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Honor discard_tuned_samples during KeyboardInterrupt #3785

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merged 2 commits into from
Jul 1, 2020

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aseyboldt
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We used to ignore the discard_tuned_samples setting when deciding which samples to keep when we interrupt sampling with Ctrl-C, so that pymc3 would not give us any trace if there were no non-tuning samples yet.

@@ -470,7 +470,7 @@ def sample(
_log.info("Multiprocess sampling ({} chains in {} jobs)".format(chains, cores))
_print_step_hierarchy(step)
try:
trace = _mp_sample(**sample_args)
trace = _mp_sample(**sample_args, discard_tuned_samples=discard_tuned_samples)
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why not add it to sample_args?

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That's better. Fixed

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codecov bot commented Jan 23, 2020

Codecov Report

❗ No coverage uploaded for pull request base (master@747db63). Click here to learn what that means.
The diff coverage is 25.00%.

Impacted file tree graph

@@            Coverage Diff            @@
##             master    #3785   +/-   ##
=========================================
  Coverage          ?   90.61%           
=========================================
  Files             ?      133           
  Lines             ?    20340           
  Branches          ?        0           
=========================================
  Hits              ?    18432           
  Misses            ?     1908           
  Partials          ?        0           
Impacted Files Coverage Δ
pymc3/sampling.py 82.84% <25.00%> (ø)
pymc3/distributions/dist_math.py 91.47% <0.00%> (ø)
pymc3/tests/test_parallel_sampling.py 100.00% <0.00%> (ø)
pymc3/tests/test_posdef_sym.py 100.00% <0.00%> (ø)
pymc3/tests/helpers.py 56.60% <0.00%> (ø)
pymc3/smc/smc.py 92.43% <0.00%> (ø)
pymc3/data.py 79.76% <0.00%> (ø)
pymc3/math.py 67.42% <0.00%> (ø)
pymc3/tests/test_models_utils.py 97.82% <0.00%> (ø)
pymc3/distributions/shape_utils.py 100.00% <0.00%> (ø)
... and 124 more

@twiecki twiecki merged commit 8560f1e into pymc-devs:master Jul 1, 2020
gmingas added a commit to alan-turing-institute/pymc3 that referenced this pull request Jul 22, 2020
* Update GP NBs to use standard notebook style (pymc-devs#3978)

* update gp-latent nb to use arviz

* rerun, run black

* rerun after fixes from comments

* rerun black

* rewrite radon notebook using ArviZ and xarray (pymc-devs#3963)

* rewrite radon notebook using ArviZ and xarray

Roughly half notebook has been updated

* add comments on xarray usage

* rewrite 2n half of notebook

* minor fix

* rerun notebook and minor changes

* rerun notebook on pymc3.9.2 and ArviZ 0.9.0

* remove unused import

* add change to release notes

* SMC: refactor, speed-up and run multiple chains in parallel for diagnostics (pymc-devs#3981)

* first attempt to vectorize smc kernel

* add ess, remove multiprocessing

* run multiple chains

* remove unused imports

* add more info to report

* minor fix

* test log

* fix type_num error

* remove unused imports update BF notebook

* update notebook with diagnostics

* update notebooks

* update notebook

* update notebook

* Honor discard_tuned_samples during KeyboardInterrupt (pymc-devs#3785)

* Honor discard_tuned_samples during KeyboardInterrupt

* Do not compute convergence checks without samples

* Add time values as sampler stats for NUTS (pymc-devs#3986)

* Add time values as sampler stats for NUTS

* Use float time counters for nuts stats

* Add timing sampler stats to release notes

* Improve doc of time related sampler stats

Co-authored-by: Alexandre ANDORRA <[email protected]>

Co-authored-by: Alexandre ANDORRA <[email protected]>

* Drop support for py3.6 (pymc-devs#3992)

* Drop support for py3.6

* Update RELEASE-NOTES.md

Co-authored-by: Colin <[email protected]>

Co-authored-by: Colin <[email protected]>

* Fix Mixture distribution mode computation and logp dimensions

Closes pymc-devs#3994.

* Add more info to divergence warnings (pymc-devs#3990)

* Add more info to divergence warnings

* Add dataclasses as requirement for py3.6

* Fix tests for extra divergence info

* Remove py3.6 requirements

* follow-up of py36 drop (pymc-devs#3998)

* Revert "Drop support for py3.6 (pymc-devs#3992)"

This reverts commit 1bf867e.

* Update README.rst

* Update setup.py

* Update requirements.txt

* Update requirements.txt

Co-authored-by: Adrian Seyboldt <[email protected]>

* Show pickling issues in notebook on windows (pymc-devs#3991)

* Merge close remote connection

* Manually pickle step method in multiprocess sampling

* Fix tests for extra divergence info

* Add test for remote process crash

* Better formatting in test_parallel_sampling

Co-authored-by: Junpeng Lao <[email protected]>

* Use mp_ctx forkserver on MacOS

* Add test for pickle with dill

Co-authored-by: Junpeng Lao <[email protected]>

* Fix keep_size for arviz structures. (pymc-devs#4006)

* Fix posterior pred. sampling keep_size w/ arviz input.

Previously posterior predictive sampling functions did not properly
handle the `keep_size` keyword argument when getting an xarray Dataset
as parameter.

Also extended these functions to accept InferenceData object as input.

* Reformatting.

* Check type errors.

Make errors consistent across sample_posterior_predictive and fast_sample_posterior_predictive, and add 2 tests.

* Add changelog entry.

Co-authored-by: Robert P. Goldman <[email protected]>

* SMC-ABC add distance, refactor and update notebook (pymc-devs#3996)

* update notebook

* move dist functions out of simulator class

* fix docstring

* add warning and test for automatic selection of sort sum_stat when using wassertein and energy distances

* update release notes

* fix typo

* add sim_data test

* update and add tests

* update and add tests

* add docs for interpretation of length scales in periodic kernel (pymc-devs#3989)

* fix the expression of periodic kernel

* revert change and add doc

* FIXUP: add suggested doc string

* FIXUP: revertchanges in .gitignore

* Fix Matplotlib type error for tests (pymc-devs#4023)

* Fix for issue 4022.

Check for support for `warn` argument in `matplotlib.use()` call. Drop it if it causes an error.

* Alternative fix.

* Switch from pm.DensityDist to pm.Potential to describe the likelihood in MLDA notebooks and script examples. This is done because of the bug described in arviz-devs/arviz#1279. The commit also changes a few parameters in the MLDA .py example to match the ones in the equivalent notebook.

* Remove Dirichlet distribution type restrictions (pymc-devs#4000)

* Remove Dirichlet distribution type restrictions

Closes pymc-devs#3999.

* Add missing Dirichlet shape parameters to tests

* Remove Dirichlet positive concentration parameter constructor tests

This test can't be performed in the constructor if we're allowing Theano-type
distribution parameters.

* Add a hack to statically infer Dirichlet argument shapes

Co-authored-by: Brandon T. Willard <[email protected]>

Co-authored-by: Bill Engels <[email protected]>
Co-authored-by: Oriol Abril-Pla <[email protected]>
Co-authored-by: Osvaldo Martin <[email protected]>
Co-authored-by: Adrian Seyboldt <[email protected]>
Co-authored-by: Alexandre ANDORRA <[email protected]>
Co-authored-by: Colin <[email protected]>
Co-authored-by: Brandon T. Willard <[email protected]>
Co-authored-by: Junpeng Lao <[email protected]>
Co-authored-by: rpgoldman <[email protected]>
Co-authored-by: Robert P. Goldman <[email protected]>
Co-authored-by: Tirth Patel <[email protected]>
Co-authored-by: Brandon T. Willard <[email protected]>
@kyleabeauchamp kyleabeauchamp added this to the 3.9.3 milestone Jul 28, 2020
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4 participants