Wrong sign in penalized optimization during warmup?

[Chris Elrod]

https://github.com/tpapp/DynamicHMC.jl/blob/master/src/mcmc.jl#L141

The code reads:

    magnitude_penalty::T = 1e-4
...
    fg! = function(F, G, q)
        ℓq, ∇ℓq = logdensity_and_gradient(ℓ, q)
        if G ≠ nothing
            @. G = -∇ℓq - q * magnitude_penalty
        end
        -ℓq - (0.5 * magnitude_penalty * sum(abs2, q))
    end

It looks like you're adding 0.5 * magnitude_penalty * sum(abs2, q) to the log likelihood, instead of subtracting it. The latter would penalize extreme values of the parameters, while the former favors them.
Is this intended behavior (eg, to try and encourage more diffuse starting values)?

[Tamas K. Papp]

No, I think this is a bug. Good catch! I will think about it and fix it soon.