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Defer initEpsilon() to start of next iteration #66

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Merged
danielturek merged 2 commits into from
Nov 4, 2025
Merged

Defer initEpsilon() to start of next iteration #66

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03348b0
Defer initEpsilon() to start of next iteration
perrydv Jun 18, 2024
2ad9d49
merged changes from master
danielturek Nov 4, 2025
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24 changes: 13 additions & 11 deletions nimbleHMC/R/HMC_samplers.R
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Original file line number Diff line number Diff line change
Expand Up @@ -879,6 +879,7 @@ sampler_NUTS <- nimbleFunction(
warningCodes <- array(0, c(max(numWarnings,1), 2))
numDivergences <- 0
numTimesMaxTreeDepth <- 0
init_epsilon_next_iter <- FALSE
ADreset <- 1
## nimbleLists
treebranchNL <- treebranchNL_NUTS ## reference input to buildtree
Expand Down Expand Up @@ -913,6 +914,14 @@ sampler_NUTS <- nimbleFunction(
mu <<- log(10*epsilon) ## curiously, Stan sets this for the first round *before* init_stepsize
if(initializeEpsilon & adaptive) initEpsilon()
}
if(init_epsilon_next_iter) {
if(initializeEpsilon) initEpsilon()
Hbar <<- 0
logEpsilonBar <<- 0
stepsizeCounter <<- 0
mu <<- log(10*epsilon)
init_epsilon_next_iter <<- FALSE
}
timesRan <<- timesRan + 1
if(printTimesRan) print('============ times ran = ', timesRan)
if(printEpsilon) print('epsilon = ', epsilon)
Expand Down Expand Up @@ -1003,16 +1012,7 @@ sampler_NUTS <- nimbleFunction(
if(adaptEpsilon) adapt_stepsize(accept_prob)
update <- FALSE
if(adaptM) update <- adapt_M()
if(update & adaptEpsilon) {
if(initializeEpsilon) {
inverseTransformStoreCalculate(state_sample$q) ## defensively ensure model states are up to date.
initEpsilon()
}
Hbar <<- 0
logEpsilonBar <<- 0
stepsizeCounter <<- 0
mu <<- log(10*epsilon)
}
if(update & adaptEpsilon) init_epsilon_next_iter <<- TRUE
}
inverseTransformStoreCalculate(state_sample$q)
nimCopy(from = model, to = mvSaved, row = 1, nodes = calcNodes, logProb = TRUE)
Expand Down Expand Up @@ -1273,6 +1273,7 @@ sampler_NUTS <- nimbleFunction(
Hbar <<- 0
logEpsilonBar <<- 0
stepsizeCounter <<- 0
init_epsilon_next_iter <<- FALSE
setSize(warmupSamples, adaptWindow_size, d, fillZeros = FALSE)
}
}
Expand Down Expand Up @@ -1306,6 +1307,7 @@ sampler_NUTS <- nimbleFunction(
warningInd <<- 0
M <<- Morig
sqrtM <<- sqrt(M)
ADreset <<- 1
## the adapt_* variables are initialized in before_chain()
adaptWindow_size <<- 0
adapt_initBuffer <<- 0
Expand All @@ -1314,7 +1316,7 @@ sampler_NUTS <- nimbleFunction(
adaptWindow_counter <<- 0
adaptWindow_iter <<- 0
stepsizeCounter <<- 0
ADreset <<- 1
init_epsilon_next_iter <<- FALSE
}
),
buildDerivs = list(
Expand Down