tpapp / DynamicHMC.jl

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

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Progress report that is a progress bar using `ProgressMeter.jl`

DilumAluthge opened this issue · comments

If I understand correctly, currently there are two progress reporters available in DynamicHMC.jl:

Progress reporter Outputs
NoProgressReport no output
LogProgressReport prints information every X seconds using the @info macro

Would it be possible to add a third progress reporter that is just a simple progress bar using ProgressMeter.jl?

This would require adding ProgressMeter.jl as a dependency. If you are fine with that @tpapp, I can work on making a PR.

I'd like to use this in the SossMLJ.jl package that @cscherrer and I are working on.

Yes, I am fine with this, please go ahead.