Code

major rewrite#44

Code

Merged

tpapp merged 48 commits intomastertpapp/DynamicHMC.jl:masterfrom tp/major-api-rewrite-2.0tpapp/DynamicHMC.jl:tp/major-api-rewrite-2.0Copy head branch name to clipboardAug 12, 2019

+2,785-1,712

Commits

Commits on Apr 11, 2019

• remove REQUIRE files

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• move utilities to a separate file

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Commits on Jul 26, 2019

• Merge branch 'master' into tp/major-api-rewrite-2.0

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• tighter compatibility =

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• Abstract out trajectory calculations.

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• Reworked and re-enabled some tree tests.

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  ceefd5b

• Separate proposal and tree weight.

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  a94f116

• Clarify sampling calculations, test detailed balance.

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Commits on Jul 27, 2019

• Update to new LogDensity API.

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• Merge branch 'master' into tp/major-api-rewrite-2.0

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• version bump

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• changelog

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• test for doubling sampled tree

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• Renamings and cleanup for Hamiltonian.

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Commits on Jul 28, 2019

• Group evaluated ℓ at q into a single struct.

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• cosmetic cleanup of adaptation code

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Commits on Jul 29, 2019

• rename Trajectory to TrajectoryNUTS

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• rename buildingblocks to NUTS

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Commits on Jul 31, 2019

• Major cleanup of Hamiltonian and mcmc code.

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Commits on Aug 3, 2019

• add manifest to repository

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Commits on Aug 4, 2019

• API refactor and renaming

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• qualify, don't import

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• clean up export list

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• start sample correctness tests (skeleton)

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• test on 1.2

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Commits on Aug 5, 2019

• start correctness tests

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• package docs blurb

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• don't need Suppressor

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Commits on Aug 9, 2019

• refactor reporter code, warn when optimum is not found

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• standardize significant digits for printing

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Commits on Aug 10, 2019

• update manifest

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• move diagnostics to its own module, clean up local ϵ exploration

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• add another test for leapfrog

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• add a leapfrog trajectory diagnostic

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• fix sample correctness tests, add leapfrog back and forth

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Commits on Aug 11, 2019

• Refactor tree building, diagnostics.

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• make correctness tests silent, relax min_τ

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• Use MAX_DEPTH consistently.

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• renaming and trivial doc changes in dual averaging code

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• get all results from chain

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• generalize adaptation to fixed stepsize

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• add fixed stepize warmup stages, docs cleanup

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• allow directly specifying p and directions for NUTS_sample_tree

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• generalize turn statistics

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• simplify turn statistic configuration

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Commits on Aug 12, 2019

• fix depth counts for 0

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• disable classic turn statistic

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• wrote changelog

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