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Save gradients #351

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Save gradients #351

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1929169
first attempt
JaimeRZP Oct 12, 2023
e18e8a6
old project
JaimeRZP Oct 12, 2023
5436cc6
Update src/sampler.jl
JaimeRZP Oct 12, 2023
912c25b
Merge branch 'master' into save_gradient
yebai Nov 1, 2024
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8 changes: 7 additions & 1 deletion src/sampler.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -163,6 +163,7 @@ function sample(
adaptor::AbstractAdaptor = NoAdaptation(),
n_adapts::Int = min(div(n_samples, 10), 1_000);
drop_warmup = false,
keep_gradients = false,
verbose::Bool = true,
progress::Bool = false,
(pm_next!)::Function = pm_next!,
Expand Down Expand Up @@ -225,7 +226,12 @@ function sample(
# Store sample
if !drop_warmup || i > n_adapts
j = i - drop_warmup * n_adapts
θs[j], stats[j] = t.z.θ, tstat
if keep_gradients
sample = [t.z.θ; t.z.ℓπ]
else
sample = t.z.θ
end
θs[j], stats[j] = sample, tstat
end
end
# Report end of sampling
Expand Down