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

Fix Chain Burn-in Calculation in Thermodynamic Integration #1361

Merged
merged 4 commits into from
Apr 8, 2024

Conversation

arrjon
Copy link
Contributor

@arrjon arrjon commented Apr 5, 2024

Several weeks ago, I introduced a function to calculate the log evidence from a parallel tempering run using thermodynamic integration. Initially, only the first chain was assessed for convergence and the burn-in was determined. Now, I've enhanced the process by computing the burn-in individually for each chain, enhancing the validity and accuracy of the approximation.

@arrjon arrjon added the bug Something isn't working label Apr 5, 2024
@arrjon arrjon self-assigned this Apr 5, 2024
@arrjon arrjon requested review from dilpath and vwiela as code owners April 5, 2024 08:29
@codecov-commenter
Copy link

codecov-commenter commented Apr 5, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 84.46%. Comparing base (3163687) to head (40d3574).

❗ Your organization needs to install the Codecov GitHub app to enable full functionality.

Additional details and impacted files
@@             Coverage Diff             @@
##           develop    #1361      +/-   ##
===========================================
+ Coverage    84.43%   84.46%   +0.02%     
===========================================
  Files          157      157              
  Lines        12881    12899      +18     
===========================================
+ Hits         10876    10895      +19     
+ Misses        2005     2004       -1     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

pypesto/sample/parallel_tempering.py Outdated Show resolved Hide resolved
pypesto/sample/parallel_tempering.py Outdated Show resolved Hide resolved
Copy link
Contributor

@vwiela vwiela left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

As discussed, adding a option whether to take the maximum of the burn-ins over all chains or each chain individually, would be great. But for the moment fine as it is. Thanks

@arrjon arrjon requested review from vwiela and dilpath April 8, 2024 08:15
Copy link
Contributor

@vwiela vwiela left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks for the warnings and option implementation.

@arrjon arrjon merged commit 30f7cd4 into develop Apr 8, 2024
18 checks passed
@arrjon arrjon deleted the thermdynamic_integration_burn_in branch April 8, 2024 10:14
This was referenced Apr 9, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working
Projects
None yet
Development

Successfully merging this pull request may close these issues.

4 participants