tpapp / DynamicHMC.jl

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

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add more structure to the reporting infrastructure

tpapp opened this issue · comments

#136 added the currently_warmup keyword to make_mcmc_reporter. This is fine, but we could consider adding even more information, including

  1. the stage (is it warmup?, which warmup, what kind of warmup, etc) we are in
  2. the total number of steps, if known
  3. meta could end up here

Also, possibly we could use this opportunity to redesign reporting in case a unified progress bar is desired. Eg before the very first warmup stage, mcmc_keep_warmup could communicate to reporter

  1. the number of stages (including warmup)
  2. meta information about each (is it a warmup stage, etc)
  3. the number of steps (if known)

Eg practically something like [(name = "find the optimum", steps = nothing, is_warmup = true), ...] but I need to think a bit about the interface. reporter would save this information and could use it on demand, with each stage given an index.

In other tools, I like a composite/hierarchical progress indicator. E.g. one for each chain and another for the whole job. I dunno if that would need any particular support from DynamicHMC, I'm mentioning it just in case.