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Multitraces should iterate over samples from all chains #2460

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Multitraces should iterate over samples from all chains #2460

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df516d8
Multitraces should iterate over samples from all chains
AustinRochford Jul 31, 2017
7b6d3ad
Add test for combining chains
AustinRochford Jul 31, 2017
ba5f46c
Don't change __len__
AustinRochford Aug 1, 2017
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4 changes: 4 additions & 0 deletions pymc3/backends/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@
See the docstring for pymc3.backends for more information (including
creating custom backends).
"""
import itertools as itl
import numpy as np
from ..model import modelcontext
import warnings
Expand Down Expand Up @@ -247,6 +248,9 @@ def __init__(self, straces):
raise ValueError("Chains are not unique.")
self._straces[strace.chain] = strace

def __iter__(self):
return itl.chain.from_iterable(self._straces[chain] for chain in self.chains)

def __repr__(self):
template = '<{}: {} chains, {} iterations, {} variables>'
return template.format(self.__class__.__name__,
Expand Down
12 changes: 12 additions & 0 deletions pymc3/tests/test_ndarray_backend.py
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Original file line number Diff line number Diff line change
Expand Up @@ -126,6 +126,18 @@ def test_merge_traces_nonunique(self):
base.merge_traces([mtrace0, mtrace1])


class TestMultiTrace_combine_chains(bf.ModelBackendSampledTestCase):
name = None
backend = ndarray.NDArray
shape = ()

def test_iter(self):
mtrace = self.mtrace
expected_len = sum(len(mtrace._straces[chain]) for chain in mtrace.chains)

assert len(list(mtrace)) == expected_len


class TestMultiTrace_add_values(bf.ModelBackendSampledTestCase):
name = None
backend = ndarray.NDArray
Expand Down