From 92aff4bfdb5be56a94b1d6e9d19db401d958c701 Mon Sep 17 00:00:00 2001
From: Gregory Ashton <gregory.ashton@ligo.org>
Date: Wed, 29 Apr 2020 14:48:29 +1000
Subject: [PATCH] Proposed rwalk change
- Don't add the initial point to the chain (prevents bad estimated of
the act)
- Break strictly after maxmcmc and return a random draw from the prior
---
bilby/core/sampler/dynesty.py | 22 ++++++++--------------
1 file changed, 8 insertions(+), 14 deletions(-)
diff --git a/bilby/core/sampler/dynesty.py b/bilby/core/sampler/dynesty.py
index 6dcf9fd13..64e1b1882 100644
--- a/bilby/core/sampler/dynesty.py
+++ b/bilby/core/sampler/dynesty.py
@@ -685,9 +685,9 @@ def sample_rwalk_bilby(args):
reject = 0
nfail = 0
act = np.inf
- u_list = [u]
- v_list = [prior_transform(u)]
- logl_list = [loglikelihood(v_list[-1])]
+ u_list = []
+ v_list = []
+ logl_list = []
max_walk_warning = True
while len(u_list) < nact * act:
@@ -748,7 +748,7 @@ def sample_rwalk_bilby(args):
old_act=old_act, maxmcmc=maxmcmc)
# If we've taken too many likelihood evaluations then break
- if accept + reject > maxmcmc and accept > 0:
+ if accept + reject > maxmcmc:
if max_walk_warning:
warnings.warn(
"Hit maximum number of walks {} with accept={}, reject={}, "
@@ -765,17 +765,11 @@ def sample_rwalk_bilby(args):
u = u_list[idx]
v = v_list[idx]
logl = logl_list[idx]
- elif len(u_list) == 1:
- logger.warning("Returning the only point in the chain")
- u = u_list[-1]
- v = v_list[-1]
- logl = logl_list[-1]
else:
- idx = np.random.randint(int(len(u_list) / 2), len(u_list))
- logger.warning("Returning random point in second half of the chain")
- u = u_list[idx]
- v = v_list[idx]
- logl = logl_list[idx]
+ logger.warning("Unable to find a new point using walk: returning a random point")
+ u = np.random.uniform(size=n)
+ v = prior_transform(u)
+ logl = loglikelihood(v)
blob = {'accept': accept, 'reject': reject, 'fail': nfail, 'scale': scale}
kwargs["old_act"] = act
--
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