sample from distribution without storing #1790
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
fehiepsi
reviewed
May 2, 2024
numpyro/infer/mcmc.py
Outdated
| if field_name.startswith(f"~{self._sample_field}."): | ||
| remove_sites.append(field_name[len(self._sample_field) + 2 :]) | ||
| else: | ||
| collect_fields.append(field_name) |
There was a problem hiding this comment.
Sorry, it seems that making collect_fields a set is slightly better (to avoid collecting duplicating fields). Maybe setting collect_fields=tuple(set(collect_fields)) below? Or using dict like what you did before.
There was a problem hiding this comment.
set is not insertion order preserving and the current solution relies on self._sample_field being the first item in collect_fields so I'll revert to the dictionary approach.
OlaRonning
pushed a commit
to aleatory-science/numpyro
that referenced
this pull request
May 6, 2024
* exclude sample sites with "~" * handle repeat remove_sites * test exclude sites * fix test case and len(1) collect_fields edge case * add dict check, switch to list, add documentation * back to dict solution
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
As discussed in #1695. Users can exclude a sample site from collection by adding
~{sample_field}.{site_name}toextra_fieldsinMCMC.runorMCMC.warmup.Because model initialization doesn't happen until
_single_chain_mcmcis called and the logic to set up collect_fields happens before that, I opted not to make default_fields mutable/settable withinfer.