extend_params fix after n_particles removed #62
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andrewdipper wants to merge 2 commits intoblackjax-devs:mainfrom
Open
extend_params fix after n_particles removed #62andrewdipper wants to merge 2 commits intoblackjax-devs:mainfrom
andrewdipper wants to merge 2 commits intoblackjax-devs:mainfrom
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junpenglao
approved these changes
Aug 13, 2024
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Fix examples after change to
extend_paramsin blackjax-devs/blackjax#694.Additionally in the TemperedSMC example
max_num_doublingswas changed to 6 instead of the default 10 since we regularly hitmax_num_doublingsdue to the small step size (I believe this is for illustrative purposes). On a gpu device the example is extraordinarily slow without the change - and still takes ~2 mins with it. It seems far too slow but I haven't been able to find any explanation.For reference:
CPU (10000 samples, max_num_doublings=10):
step_size = 1e-2:
HMC: 50 steps / 1.14s
NUTS: 30 steps / .964s
step_size = 1e-3
HMC: 50 / 1.14s
NUTS: 273 / 1.9s
step_size = 1e-4
HMC: 50 / 1.18s
NUTS: 926 / 4.23s
GPU (1000 samples - 10x fewer samples..., max_num_doublings=10):
step_size = 1e-2:
HMC: 50 / 3.31s
NUTS: 30 / 7.3s
step_size = 1e-3:
HMC: 50 / 3.32s
NUTS: 267 / 63s
step_size = 1e-4
HMC: 50 / 3.31s
NUTS: 926.4 / 237s