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BART: clamp first particle to old full tree #5011

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Merged
merged 4 commits into from
Sep 29, 2021

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aloctavodia
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We no longer keep track of the full history of a particle/tree, we just keep the old tree (so there is still a chance to do not accept a move/new tree). The effect on the function approximation is negligible, but instead the sampler is faster and also the code becomes simpler.

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codecov bot commented Sep 22, 2021

Codecov Report

Merging #5011 (4888801) into main (641b278) will increase coverage by 0.48%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #5011      +/-   ##
==========================================
+ Coverage   77.82%   78.30%   +0.48%     
==========================================
  Files         128      129       +1     
  Lines       24380    24384       +4     
==========================================
+ Hits        18973    19095     +122     
+ Misses       5407     5289     -118     
Impacted Files Coverage Δ
pymc/step_methods/pgbart.py 95.52% <100.00%> (-0.28%) ⬇️
pymc/step_methods/hmc/integration.py 78.84% <0.00%> (-11.54%) ⬇️
pymc/backends/report.py 87.41% <0.00%> (-4.20%) ⬇️
pymc/step_methods/hmc/nuts.py 95.00% <0.00%> (-2.50%) ⬇️
pymc/tests/test_step.py 48.63% <0.00%> (-0.96%) ⬇️
pymc/tests/test_moment.py 100.00% <0.00%> (ø)
pymc/tests/test_sampling.py 97.29% <0.00%> (+0.23%) ⬆️
pymc/tests/test_distributions.py 96.34% <0.00%> (+0.33%) ⬆️
pymc/sampling.py 87.42% <0.00%> (+0.40%) ⬆️
pymc/tests/test_model.py 99.11% <0.00%> (+0.88%) ⬆️
... and 8 more

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@michaelosthege michaelosthege left a comment

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I have just a few nitpicks related to code style.
Since I'm not familiar with the sampler, I can't tell if you're breaking it, so take my approval with a grain of salt ;)

@ricardoV94 ricardoV94 merged commit 8c59b41 into pymc-devs:main Sep 29, 2021
@aloctavodia aloctavodia deleted the bart_clamp branch September 30, 2021 05:34
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3 participants