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improve the print-out of the convergence status for mcmc (BrooksGelman convergence) #511

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improve the print-out of the convergence status for mcmc (BrooksGelman convergence) #511

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22 changes: 18 additions & 4 deletions src/samplers/mcmc/mcmc_convergence.jl
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
# This file is a part of BAT.jl, licensed under the MIT License (MIT).

using Printf

function check_convergence!(
chains::AbstractVector{<:MCMCIterator},
Expand Down Expand Up @@ -71,7 +72,7 @@ function bat_convergence_impl(samples::AbstractVector{<:DensitySampleVector}, al
max_Rsqr = maximum(gr_Rsqr(samples))
vt = ValueAndThreshold{max_Rsqr}(max_Rsqr, <=, algorithm.threshold)
converged = convert(Bool, vt)
@debug begin
@info begin
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@oschulz oschulz Apr 30, 2026

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I'd like to keep this at debug-level for now, and have users do ENV["JULIA_DEBUG"] = "BAT".

success_str = converged ? "have" : "have *not*"
"Chains $success_str converged, max(R^2) = $(vt.value), threshold = $(vt.threshold)"
end
Expand Down Expand Up @@ -149,12 +150,25 @@ end
export BrooksGelmanConvergence

function bat_convergence_impl(samples::AbstractVector{<:DensitySampleVector}, algorithm::BrooksGelmanConvergence, ::BATContext)
max_Rsqr = maximum(bg_R_2sqr(samples, corrected = algorithm.corrected))
r2 = bg_R_2sqr(samples, corrected = algorithm.corrected)

max_Rsqr = maximum(r2)
mean_Rsqr = mean(r2)

n = length(r2)
n_conv = length(r2[r2 .<= algorithm.threshold])

vt = ValueAndThreshold{max_Rsqr}(max_Rsqr, <=, algorithm.threshold)
converged = convert(Bool, vt)
@debug begin

@info begin
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@oschulz oschulz Apr 30, 2026

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Can we leave this at debug-level too?

success_str = converged ? "have" : "have *not*"
"Chains $success_str converged, max(R^2) = $(vt.value), threshold = $(vt.threshold)"

max_r2 = @sprintf("%.2f", vt.value)
thresh = @sprintf("%.2f", vt.threshold)
mean_r2 = @sprintf("%.2f", mean_Rsqr)

"Chains $success_str converged, max(R²) = $max_r2, threshold = $thresh mean(R²) = $mean_r2, nconverged $n_conv / $n"
end
(result = vt,)
end
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