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Blackjax sampler fix for breaking change / enable progress bar under parallel chain_method #7453

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Merged
merged 7 commits into from
Aug 12, 2024
Merged

Blackjax sampler fix for breaking change / enable progress bar under parallel chain_method #7453

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0f16143
remove blackjax pmap warning
andrewdipper Aug 8, 2024
e518a2d
use gen_scan_fn
andrewdipper Aug 8, 2024
6c2b0bd
remove labels
andrewdipper Aug 8, 2024
b0bb1ee
Merge branch 'pymc-devs:main' into blackjax_pmap
andrewdipper Aug 9, 2024
4261673
Merge branch 'pymc-devs:main' into blackjax_pmap
andrewdipper Aug 9, 2024
c4ae4bd
retrigger checks
andrewdipper Aug 10, 2024
c58d94d
retrigger checks
andrewdipper Aug 11, 2024
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17 changes: 2 additions & 15 deletions pymc/sampling/jax.py
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Original file line number Diff line number Diff line change
Expand Up @@ -278,15 +278,10 @@ def _one_step(state, xs):
return state, (position, stats)

progress_bar = adaptation_kwargs.pop("progress_bar", False)
if progress_bar:
from blackjax.progress_bar import progress_bar_scan

one_step = jax.jit(progress_bar_scan(draws)(_one_step))
else:
one_step = jax.jit(_one_step)

keys = jax.random.split(seed, draws)
_, (samples, stats) = jax.lax.scan(one_step, last_state, (jnp.arange(draws), keys))
scan_fn = blackjax.progress_bar.gen_scan_fn(draws, progress_bar)
_, (samples, stats) = scan_fn(_one_step, last_state, (jnp.arange(draws), keys))

return samples, stats

Expand Down Expand Up @@ -365,14 +360,6 @@ def _sample_blackjax_nuts(
# Adapted from numpyro
if chain_method == "parallel":
map_fn = jax.pmap
if progressbar:
import warnings

warnings.warn(
"BlackJax currently only display progress bar correctly under "
"`chain_method == 'vectorized'`. Setting `progressbar=False`."
)
progressbar = False
elif chain_method == "vectorized":
map_fn = jax.vmap
else:
Expand Down