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More unit tests for HMC building blocks #84

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xukai92 opened this issue Jul 25, 2019 · 1 comment
Closed
4 tasks done

More unit tests for HMC building blocks #84

xukai92 opened this issue Jul 25, 2019 · 1 comment

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@xukai92
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xukai92 commented Jul 25, 2019

  • metrics
  • abstraction related to NUTS
    • tree sampler
    • termination critera
    • full binary tree
@yebai yebai changed the title Lack of unit tests for some building blocks More unit tests for HMC building blocks Aug 15, 2019
@yebai
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yebai commented Aug 15, 2019

More unit tests to resolve the ESS issue (TuringLang/Turing.jl#840).

Some standard unit tests that we should try:

  1. compare AHMC and DHMC on a set of hand-coded target distributions (e.g. Numerical/convergence problems with some models Turing.jl#840). This allows us to rule out potential interactions with Bisectors, VarInfo.

  2. compare ESS of HMC configurations with mass matrix adaptation, step-size adaptation, u-turn independently, one at a time. This would allow us to rule out interactions between step-size, preconditioning and u-turn termination.

  3. compare AHMC and DHMC with vanilla HMC with manual step-size and no preconditioning. This allows us to rule out potential bugs with leapfrog integrator, MH correction etc.

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