TuringLang / TuringLang/AbstractMCMC.jl

Extending chain representations

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Julia
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Description

Hi,

I had misunderstood some of the goals of this package, thankfully @cpfiffer got me straightened out. I'm looking into using this as an interface for populating SampleChains.

The docs seem mostly oriented toward people building new samplers, and not so much for people building new ways of representing chains. So I have lots of questions...

  1. I'd like to avoid getting all of the samples and then calling bundle_samples. It seems like I should be able to instead overload save!! and then have bundle_samples be a no-op. Is that right?
  2. Cameron mentioned a resume function that can pick up sampling where it left off, without needing to go back through the warmup phase. But I don't see it in this repo. Where can I find it?
  3. Where are things like per-sample diagnostics stored? Divergences for HMC, that sort of thing.
  4. Do you have any examples of using this with log-weighted samples? I need these for importance sampling, VI, etc.

I'm sure I'll have more to come, but this will get me started. Thanks :)

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the documentation and searching the repository for save!!, bundle_samples, resume, and the existing chain interfaces. Turn the questions about diagnostics, resuming, and log-weighted samples into a concrete scope; the work is done when the supported representation behavior and relevant examples are clearly defined.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend-api-design
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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