Source code for pymc.step_methods.compound
# Copyright 2020 The PyMC Developers
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
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# See the License for the specific language governing permissions and
# limitations under the License.
"""
Created on Mar 7, 2011
@author: johnsalvatier
"""
from typing import Tuple
from pymc.blocking import PointType, StatsType
[docs]class CompoundStep:
"""Step method composed of a list of several other step
methods applied in sequence."""
[docs] def __init__(self, methods):
self.methods = list(methods)
self.stats_dtypes = []
for method in self.methods:
self.stats_dtypes.extend(method.stats_dtypes)
self.name = (
f"Compound[{', '.join(getattr(m, 'name', 'UNNAMED_STEP') for m in self.methods)}]"
)
[docs] def step(self, point) -> Tuple[PointType, StatsType]:
stats = []
for method in self.methods:
point, sts = method.step(point)
stats.extend(sts)
# Model logp can only be the logp of the _last_ stats,
# if there is one. Pop all others.
for sts in stats[:-1]:
sts.pop("model_logp", None)
return point, stats
[docs] def stop_tuning(self):
for method in self.methods:
method.stop_tuning()
[docs] def reset_tuning(self):
for method in self.methods:
if hasattr(method, "reset_tuning"):
method.reset_tuning()
@property
def vars(self):
return [var for method in self.methods for var in method.vars]