Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Improve HMC sampler setup for faster convergence #570

Merged
merged 1 commit into from
Jan 16, 2025
Merged

Conversation

yebai
Copy link
Member

@yebai yebai commented Dec 17, 2024

Fix #569

We could have obtained better ESS and Rhat via NUTS, but the example is meant to demonstrate HMC. This PR improves the HMC setup to get better convergence.

Copy link
Contributor

Preview the changes: https://turinglang.org/docs/pr-previews/570
Please avoid using the search feature and navigation bar in PR previews!

@penelopeysm
Copy link
Member

Previously:

Summary Statistics
  parameters      mean       std      mcse   ess_bulk   ess_tail      rhat   e ⋯
      Symbol   Float64   Float64   Float64    Float64    Float64   Float64     ⋯

          s²    5.5479    1.2616    0.9774     1.8639    17.5367    1.5297     ⋯
           m   -0.0440    0.3888    0.3512     1.3504    10.8871    2.0833     ⋯
        x[1]    2.6569    0.2115    0.0582    13.6021    41.4668    0.9993     ⋯
        x[2]   -1.5160    0.3819    0.2243     3.3737    25.5550    1.2711     ⋯

With this PR:

Summary Statistics
  parameters      mean       std      mcse   ess_bulk   ess_tail      rhat   e ⋯
      Symbol   Float64   Float64   Float64    Float64    Float64   Float64     ⋯

          s²    3.0615    3.6123    0.4927    60.3417    92.1985    1.0231     ⋯
           m   -0.8087    1.5927    0.3190    28.5407    28.0818    1.0590     ⋯
        x[1]   -0.8858    1.9850    0.3445    32.7690    94.9785    1.0091     ⋯
        x[2]   -0.7899    2.1671    0.4259    28.8392    24.6639    1.0233     ⋯

@penelopeysm penelopeysm merged commit 2190475 into master Jan 16, 2025
1 of 2 checks passed
@penelopeysm penelopeysm deleted the yebai-patch-2 branch January 16, 2025 16:30
github-actions bot added a commit that referenced this pull request Jan 16, 2025
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

docs: Rhats show bad sample quality in several places in the documentation
2 participants