elisa.infer.samplers.blackjax.nuts#

class BlackJAXNUTSState(i: int, z: dict, z_grad: dict, potential_energy: float, energy: float, r: dict, num_steps: int, tree_depth: int, accept_prob: float, mean_accept_prob: float, diverging: bool, step_size: float, inverse_mass_matrix: Any, adapt_state: Any, rng_key: jax.Array)[source]#

Bases: NamedTuple

State of the BlackJAX NUTS.

Methods

`count`(value, /)	Return number of occurrences of value.
`index`(value[, start, stop])	Return first index of value.

i: int#: The iteration number.

z: dict#: Python collection representing values (unconstrained samples from the posterior) at latent sites.

z_grad: dict#: Gradient of potential energy w.r.t. latent sample sites.

potential_energy: float#: Potential energy computed at the given value of z.

energy: float#: Sum of potential energy and kinetic energy of the current state.

r: dict#: The current momentum variable. If this is None, a new momentum variable will be drawn at the beginning of each sampling step.

num_steps: int#: Number of steps in the Hamiltonian trajectory (for diagnostics).

tree_depth: int#: Tree depth of the current trajectory.

accept_prob: float#: Acceptance probability of the proposal. Note that z does not correspond to the proposal if it is rejected.

mean_accept_prob: float#: Mean acceptance probability until current iteration during warmup adaptation or sampling (for diagnostics).

diverging: bool#: Whether the current trajectory is diverging.

step_size: float#: Step size to be used by the integrator in the next iteration.

inverse_mass_matrix: Any#: The inverse mass matrix to be used for the next iteration.

adapt_state: Any#: The current window adaption state of the NUTS.

rng_key: Array#: Random number generator seed used for the iteration.

class BlackJAXNUTS(model: Callable | None = None, potential_fn: Callable | None = None, init_strategy: Callable = <function init_to_uniform>, dense_mass: bool = True, initial_step_size: float = 1.0, target_accept_prob: float = 0.8, max_tree_depth: int = 10, divergence_threshold: float = 1000.0, integrator: Callable | None = None)[source]#

Bases: MCMCKernel

NUTS implementation of BlackJAX, with automatic window adaptation.

Attributes

`default_fields`	The attributes of the state object to be collected by default during the MCMC run (when `MCMC.run()` is called).
`is_ensemble_kernel`	Denotes whether the kernel is an ensemble kernel.
`sample_field`	The attribute of the state object passed to `sample()` that denotes the MCMC sample.

Methods

`get_diagnostics_str`(state)	Given the current state, returns the diagnostics string to be added to progress bar for diagnostics purpose.
`init`(rng_key, num_warmup, init_params, ...)	Initialize the MCMCKernel and return an initial state to begin sampling from.
`postprocess_fn`(model_args, model_kwargs)	Get a function that transforms unconstrained values at sample sites to values constrained to the site's support, in addition to returning deterministic sites in the model.
`sample`(state, model_args, model_kwargs)	Given the current state, return the next state using the given transition kernel.

postprocess_fn(model_args, model_kwargs)[source]#

Get a function that transforms unconstrained values at sample sites to values constrained to the site’s support, in addition to returning deterministic sites in the model.

Parameters:

model_args – Arguments to the model.
model_kwargs – Keyword arguments to the model.

init(rng_key, num_warmup, init_params, model_args, model_kwargs)[source]#

Initialize the MCMCKernel and return an initial state to begin sampling from.

Parameters:

rng_key (Array) – Random number generator key to initialize the kernel.
num_warmup (int) – Number of warmup steps. This can be useful when doing adaptation during warmup.
init_params (tuple) – Initial parameters to begin sampling. The type must be consistent with the input type to potential_fn.
model_args – Arguments provided to the model.
model_kwargs – Keyword arguments provided to the model.

Returns:

The initial state representing the state of the kernel. This can be any class that is registered as a pytree.

sample(state, model_args, model_kwargs)[source]#

Given the current state, return the next state using the given transition kernel.

Parameters:

state –
A pytree class representing the state for the kernel. For HMC, this is given by HMCState. In general, this could be any class that supports getattr.
model_args – Arguments provided to the model.
model_kwargs – Keyword arguments provided to the model.

Returns:

Next state.

property sample_field#: The attribute of the state object passed to sample() that denotes the MCMC sample. This is used by postprocess_fn() and for reporting results in MCMC.print_summary().

property default_fields#: The attributes of the state object to be collected by default during the MCMC run (when MCMC.run() is called).

get_diagnostics_str(state)[source]#: Given the current state, returns the diagnostics string to be added to progress bar for diagnostics purpose.