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Add getparams and setparams!! following AbstractMCMC v5.5 and v5.6 #378

Merged
merged 18 commits into from
Oct 31, 2024
4 changes: 2 additions & 2 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "AdvancedHMC"
uuid = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d"
version = "0.6.2"
version = "0.6.3"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
Expand Down Expand Up @@ -30,7 +30,7 @@ AdvancedHMCMCMCChainsExt = "MCMCChains"
AdvancedHMCOrdinaryDiffEqExt = "OrdinaryDiffEq"

[compat]
AbstractMCMC = "5"
AbstractMCMC = "5.6"
ArgCheck = "1, 2"
CUDA = "3, 4, 5"
DocStringExtensions = "0.8, 0.9"
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2 changes: 1 addition & 1 deletion research/tests/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,6 @@ include("../src/riemannian_hmc.jl")
include("relativistic_hmc.jl")
include("riemannian_hmc.jl")

@main function runtests(patterns...; dry::Bool = false)
Comonicon.@main function runtests(patterns...; dry::Bool = false)
retest(patterns...; dry = dry, verbose = Inf)
end
18 changes: 18 additions & 0 deletions src/abstractmcmc.jl
Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,24 @@ getadaptor(state::HMCState) = state.adaptor
getmetric(state::HMCState) = state.metric
getintegrator(state::HMCState) = state.κ.τ.integrator

function AbstractMCMC.getparams(state::HMCState)
return state.transition.z.θ
end

function AbstractMCMC.setparams!!(
model::AbstractMCMC.LogDensityModel,
state::HMCState,
params,
)
hamiltonian = AdvancedHMC.Hamiltonian(state.metric, model)
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return Setfield.@set state.transition.z = AdvancedHMC.phasepoint(
hamiltonian,
params,
state.transition.z.r;
ℓκ = state.transition.z.ℓκ,
)
end

"""
$(TYPEDSIGNATURES)

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20 changes: 20 additions & 0 deletions test/abstractmcmc.jl
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,26 @@ using Statistics: mean
LogDensityProblemsAD.ADgradient(Val(:ForwardDiff), ℓπ_gdemo),
)

@testset "getparams and setparams!!" begin
t, s = AbstractMCMC.step(rng, model, nuts;)

θ = AbstractMCMC.getparams(s)
@test θ == t.z.θ
new_state = AbstractMCMC.setparams!!(model, s, θ)
@test new_state.transition.z.θ == θ
new_state_logπ = new_state.transition.z.ℓπ
@test new_state_logπ.value == s.transition.z.ℓπ.value
@test new_state_logπ.gradient == s.transition.z.ℓπ.gradient
new_state_logκ = new_state.transition.z.ℓκ
@test new_state_logκ.value == s.transition.z.ℓκ.value
@test new_state_logκ.gradient == s.transition.z.ℓκ.gradient
@test new_state.transition.z.r == s.transition.z.r

new_θ = randn(rng, 2)
new_state = AbstractMCMC.setparams!!(model, s, new_θ)
@test AbstractMCMC.getparams(new_state) == new_θ
end

samples_nuts = AbstractMCMC.sample(
rng,
model,
Expand Down
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