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Honor discard_tuned_samples during KeyboardInterrupt #3785

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merged 2 commits into from
Jul 1, 2020
Merged

Honor discard_tuned_samples during KeyboardInterrupt #3785

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51b70cd
Honor discard_tuned_samples during KeyboardInterrupt
aseyboldt Jan 23, 2020
2b84333
Do not compute convergence checks without samples
aseyboldt Jul 1, 2020
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9 changes: 8 additions & 1 deletion pymc3/backends/report.py
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Original file line number Diff line number Diff line change
Expand Up @@ -99,7 +99,14 @@ def raise_ok(self, level='error'):
if errors:
raise ValueError('Serious convergence issues during sampling.')

def _run_convergence_checks(self, idata:arviz.InferenceData, model):
def _run_convergence_checks(self, idata: arviz.InferenceData, model):
if not hasattr(idata, 'posterior'):
msg = "No posterior samples. Unable to run convergence checks"
warn = SamplerWarning(WarningType.BAD_PARAMS, msg, 'info',
None, None, None)
self._add_warnings([warn])
return

if idata.posterior.sizes['chain'] == 1:
msg = ("Only one chain was sampled, this makes it impossible to "
"run some convergence checks")
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7 changes: 6 additions & 1 deletion pymc3/sampling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -502,6 +502,7 @@ def sample(
"random_seed": random_seed,
"cores": cores,
"callback": callback,
"discard_tuned_samples": discard_tuned_samples,
}

sample_args.update(kwargs)
Expand Down Expand Up @@ -1347,6 +1348,7 @@ def _mp_sample(
trace=None,
model=None,
callback=None,
discard_tuned_samples=True,
**kwargs
):
"""Main iteration for multiprocess sampling.
Expand Down Expand Up @@ -1439,7 +1441,10 @@ def _mp_sample(
raise
return MultiTrace(traces)
except KeyboardInterrupt:
traces, length = _choose_chains(traces, tune)
if discard_tuned_samples:
traces, length = _choose_chains(traces, tune)
else:
traces, length = _choose_chains(traces, 0)
return MultiTrace(traces)[:length]
finally:
for trace in traces:
Expand Down