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SaveCSV simple callback #2020

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0cd3c9e
save iteratively option
JaimeRZP Jun 19, 2023
202c9d2
more general
JaimeRZP Jun 19, 2023
3084188
no keyword
JaimeRZP Jun 20, 2023
d0cdb37
delim
JaimeRZP Jun 26, 2023
4c106a0
Merge branch 'master' into save_cb
JaimeRZP Jul 26, 2023
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1 change: 1 addition & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@ AdvancedPS = "576499cb-2369-40b2-a588-c64705576edc"
AdvancedVI = "b5ca4192-6429-45e5-a2d9-87aec30a685c"
BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DistributionsAD = "ced4e74d-a319-5a8a-b0ac-84af2272839c"
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20 changes: 19 additions & 1 deletion src/inference/Inference.jl
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Expand Up @@ -23,6 +23,7 @@ using AbstractMCMC: AbstractModel, AbstractSampler
using DocStringExtensions: TYPEDEF, TYPEDFIELDS
using DataStructures: OrderedSet
using Setfield: Setfield
using CSV

import AbstractMCMC
import AdvancedHMC; const AHMC = AdvancedHMC
Expand Down Expand Up @@ -249,7 +250,7 @@ function AbstractMCMC.sample(
chain_type=MCMCChains.Chains,
progress=PROGRESS[],
kwargs...
)
)
return AbstractMCMC.mcmcsample(rng, model, sampler, ensemble, N, n_chains;
chain_type=chain_type, progress=progress, kwargs...)
end
Expand Down Expand Up @@ -488,6 +489,23 @@ end
# Utilities #
##############

function SaveCSV(rng::AbstractRNG,
model::DynamicPPL.Model,
sampler::DynamicPPL.Sampler,
transition::HMCTransition,
state::HMCState,
iteration::Int64;
kwargs...
)
vii = deepcopy(state.vi)
DynamicPPL.invlink!!(vii, model)
θ = vii[sampler]
# it would be good to have the param names as in the chain
chain_name = get(kwargs, :chain_name, "chain")
CSV.write(string(chain_name,".csv"), Dict("params"=>[θ]);
append=true, delim=";")
end

DynamicPPL.getspace(spl::Sampler) = getspace(spl.alg)
DynamicPPL.inspace(vn::VarName, spl::Sampler) = inspace(vn, getspace(spl.alg))

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2 changes: 1 addition & 1 deletion src/inference/hmc.jl
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Expand Up @@ -100,7 +100,7 @@ function AbstractMCMC.sample(
discard_adapt=true,
discard_initial=-1,
kwargs...
)
)
if resume_from === nothing
# If `nadapts` is `-1`, then the user called a convenience
# constructor like `NUTS()` or `NUTS(0.65)`,
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