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Drop nuts init method from pm.sample #3863

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merged 3 commits into from
Mar 31, 2020

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AlexAndorra
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As discussed in #3861, the nuts init method is a left-over in pm.sample init methods and should just be dropped. This PR does it.
Thanks in advance for the review, and tell me if any edit is needed 🖖

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codecov bot commented Mar 31, 2020

Codecov Report

Merging #3863 into master will decrease coverage by 0.03%.
The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #3863      +/-   ##
==========================================
- Coverage   90.73%   90.69%   -0.04%     
==========================================
  Files         135      135              
  Lines       21190    21185       -5     
==========================================
- Hits        19227    19214      -13     
- Misses       1963     1971       +8
Impacted Files Coverage Δ
pymc3/sampling.py 84.52% <ø> (-0.1%) ⬇️
pymc3/tests/test_sampling.py 99.64% <100%> (ø) ⬆️
pymc3/tuning/scaling.py 57.4% <0%> (-12.97%) ⬇️
pymc3/backends/base.py 87.25% <0%> (-0.39%) ⬇️

@@ -1865,14 +1864,12 @@ def init_nuts(
* advi: Run ADVI to estimate posterior mean and diagonal mass matrix.
* advi_map: Initialize ADVI with MAP and use MAP as starting point.
* map: Use the MAP as starting point. This is discouraged.
* nuts: Run NUTS and estimate posterior mean and mass matrix from
the trace.
* adapt_full: Adapt a dense mass matrix using the sample covariances
chains: int
Number of jobs to start.
n_init: int
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I think n_init is only used for advi now, right? COuld make that clear in the doc string.

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Done

@twiecki
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twiecki commented Mar 31, 2020

Thanks! Also release-notes :).

@twiecki twiecki merged commit bf8552e into pymc-devs:master Mar 31, 2020
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twiecki commented Mar 31, 2020

Thanks!

twiecki pushed a commit that referenced this pull request Apr 1, 2020
* Added wrapper for gamma sampling in negative binomial distribution.

* Fixed typo in posterior sampling warnings.

* Drop nuts init method from pm.sample (#3863)

* Dropped nuts init method

* Dropped nuts init method from tests

* Refined doc string and added release note

* Added wrapper for gamma sampling in negative binomial distribution.

* Fixed typo in posterior sampling warnings.

* Added test for negative binomial input shape.

* Updating release notes with changes to negative binomial sampling.

Co-authored-by: Alexandre ANDORRA <[email protected]>
@AlexAndorra AlexAndorra deleted the drop-init-nuts branch May 13, 2020 17:18
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2 participants