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added ADreset to all derivative-based samplers #76

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Merged
danielturek merged 2 commits into from
Jun 13, 2025
Merged

added ADreset to all derivative-based samplers #76

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07b631f
added ADreset to all derivative-based samplers
danielturek May 9, 2025
e4ea6a0
Merge branch 'master' into ADreset
danielturek Jun 13, 2025
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21 changes: 16 additions & 5 deletions nimbleHMC/R/HMC_samplers.R
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Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,7 @@ sampler_langevin <- nimbleFunction(
empirSamp <- matrix(0, nrow = adaptInterval, ncol = d)
timesRan <- 0
timesAdapted <- 0
ADreset <- 1
## checks
if(!isTRUE(nimbleOptions('enableDerivs'))) stop('must enable NIMBLE derivatives, set nimbleOptions(enableDerivs = TRUE)', call. = FALSE)
if(!isTRUE(model$modelDef[['buildDerivs']])) stop('must set buildDerivs = TRUE when building model', call. = FALSE)
Expand All @@ -97,7 +98,8 @@ sampler_langevin <- nimbleFunction(
methods = list(
jacobian = function(q = double(2)) {
values(model, target) <<- q[1:d, 1]
derivsOutput <- nimDerivs(model$calculate(calcNodes), order = 1, wrt = target)
derivsOutput <- nimDerivs(model$calculate(calcNodes), order = 1, wrt = target, reset = ADreset)
if(ADreset == 1) ADreset <<- 0
grad[1:d, 1] <<- derivsOutput$jacobian[1, 1:d]
returnType(double(2))
return(grad)
Expand All @@ -120,6 +122,7 @@ sampler_langevin <- nimbleFunction(
timesAdapted <<- 0
scaleVec <<- matrix(1, nrow = d, ncol = 1)
epsilonVec <<- scale * scaleVec
ADreset <<- 1
}
)
)
Expand Down Expand Up @@ -394,6 +397,7 @@ sampler_NUTS_classic <- nimbleFunction(
sqrtM <- sqrt(M)
numDivergences <- 0
numTimesMaxTreeDepth <- 0
ADreset <- 1
## nimbleLists
qpNLDef <- nimbleList(q = double(1), p = double(1))
btNLDef <- nimbleList(q1 = double(1), p1 = double(1), q2 = double(1), p2 = double(1), q3 = double(1), n = double(), s = double(), a = double(), na = double())
Expand Down Expand Up @@ -486,12 +490,14 @@ sampler_NUTS_classic <- nimbleFunction(
return(ans)
},
gradient_aux = function(qArg = double(1)) {
derivsOutput <- nimDerivs(calcLogProb(qArg), order = 1, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes)
derivsOutput <- nimDerivs(calcLogProb(qArg), order = 1, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes, reset = ADreset)
if(ADreset == 1) ADreset <<- 0
returnType(double(1))
return(derivsOutput$jacobian[1, 1:d])
},
gradient = function(qArg = double(1)) {
derivsOutput <- nimDerivs(gradient_aux(qArg), order = 0, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes)
derivsOutput <- nimDerivs(gradient_aux(qArg), order = 0, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes, reset = ADreset)
if(ADreset == 1) ADreset <<- 0
grad <<- derivsOutput$value
},
leapfrog = function(qArg = double(1), pArg = double(1), eps = double(), first = double(), v = double()) {
Expand Down Expand Up @@ -702,6 +708,7 @@ sampler_NUTS_classic <- nimbleFunction(
sqrtM <<- sqrt(M)
warmupIntervalNumber <<- 1
warmupIntervalCount <<- 0
ADreset <<- 1
}
),
buildDerivs = list(
Expand Down Expand Up @@ -872,6 +879,7 @@ sampler_NUTS <- nimbleFunction(
warningCodes <- array(0, c(max(numWarnings,1), 2))
numDivergences <- 0
numTimesMaxTreeDepth <- 0
ADreset <- 1
## nimbleLists
treebranchNL <- treebranchNL_NUTS ## reference input to buildtree
stateNL <- stateNL_NUTS ## system state (p, q, H, lp, gr_lp)
Expand Down Expand Up @@ -1033,12 +1041,14 @@ sampler_NUTS <- nimbleFunction(
return(ans)
},
gradient_aux = function(qArg = double(1)) {
derivsOutput <- nimDerivs(calcLogProb(qArg), order = 1, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes)
derivsOutput <- nimDerivs(calcLogProb(qArg), order = 1, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes, reset = ADreset)
if(ADreset == 1) ADreset <<- 0
returnType(double(1))
return(derivsOutput$jacobian[1, 1:d])
},
gradient = function(qArg = double(1)) {
derivsOutput <- nimDerivs(gradient_aux(qArg), order = 0, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes)
derivsOutput <- nimDerivs(gradient_aux(qArg), order = 0, wrt = nimDerivs_wrt, model = model, updateNodes = nimDerivs_updateNodes, constantNodes = nimDerivs_constantNodes, reset = ADreset)
if(ADreset == 1) ADreset <<- 0
returnType(double(1))
return(derivsOutput$value)
},
Expand Down Expand Up @@ -1304,6 +1314,7 @@ sampler_NUTS <- nimbleFunction(
adaptWindow_counter <<- 0
adaptWindow_iter <<- 0
stepsizeCounter <<- 0
ADreset <<- 1
}
),
buildDerivs = list(
Expand Down