Add (elementary) inference loops?

[rlouf]

blackjax purposefully does not provide inference loops at the moment. This could be however useful for two main reasons:

1. These loops are used constantly in integration tests, so this would simplify the code.
2. This would make the library more user-friendly;

We could use MCX's inference engine, where we use JAX's host callbacks to add a progress bar within scan with very little overhead.

This is an open discussion since this changes slightly the scope of the library.

@junpenglao

[junpenglao]

I think that's a good idea - i am not too worry about the scope change, but there might be a discussion to have on how extensive we want the API to be (allow to accept kernel, etc)

[AdrienCorenflos]

Maybe a starting point would be to implement it as common utility in the tests folder and not directly in the public API to see how often it needs to be modified (as in, can it be stable or is it doomed to change every time a new method is implemented)?

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On Tue, 3 Aug 2021, 18:35 Junpeng Lao, ***@***.***> wrote: I think that's a good idea - i am not too worry about the scope change, but there might be a discussion to have on how extensive we want the API to be (allow to accept kernel, etc) — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GithHub <#85 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEYGFZYDRZDQIB6PKE6LV7DT3AEC3ANCNFSM5BPCDOWQ> .