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Adds Monte Carlo Samplers #340

Merged
merged 44 commits into from
Sep 2, 2024
Merged

Adds Monte Carlo Samplers #340

merged 44 commits into from
Sep 2, 2024

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BradyPlanden
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@BradyPlanden BradyPlanden commented Jun 3, 2024

Description

Adds Pints-based Monte Carlo samplers. The full list of composed samplers can be found here.

This PR includes a base sampling class BaseSampler, of which PintsBaseSampler is a child. The Pints MCMC samplers are composed of PyBOP classes, which are constructed within PintsBaseSampler. This follows a similar structure to the BasePintsOptimiser class. A generic MCMCSampler class is included for use as a default, which is conceptually aligned with the Optimisation class.

Additions to the Priors class include the JointLogPrior.

Two additional PR's will be chained around this one. The order of merge should be:

Issue reference

Fixes #6

Review

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  • Updated the CHANGELOG.md in reverse chronological order (newest at the top) with a concise description of the changes, including the PR number.
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@BradyPlanden BradyPlanden linked an issue Jun 3, 2024 that may be closed by this pull request
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codecov bot commented Jun 3, 2024

Codecov Report

Attention: Patch coverage is 99.26108% with 3 lines in your changes missing coverage. Please review.

Project coverage is 98.79%. Comparing base (83d5f09) to head (8a928af).
Report is 404 commits behind head on develop.

Files with missing lines Patch % Lines
pybop/parameters/parameter.py 90.90% 1 Missing ⚠️
pybop/parameters/priors.py 98.48% 1 Missing ⚠️
pybop/samplers/mcmc_sampler.py 92.85% 1 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff             @@
##           develop     #340      +/-   ##
===========================================
+ Coverage    98.76%   98.79%   +0.03%     
===========================================
  Files           48       52       +4     
  Lines         3153     3581     +428     
===========================================
+ Hits          3114     3538     +424     
- Misses          39       43       +4     

☔ View full report in Codecov by Sentry.
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@BradyPlanden BradyPlanden mentioned this pull request Jun 28, 2024
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@BradyPlanden
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This is ready for a first review. There is a bit more work to do on integration testing for the slower convergence samplers, as well as integrating #357. I believe this PR is in a good state to be integrated into develop, with subsequent PRs improving the design structure and robustness all around.

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@NicolaCourtier NicolaCourtier self-requested a review August 27, 2024 13:16
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@brosaplanella brosaplanella left a comment

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Looks good, just some small comments

pybop/parameters/priors.py Show resolved Hide resolved
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pybop/samplers/base_pints_sampler.py Show resolved Hide resolved
pybop/samplers/mcmc_sampler.py Outdated Show resolved Hide resolved
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@BradyPlanden BradyPlanden merged commit 855b606 into develop Sep 2, 2024
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@BradyPlanden BradyPlanden deleted the monte-carlo-methods branch September 2, 2024 08:31
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Hamiltonian Monte Carlo (HMC)
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