pymc-devs / pymc3 / 6962
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junpenglao 
Supporting Population Samplers (implemented DE-MCMC) (#2735)

* catching other error types that may occur when gradients are not available

* added a benchmark example for correlated dimensions

* marking Metropolis as COMPATIBLE for all types, added line breaks (code style)

* specifying single job to force the sample_many function

* modified sampling procedure to interate chains in parallel (instead of sequentially)

* updated description

* indexing samplers by chain number instead of chain id

* print transposes result table

* created PopulationArrayStepShared base class that allows the individual sampler to be aware of other chains

* modified sampling loop to account for the PopulationArrayStepShared sampler types

* added the DEMetropolis sampler

* raisig an error when the population is too small

* verbose debug logging

* removed debug print

* forcing CompoundStep type

* formatting

* setting DEMetropolis as a blocked step method

* measuring the runtime, example with both 2D z-variable and two 1D x,y variables

* changed the initialization order such that variable transforms are applied

* fixed a bug caused by start=None

* fixes a bug in computing lambda

* using a Uniform proposal with low initial scale

* renamed local variable

* logging the crossover and scaling

* fixed a bug that caused step methods to not be copied

* smarter multiprocessing

* automatic multiprocessing decision, reporting relative sampling rates

* print format

* inheriting PopulationArraySharedStep from ArrayStepShared, using a bij attribute because DEMetropolis will use it

* printing the number of effective samples per variable

* docstrings and comments

* falling back to sequential sampling if no population samplers are used

* removed debugging stats logging

* fixed nested if else

* updated print statement

* fixed a bug related to bijection updating

* docstring and comments

*... (continued)

250 of 250 new or added lines in 6 files covered. (100.0%)

15133 of 17546 relevant lines covered (86.25%)

4.64 hits per line

New Missed Lines in Diff

Lines Coverage ∆ File
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Uncovered Existing Lines

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Jobs
ID Job ID Ran Files Coverage
1 6962.1 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 0
70.79
 Travis Job 6962.1
2 6962.2 (PYTHON_VERSION=2.7 FLOATX='float32' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 0
38.11
 Travis Job 6962.2
3 6962.3 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 0
24.26
 Travis Job 6962.3
4 6962.4 (PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_variational_inference.py pymc3/tests/test_updates.py") 0
29.08
 Travis Job 6962.4
5 6962.5 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --ignore=pymc3/tests/test_examples.py --cov-append --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 0
72.1
 Travis Job 6962.5
6 6962.6 (PYTHON_VERSION=2.7 FLOATX='float64' RUN_PYLINT="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 0
38.69
 Travis Job 6962.6
7 6962.7 (PYTHON_VERSION=2.7 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 0
24.99
 Travis Job 6962.7
8 6962.8 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append --ignore=pymc3/tests/test_examples.py --ignore=pymc3/tests/test_distributions_random.py --ignore=pymc3/tests/test_variational_inference.py --ignore=pymc3/tests/test_shared.py --ignore=pymc3/tests/test_smc.py --ignore=pymc3/tests/test_updates.py --ignore=pymc3/tests/test_posteriors.py --ignore=pymc3/tests/test_sampling.py") 0
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 Travis Job 6962.8
9 6962.9 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_distributions_random.py pymc3/tests/test_shared.py pymc3/tests/test_smc.py pymc3/tests/test_sampling.py") 0
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 Travis Job 6962.9
10 6962.10 (PYTHON_VERSION=3.6 FLOATX='float64' BUILD_DOCS="true" TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py") 0
25.94
 Travis Job 6962.10
11 6962.11 (PYTHON_VERSION=3.6 FLOATX='float64' TESTCMD="--durations=10 --cov-append pymc3/tests/test_variational_inference.py pymc3/tests/test_updates.py") 0
29.07
 Travis Job 6962.11
Source Files on build 6962
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