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Merged
penelopeysm merged 2 commits into from
Oct 7, 2025
Merged

Pass num_warmup as kwarg to step_warmup #178

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6d70f71
Pass `num_warmup` kwarg to `step_warmup()`
penelopeysm Oct 7, 2025
fdab17c
Mention the num_warmup kwarg in step_warmup's docstring
penelopeysm Oct 7, 2025
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
keywords = ["markov chain monte carlo", "probabilistic programming"]
license = "MIT"
desc = "A lightweight interface for common MCMC methods."
version = "5.8.1"
version = "5.8.2"

[deps]
BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
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4 changes: 4 additions & 0 deletions src/interface.jl
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Expand Up @@ -83,6 +83,10 @@ When sampling using [`sample`](@ref), this takes the place of [`AbstractMCMC.ste
This is useful if the sampler has an initial "warmup"-stage that is different from the
standard iteration.

The total number of warmup steps requested in sampling will be passed to the `step_warmup`
function as the `num_warmup` keyword argument. This allows implementations of `step_warmup`
to customise their behavior based on this information.

By default, this simply calls [`AbstractMCMC.step`](@ref).
"""
step_warmup(rng, model, sampler; kwargs...) = step(rng, model, sampler; kwargs...)
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20 changes: 10 additions & 10 deletions src/sample.jl
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Expand Up @@ -179,9 +179,9 @@ function mcmcsample(
# Obtain the initial sample and state.
sample, state = if num_warmup > 0
if initial_state === nothing
step_warmup(rng, model, sampler; kwargs...)
step_warmup(rng, model, sampler; num_warmup, kwargs...)
else
step_warmup(rng, model, sampler, initial_state; kwargs...)
step_warmup(rng, model, sampler, initial_state; num_warmup, kwargs...)
end
else
if initial_state === nothing
Expand All @@ -202,7 +202,7 @@ function mcmcsample(
for j in 1:discard_initial
# Obtain the next sample and state.
sample, state = if j ≤ num_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
Expand All @@ -229,7 +229,7 @@ function mcmcsample(
for _ in 1:(thinning - 1)
# Obtain the next sample and state.
sample, state = if i ≤ keep_from_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
Expand All @@ -244,7 +244,7 @@ function mcmcsample(

# Obtain the next sample and state.
sample, state = if i ≤ keep_from_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
Expand Down Expand Up @@ -328,9 +328,9 @@ function mcmcsample(
# Obtain the initial sample and state.
sample, state = if num_warmup > 0
if initial_state === nothing
step_warmup(rng, model, sampler; kwargs...)
step_warmup(rng, model, sampler; num_warmup, kwargs...)
else
step_warmup(rng, model, sampler, initial_state; kwargs...)
step_warmup(rng, model, sampler, initial_state; num_warmup, kwargs...)
end
else
if initial_state === nothing
Expand All @@ -344,7 +344,7 @@ function mcmcsample(
for j in 1:discard_initial
# Obtain the next sample and state.
sample, state = if j ≤ num_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
Expand All @@ -364,15 +364,15 @@ function mcmcsample(
for _ in 1:(thinning - 1)
# Obtain the next sample and state.
sample, state = if i ≤ keep_from_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
end

# Obtain the next sample and state.
sample, state = if i ≤ keep_from_warmup
step_warmup(rng, model, sampler, state; kwargs...)
step_warmup(rng, model, sampler, state; num_warmup, kwargs...)
else
step(rng, model, sampler, state; kwargs...)
end
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3 changes: 3 additions & 0 deletions test/utils.jl
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Expand Up @@ -26,8 +26,11 @@ function AbstractMCMC.step_warmup(
state::Union{Nothing,Integer}=nothing;
loggers=false,
initial_params=nothing,
num_warmup,
kwargs...,
)
num_warmup isa Integer ||
error("num_warmup should have been passed as a keyword argument to step_warmup")
transition, state = AbstractMCMC.step(
rng, model, sampler, state; loggers, initial_params, kwargs...
)
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