Closed as not planned
Description
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