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Add multi chain for the rest of the hmc nuts samplers #3212

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merged 10 commits into from
Jul 26, 2023

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SteveBronder
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@SteveBronder SteveBronder commented Jul 24, 2023

Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Issue #3204
This adds multi chain service functions for hmc nuts for adapatation and nonadaption for the unit e, diag, and dense metrics.

Intended Effect

Allow users of the service layer to use tbb multithreading to spin up multiple chains via the service layer

How to Verify

Tests added to show usage

Side Effects

Documentation

New docs added for each function

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Steve Bronder

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

@WardBrian WardBrian linked an issue Jul 25, 2023 that may be closed by this pull request
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Looks good to me, thanks for doing this! CmdStan can get a lot cleaner for most cases.

As an aside: how difficult would it be to allow the num_chains argument for the fixed_param sampler? Since we currently sometimes select it by default (stan-dev/cmdstan#1029) it's an annoying edge case for num_chains

@WardBrian WardBrian merged commit 07a387b into develop Jul 26, 2023
@WardBrian WardBrian deleted the feature/parallel-chain-nuts branch July 26, 2023 14:10
@WardBrian WardBrian mentioned this pull request Feb 17, 2024
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Support multi-threaded sampling in other NUTS services
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