Skip to content

Use step_warmup for AdaptiveHamiltonian rather than nadapts #2678

@penelopeysm

Description

@penelopeysm

NUTS currently has a parameter called nadapts which controls how many MCMC steps include an adaptation bit.

discard_adapt then controls whether those adaptation steps are discarded at the start.

For consistency with the AbstractMCMC API this should be changed to be num_warmup + discard_initial. And the adaptation steps should call AbstractMCMC.step_warmup rather than AbstractMCMC.step.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions