedHMC: ∂H∂r, neg_energy, AbstractKinetic
import Random: AbstractRNG
include("relativistic/hamiltonian.jl")
export RelativisticKinetic, DimensionwiseRelativisticKinetic

using AdaptiveRejectionSampling: RejectionSampler, run_sampler!
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Consider turning ARS into an AHMCARSext extension so ARS is a weak dep. See also the above comment about ARS.

import ..AdvancedHMC: _rand
include("relativistic/metric.jl")

using ..AdvancedHMC:
@unpack, TYPEDEF, TYPEDFIELDS, AbstractScalarOrVec, AbstractLeapfrog, step, step_size
import ..AdvancedHMC: ∂H∂θ, ∂H∂r, DualValue, PhasePoint, phasepoint, step
include("riemannian/integrator.jl")
export GeneralizedLeapfrog

import AdvancedHMC: _rand
using AdvancedHMC: AbstractMetric, PhasePoint
using LinearAlgebra: eigen, cholesky, Symmetric, Diagonal
include("riemannian/metric.jl")
export DenseRiemannianMetric

import AdvancedHMC: DualValue, phasepoint, neg_energy, ∂H∂θ, ∂H∂r
using LinearAlgebra: logabsdet, tr
include("riemannian/hamiltonian.jl")
end

include("abstractmcmc.jl")

## Without explicit AD backend
Expand Down