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FIx TransformedAdaptiveMHTuning and example
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@oschulz
oschulz committed Jul 6, 2023
1 parent 9cb2625 commit bb97b3a
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6 changes: 3 additions & 3 deletions examples/dev-internal/transformed_example.jl
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Expand Up @@ -6,7 +6,7 @@ using BAT.LinearAlgebra
using BAT.Distributions
using BAT.InverseFunctions
import BAT: TransformedMCMCIterator, TransformedAdaptiveMHTuning, TransformedRAMTuner, TransformedMHProposal, TransformedNoTransformedMCMCTempering, transformed_mcmc_step!!, TransformedMCMCTransformedSampleID
using Random123
using Random123, PositiveFactorizations
using AutoDiffOperators

import BAT: mcmc_iterate!, transformed_mcmc_iterate!, TransformedMCMCSampling
Expand All @@ -23,8 +23,8 @@ my_result = @time BAT.bat_sample_impl(posterior, TransformedMCMCSampling(pre_tra
density_notrafo = convert(BAT.AbstractMeasureOrDensity, posterior)
density, trafo = BAT.transform_and_unshape(PriorToGaussian(), density_notrafo)

c = BAT._approx_cov(density)
f = BAT.CustomTransform(Mul(c))
s = cholesky(Positive, BAT._approx_cov(density)).L
f = BAT.CustomTransform(Mul(s))

my_result = @time BAT.bat_sample_impl(posterior, TransformedMCMCSampling(pre_transform=PriorToGaussian(), tuning_alg=TransformedAdaptiveMHTuning(), nchains=4, nsteps=4*100000, adaptive_transform=f), context)

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2 changes: 1 addition & 1 deletion src/samplers/transformed_mcmc/mcmc_tuning/mcmc_proposalcov_tuner.jl
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Expand Up @@ -58,7 +58,7 @@ end

# this function is called once after each tuning cycle
g_state = nothing
function tuning_update!(tuner::TransformedProposalCovTuner, chain::MCMCIterator, samples::DensitySampleVector)
function tuning_update!(tuner::TransformedProposalCovTuner, chain::TransformedMCMCIterator, samples::DensitySampleVector)
global g_state = (;tuner, chain)

stats = tuner.stats
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1 comment on commit bb97b3a

@Cornelius-G
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I guess we need to revert the change in line 61 of "mcmc_proposalcov_tuner.jl". This makes the CI tests fail. TransformedMCMCIterator' is a subtype of MCMCIteratorbut not yet defined at that point. The dispatch should work fine using only thetuner` argument.

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