Merge pull request #50 from xukai92/change-default-turing

Make Turing.jl default sampler to NUTS
SciML · Jul 10, 2018 · d3282b2 · d3282b2
2 parents 8e9548f + 5c35b4c
commit d3282b2
Show file tree

Hide file tree

Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/src/turing_inference.jl b/src/turing_inference.jl
@@ -1,5 +1,5 @@
 function turing_inference(prob::DEProblem,alg,t,data,priors = nothing;
-                            num_samples=1000, epsilon = 0.02, tau = 4, kwargs...)
+                          num_samples=1000, delta=0.65, kwargs...)
 
   bif(vi, sampler, x=data) = begin
     _lp = 0.0
@@ -42,5 +42,5 @@ function turing_inference(prob::DEProblem,alg,t,data,priors = nothing;
 
   bif() = bif(Turing.VarInfo(), nothing)
 
-  chn = sample(bif, Turing.HMC(num_samples, epsilon, tau))
+  chn = sample(bif, Turing.NUTS(num_samples, delta))
 end
diff --git a/test/turing.jl b/test/turing.jl
@@ -14,7 +14,7 @@ randomized = VectorOfArray([(sol(t[i]) + .01randn(2)) for i in 1:length(t)])
 data = convert(Array,randomized)
 priors = [Normal(1.5,0.01)]
 
-bayesian_result = turing_inference(prob1,Tsit5(),t,data,priors;num_samples=500,epsilon = 0.001)
+bayesian_result = turing_inference(prob1,Tsit5(),t,data,priors;num_samples=500)
 
 @show mean(bayesian_result[:theta1][50:end])
 
@@ -36,7 +36,7 @@ data = convert(Array,randomized)
 priors = [Truncated(Normal(1.5,0.01),0,2),Truncated(Normal(1.0,0.01),0,1.5),
           Truncated(Normal(3.0,0.01),0,4),Truncated(Normal(1.0,0.01),0,2)]
 
-bayesian_result = turing_inference(prob1,Tsit5(),t,data,priors;num_samples=500,epsilon = 0.001)
+bayesian_result = turing_inference(prob1,Tsit5(),t,data,priors;num_samples=500)
 
 @show mean(bayesian_result[:theta1][50:end])
 @show mean(bayesian_result[:theta2][50:end])