Merge pull request #26 from tpapp/tp/treedepth

Make maximum depth a constant, increase it.
tpapp · Nov 27, 2018 · 45138ad · 45138ad
2 parents dba96d3 + b4df26e
commit 45138ad
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Showing 2 changed files with 4 additions and 2 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,6 @@
 name = "DynamicHMC"
 uuid = "bbc10e6e-7c05-544b-b16e-64fede858acb"
 authors = ["Tamas K. Papp <[email protected]>"]
-version = "1.0.2"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

diff --git a/src/sampler.jl b/src/sampler.jl
@@ -95,6 +95,9 @@ Covariance matrix of the sample.
 """
 sample_cov(sample) = cov(get_position_matrix(sample); dims = 1)
 
+"Default maximum depth for trees."
+const MAX_DEPTH = 10
+
 """
 $(SIGNATURES)
 
@@ -123,7 +126,7 @@ function NUTS_init(rng::AbstractRNG, ℓ::AbstractLogDensityProblem;
                    q = randn(rng, dimension(ℓ)),
                    κ = GaussianKE(dimension(ℓ)),
                    p = rand(rng, κ),
-                   max_depth = 5,
+                   max_depth = MAX_DEPTH,
                    ϵ = InitialStepsizeSearch(),
                    report = ReportIO())
     H = Hamiltonian(ℓ, κ)