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Implement a standardized interface for filtering RVs to jitter #5077

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michaelosthege opened this issue Oct 14, 2021 · 1 comment
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@michaelosthege
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Description of your problem

The initial point evaluation, primarily in init_nuts is the one and only place in the pm.sample control flow when we want to add jitter.
That's because the jitter needs to be seeded and initial points for decendant RVs must be conditioned on the jittered initial points of their ancestors.

In #4983 we defined a function filter_rvs_to_jitter that is already called by the respective code in init_nuts, but this function is not yet implemented.

The task for this issue is to implement an interface for all step methods, such that filter_rvs_to_jitter can "ask" steppers if they'd like the RVs assigned to them to be jittered.

Versions and main components

  • PyMC/PyMC3 Version: main
@michaelosthege michaelosthege added this to the v4.0.0-beta2 milestone Oct 14, 2021
@ricardoV94 ricardoV94 modified the milestones: v4.0.0b2, v4.0.0b3 Jan 7, 2022
@ricardoV94 ricardoV94 modified the milestones: v4.0.0b3, v4.0.0 Feb 3, 2022
@ricardoV94 ricardoV94 modified the milestones: v4.0.0, v4.1.0 Apr 1, 2022
@michaelosthege michaelosthege modified the milestones: v4.1.0, v4.2.0 Jul 2, 2022
@ricardoV94 ricardoV94 modified the milestones: v4.2.0, v4.3.0 Sep 14, 2022
@ricardoV94
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ricardoV94 commented Oct 27, 2022

I suggest removing this feature since it's unused for over a year now

@ricardoV94 ricardoV94 removed this from the v4.3.0 milestone Oct 27, 2022
@ricardoV94 ricardoV94 closed this as not planned Won't fix, can't repro, duplicate, stale Feb 6, 2023
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