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Record number of leapfrog steps in output #17

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itsdfish opened this issue May 28, 2019 · 1 comment
Open

Record number of leapfrog steps in output #17

itsdfish opened this issue May 28, 2019 · 1 comment

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@itsdfish
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@itsdfish
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Hi Rob-

I'll continue our discussion of epsilon and leapfrog steps here. Given the lack of documentation, my best guess is that lf_num is the number of leapfrog steps. It does not appear to record that value:

data = GaussianGen(;Nd=10)
s= AHMCNUTS(AHMCGaussian,AHMCconfig)
describe(chain,sections=[:internals])

output:

│ Row │ parameters │ mean       │ std       │ naive_se    │ mcse       │ ess     │ r_hat   │
│     │ Symbol     │ Float64    │ Float64   │ Float64     │ Float64    │ Any     │ Any     │
├─────┼────────────┼────────────┼───────────┼─────────────┼────────────┼─────────┼─────────┤
│ 1   │ elapsed    │ 0.00162205 │ 0.0376139 │ 0.000841072 │ 0.00113407 │ 9.44189 │ 1.00046 │
│ 2   │ epsilon    │ 0.251545   │ 0.157695  │ 0.00352617  │ 0.0045689  │ 1465.48 │ 1.00608 │
│ 3   │ eval_num   │ 0.0005     │ 0.0223607 │ 0.0005      │ 0.0005     │ 9.44215 │ 1.0     │
│ 4   │ lf_eps     │ 0.251545   │ 0.157695  │ 0.00352617  │ 0.0045689  │ 1465.48 │ 1.00608 │
│ 5   │ lf_num     │ 0.0        │ 0.0       │ 0.0         │ 0.0        │ NaN     │ NaN     │
│ 6   │ lp         │ -17.5802   │ 1.18287   │ 0.0264498   │ 0.0543853  │ 187.132 │ 1.00855 │

This might be something that needs to be added first to MCMCChains.

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