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Merge branch 'master' into kx/general-relativistic
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‎.github/dependabot.yml‎

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# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
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version: 2
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updates:
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- package-ecosystem: "github-actions"
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directory: "/" # Location of package manifests
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schedule:
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interval: "monthly"

‎.github/workflows/CI.yml‎

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- master
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pull_request:
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concurrency:
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# Skip intermediate builds: always.
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# Cancel intermediate builds: only if it is a pull request build.
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group: ${{ github.workflow }}-${{ github.ref }}
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cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
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jobs:
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test:
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# needed to allow julia-actions/cache to delete old caches that it has created
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permissions:
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actions: write
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contents: read
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runs-on: ${{ matrix.os }}
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continue-on-error: ${{ matrix.version == 'nightly' }}
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continue-on-error: ${{ matrix.version == 'pre' }}
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strategy:
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matrix:
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version:
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- '1.6'
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- 'min'
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- '1'
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- 'nightly'
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- 'pre'
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os:
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- ubuntu-latest
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- macOS-latest
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- windows-latest
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arch:
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- x86
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- x64
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exclude:
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- os: ubuntu-latest
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arch: x86
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- os: macOS-latest
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arch: x86
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- os: windows-latest
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arch: x86
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# GitHub Action seems to have issue of running julia-nightly with windows-latest
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# TODO Revisit in the future
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- version: 'nightly'
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os: windows-latest
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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- uses: actions/checkout@v4
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- uses: julia-actions/setup-julia@v2
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with:
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version: ${{ matrix.version }}
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arch: ${{ matrix.arch }}
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- uses: julia-actions/julia-buildpkg@latest
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- uses: julia-actions/cache@v2
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- uses: julia-actions/julia-buildpkg@v1
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- name: Run tests
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uses: julia-actions/julia-runtest@latest
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uses: julia-actions/julia-runtest@v1
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env:
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AHMC_TEST_GROUP: AdvancedHMC

‎.github/workflows/ExperimentalTests.yml‎

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- master
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pull_request:
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concurrency:
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# Skip intermediate builds: always.
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# Cancel intermediate builds: only if it is a pull request build.
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group: ${{ github.workflow }}-${{ github.ref }}
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cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
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jobs:
1016
test:
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# needed to allow julia-actions/cache to delete old caches that it has created
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permissions:
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actions: write
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contents: read
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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- macOS-latest
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- windows-latest
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arch:
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- x86
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- x64
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exclude:
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- os: ubuntu-latest
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arch: x86
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- os: macOS-latest
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arch: x86
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- os: windows-latest
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arch: x86
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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- uses: actions/checkout@v4
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- uses: julia-actions/setup-julia@v2
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with:
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version: ${{ matrix.version }}
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arch: ${{ matrix.arch }}
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- uses: julia-actions/julia-buildpkg@latest
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- uses: julia-actions/cache@v2
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- uses: julia-actions/julia-buildpkg@v1
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- name: Run integration tests
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uses: julia-actions/julia-runtest@latest
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uses: julia-actions/julia-runtest@v1
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env:
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AHMC_TEST_GROUP: Experimental

‎.github/workflows/Format.yml‎

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push:
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branches:
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- master
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- main
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concurrency:
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# Skip intermediate builds: always.
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format:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@latest
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- uses: actions/checkout@v4
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- uses: julia-actions/setup-julia@v2
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with:
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version: 1
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- name: Format code

‎.github/workflows/IntegrationTests.yml‎

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- master
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pull_request:
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concurrency:
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# Skip intermediate builds: always.
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# Cancel intermediate builds: only if it is a pull request build.
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group: ${{ github.workflow }}-${{ github.ref }}
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cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
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jobs:
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test:
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# needed to allow julia-actions/cache to delete old caches that it has created
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permissions:
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actions: write
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contents: read
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
@@ -18,23 +28,16 @@ jobs:
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- macOS-latest
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- windows-latest
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arch:
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- x86
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- x64
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exclude:
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- os: ubuntu-latest
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arch: x86
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- os: macOS-latest
27-
arch: x86
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- os: windows-latest
29-
arch: x86
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steps:
31-
- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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- uses: actions/checkout@v4
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- uses: julia-actions/setup-julia@v2
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with:
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version: ${{ matrix.version }}
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arch: ${{ matrix.arch }}
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- uses: julia-actions/julia-buildpkg@latest
38+
- uses: julia-actions/cache@v2
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- uses: julia-actions/julia-buildpkg@v1
3740
- name: Run integration tests
38-
uses: julia-actions/julia-runtest@latest
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uses: julia-actions/julia-runtest@v1
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env:
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AHMC_TEST_GROUP: Downstream

‎.github/workflows/documentation.yml‎

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1010
jobs:
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build:
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permissions:
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statuses: write # Used to report documentation build statuses
1214
runs-on: ubuntu-latest
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steps:
14-
- uses: actions/checkout@v2
15-
- uses: julia-actions/setup-julia@latest
16+
- uses: actions/checkout@v4
17+
- uses: julia-actions/setup-julia@v2
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with:
17-
version: '1.7'
19+
version: '1'
1820
- name: Install dependencies
1921
run: julia --project=docs/ -e '
2022
using Pkg;
@@ -24,4 +26,3 @@ jobs:
2426
env:
2527
DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }} # If authenticating with SSH deploy key
2628
run: julia --project=docs/ docs/make.jl
27-

‎Project.toml‎

Lines changed: 5 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
name = "AdvancedHMC"
22
uuid = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d"
3-
version = "0.6.1"
3+
version = "0.6.2"
44

55
[deps]
66
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
@@ -31,7 +31,7 @@ AdvancedHMCMCMCChainsExt = "MCMCChains"
3131
AdvancedHMCOrdinaryDiffEqExt = "OrdinaryDiffEq"
3232

3333
[compat]
34-
AbstractMCMC = "4.2, 5"
34+
AbstractMCMC = "5"
3535
AdaptiveRejectionSampling = "0.1.1"
3636
ArgCheck = "1, 2"
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CUDA = "3, 4, 5"
@@ -50,7 +50,9 @@ SimpleUnPack = "1.1"
5050
Statistics = "1.6"
5151
StatsBase = "0.31, 0.32, 0.33, 0.34"
5252
StatsFuns = "0.8, 0.9, 1"
53-
julia = "1.6"
53+
LinearAlgebra = "1.6"
54+
Random = "1.6"
55+
julia = "1.6.7"
5456

5557
[extras]
5658
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"

‎README.md‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -128,7 +128,7 @@ samples = AbstractMCMC.sample(
128128
model,
129129
sampler,
130130
n_adapts + n_samples;
131-
nadapts = n_adapts,
131+
n_adapts = n_adapts,
132132
initial_params = initial_θ,
133133
)
134134
```

‎src/abstractmcmc.jl‎

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Original file line numberDiff line numberDiff line change
@@ -47,6 +47,14 @@ function AbstractMCMC.sample(
4747
callback = nothing,
4848
kwargs...,
4949
)
50+
if haskey(kwargs, :nadapts)
51+
throw(
52+
ArgumentError(
53+
"keyword argument `nadapts` is unsupported. Please use `n_adapts` to specify the number of adaptation steps.",
54+
),
55+
)
56+
end
57+
5058
if callback === nothing
5159
callback = HMCProgressCallback(N, progress = progress, verbose = verbose)
5260
progress = false # don't use AMCMC's progress-funtionality
@@ -78,6 +86,13 @@ function AbstractMCMC.sample(
7886
callback = nothing,
7987
kwargs...,
8088
)
89+
if haskey(kwargs, :nadapts)
90+
throw(
91+
ArgumentError(
92+
"keyword argument `nadapts` is unsupported. Please use `n_adapts` to specify the number of adaptation steps.",
93+
),
94+
)
95+
end
8196

8297
if callback === nothing
8398
callback = HMCProgressCallback(N, progress = progress, verbose = verbose)
@@ -141,8 +156,17 @@ function AbstractMCMC.step(
141156
model::AbstractMCMC.LogDensityModel,
142157
spl::AbstractHMCSampler,
143158
state::HMCState;
159+
n_adapts::Int = 0,
144160
kwargs...,
145161
)
162+
if haskey(kwargs, :nadapts)
163+
throw(
164+
ArgumentError(
165+
"keyword argument `nadapts` is unsupported. Please use `n_adapts` to specify the number of adaptation steps.",
166+
),
167+
)
168+
end
169+
146170
# Compute transition.
147171
i = state.i + 1
148172
t_old = state.transition
@@ -158,7 +182,6 @@ function AbstractMCMC.step(
158182

159183
# Adapt h and spl.
160184
tstat = stat(t)
161-
n_adapts = kwargs[:n_adapts]
162185
h, κ, isadapted = adapt!(h, κ, adaptor, i, n_adapts, t.z.θ, tstat.acceptance_rate)
163186
tstat = merge(tstat, (is_adapt = isadapted,))
164187

@@ -189,8 +212,8 @@ struct HMCProgressCallback{P}
189212
"If `progress` is not specified and this is `true` some information will be logged upon completion of adaptation."
190213
verbose::Bool
191214
"Number of divergent transitions fo far."
192-
num_divergent_transitions::Ref{Int}
193-
num_divergent_transitions_during_adaption::Ref{Int}
215+
num_divergent_transitions::Base.RefValue{Int}
216+
num_divergent_transitions_during_adaption::Base.RefValue{Int}
194217
end
195218

196219
function HMCProgressCallback(n_samples; progress = true, verbose = false)
@@ -200,7 +223,16 @@ function HMCProgressCallback(n_samples; progress = true, verbose = false)
200223
HMCProgressCallback(pm, progress, verbose, Ref(0), Ref(0))
201224
end
202225

203-
function (cb::HMCProgressCallback)(rng, model, spl, t, state, i; nadapts = 0, kwargs...)
226+
function (cb::HMCProgressCallback)(
227+
rng,
228+
model,
229+
spl,
230+
t,
231+
state,
232+
i;
233+
n_adapts::Int = 0,
234+
kwargs...,
235+
)
204236
progress = cb.progress
205237
verbose = cb.verbose
206238
pm = cb.pm
@@ -243,8 +275,8 @@ function (cb::HMCProgressCallback)(rng, model, spl, t, state, i; nadapts = 0, kw
243275
),
244276
)
245277
# Report finish of adapation
246-
elseif verbose && isadapted && i == nadapts
247-
@info "Finished $nadapts adapation steps" adaptor κ.τ.integrator metric
278+
elseif verbose && isadapted && i == n_adapts
279+
@info "Finished $(n_adapts) adapation steps" adaptor κ.τ.integrator metric
248280
end
249281
end
250282

‎test/abstractmcmc.jl‎

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Original file line numberDiff line numberDiff line change
@@ -32,6 +32,30 @@ using Statistics: mean
3232
verbose = false,
3333
)
3434

35+
# Error if keyword argument `nadapts` is used
36+
@test_throws ArgumentError AbstractMCMC.sample(
37+
rng,
38+
model,
39+
nuts,
40+
n_adapts + n_samples;
41+
nadapts = n_adapts,
42+
initial_params = θ_init,
43+
progress = false,
44+
verbose = false,
45+
)
46+
@test_throws ArgumentError AbstractMCMC.sample(
47+
rng,
48+
model,
49+
nuts,
50+
MCMCThreads(),
51+
n_adapts + n_samples,
52+
2;
53+
nadapts = n_adapts,
54+
initial_params = θ_init,
55+
progress = false,
56+
verbose = false,
57+
)
58+
3559
# Transform back to original space.
3660
# NOTE: We're not correcting for the `logabsdetjac` here since, but
3761
# we're only interested in the mean it doesn't matter.

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