Published June 4, 2025 | Version v0.8.0
Software Open

TuringLang/AdvancedHMC.jl: v0.8.0

Creators

  • 1. University of Cambridge
  • 2. @PumasAI
  • 3. Zhejiang University
  • 4. @TuringLang
  • 5. UCL
  • 6. @JuliaHub
  • 7. Massachusetts Institute of Technology
  • 8. @mlcolab
  • 9. University of Oxford
  • 10. MIT
  • 11. KIT
  • 12. @Modular
  • 13. PlantingSpace
  • 14. Aalto University
  • 15. @nvidia
  • 16. @SolasAI
  • 17. Redpoll
  • 18. @dottxt-ai

Description

AdvancedHMC v0.8.0

Diff since v0.7.1

Breaking changes

  • To make an MCMC transition from phasepoint z using trajectory τ(or HMCKernel κ) under Hamiltonian h, use transition(h, τ, z) or transition(rng, h, τ, z)(if using HMCKernel, use transition(h, κ, z) or transition(rng, h, κ, z)).
  • The initial_step_size in find_good_stepsize for heuristic search of a good initial leap-frog step-size can be manually specified, defaulting to 1//10.
  • The printing interface has been upgraded to a more user-friendly design.

Merged pull requests:

  • Revive GPU tests (#430) (@ErikQQY)
  • Add quality tests (#431) (@ErikQQY)
  • Fix CUDA tests (#433) (@ErikQQY)
  • Allow specifying initial step-size (#434) (@ErikQQY)
  • Unify argument order in phasepoint and transition (#435) (@ErikQQY)
  • Skip CUDA tests when no CUDA devices are found. (#436) (@yebai)
  • Move Riemannian HMC files (#438) (@yebai)
  • DocsGHA: Grant write permission to pull-requests event (#441) (@shravanngoswamii)
  • Fix experimental CI (#442) (@ErikQQY)
  • Better printing (#446) (@ErikQQY)
  • CompatHelper: bump compat for MCMCChains in [weakdeps] to 7, (keep existing compat) (#448) (@github-actions[bot])
  • Update CHANGELOG (#451) (@ErikQQY)

Closed issues:

  • Canonical momentum and kinetic momentum (#129)
  • Vectorize NUTS (#140)
  • Discontinuous Hamiltonian Monte Carlo for discrete parameters (#209)
  • A support list of all combinations (#212)
  • Initial Epsilon in find_good_step_size function (#216)
  • Reduce number of allocations (#224)
  • Mixed Hamiltonian Monte Carlo for Mixed Discrete and Continuous Variables (#234)
  • Unify argument orders (#248)
  • Disable warning about rejection because of numerical errors (#268)
  • Integration test for Turing (#269)
  • Forecasting (#308)
  • Objects of type LogTargetDensity are not callable (#324)
  • Retest is broken (#327)
  • Define a model (#363)
  • GPU tests via buildkite (#429)

Files

TuringLang/AdvancedHMC.jl-v0.8.0.zip

Files (599.9 kB)

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Additional details

Related works

Is supplement to
Software: https://github.com/TuringLang/AdvancedHMC.jl/tree/v0.8.0 (URL)

Software

Repository URL
https://github.com/TuringLang/AdvancedHMC.jl