mean_accept_prob significantly different after warmup
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enhancement
help wanted
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- Python
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Description
I notice that after warmup, the mean_accept_prob significantly higher than both target_accept_prob and the mean_accept_prob observed during warmup, even on a trivial isotropic gaussian example. Minimum working example:
import jax.numpy as jnp
from jax.lax import scan
from numpyro.infer.hmc import hmc
def potential(x):
return 0.5 * jnp.sum(x**2)
d = 10
nwarmup = 100000
nsamples = 100000
init_kernel, sample_kernel = hmc(potential, algo='HMC')
hmc_state = init_kernel(init_params=jnp.zeros(d), num_warmup=nwarmup, adapt_step_size=True, adapt_mass_matrix=False)
hmc_state = scan(lambda s, _: (sample_kernel(s), None), hmc_state, None, length=nwarmup)[0]
print("post warmup", hmc_state.mean_accept_prob)
hmc_state = scan(lambda s, _: (sample_kernel(s), None), hmc_state, None, length=nsamples)[0]
print("post samples", hmc_state.mean_accept_prob)
outputs:
post warmup 0.7992318
post samples 0.97852784
am I misusing something here?
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Research direction
Start from the hmc entry point and run the supplied isotropic Gaussian reproduction with the reported warmup and sampling lengths. Trace how mean_accept_prob is updated across warmup and sampling, then determine whether the discrepancy is expected or needs a regression test and correction.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- numpy, python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100