v0.6.0

AdvancedHMC v0.6.0

Diff since v0.5.5

Merged pull requests:

• fix: arg order (#349) (@xukai92)
• CompatHelper: bump compat for AbstractMCMC to 5, (keep existing compat) (#352) (@github-actions[bot])
• Deprecate init_params which is no longer in AbstractMCMC (#353) (@torfjelde)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#354) (@github-actions[bot])
• Removed deprecation of init_params + bump minor version (#355) (@torfjelde)
• Fix some tests. (#356) (@yebai)
• Fix docs CI (#357) (@yebai)

Closed issues:

• Doc string error for NUTS (#346)

v0.5.5

AdvancedHMC v0.5.5

Diff since v0.5.4

Merged pull requests:

• Find step_size if zero (#348) (@yebai)

v0.5.4

AdvancedHMC v0.5.4

Diff since v0.5.2

Closed issues:

• Riemannian Manifold HMC (#6)
• Sensible Defaults (#184)
• Struct naming improvments (#246)
• Broken link in README (#256)

Merged pull requests:

• Fix duplicate of include and some bugs in tests (#343) (@yebai)
• Fixes for constructor docstrings (#347) (@torfjelde)

v0.5.2

AdvancedHMC v0.5.2

Diff since v0.5.1

Merged pull requests:

• NUTS kernel options (#342) (@JaimeRZP)

v0.5.1

AdvancedHMC v0.5.1

Diff since v0.5.0

Merged pull requests:

• Further improvements to recently introduced constructors (#340) (@torfjelde)
• Add back the HMC(eps, n_leapfrog) as a convenience constructor (#341) (@yebai)

V0.5.0

AdvancedHMC v0.5.0 (Breaking!)

This release introduces convenience constructors for the most common AdvancedHMC sampler settings.

API Changes

Previously AdvancedHMC had constructors for the most common HMCKernel objects.
Now these constructors will initialize their respective HMCSampler when provided to sample.
New:

• HMC(n_leapfrog::Int)

Changed:

• NUTS(δ::Float64)
• HMCDA(δ::Float64, λ::Float64)

Removed:

• StaticTrajectory{TS}(int::AbstractIntegrator, L)

What's Changed

• Fix turing.ml links by @devmotion in #322
• Convinience constructors by @JaimeRZP in #325
• kwarg nadapt by @JaimeRZP in #332
• Added some clarification comments on the metric field of HMC samplers by @yebai in #334
• Minor improvements to constructors and related tests by @torfjelde in #336
• ReadMe for consctructors by @JaimeRZP in #329
• Change default adaptor for HMCDA by @yebai in #338
• removing last HMCKernel legacy function by @JaimeRZP in #339
• Further improvements to recently introduced constructors by @torfjelde in #340

Full Changelog: v0.4.6...v0.5.0

v0.4.6

AdvancedHMC v0.4.6

Diff since v0.4.5

Merged pull requests:

• Implement Riemannian HMC (#305) (@xukai92)
• CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#321) (@github-actions[bot])

v0.4.5

AdvancedHMC v0.4.5

Diff since v0.4.4

Merged pull requests:

• Move optional features to extensions (#320) (@devmotion)

v0.4.4

AdvancedHMC v0.4.4

Diff since v0.4.3

Merged pull requests:

• Use SimpleUnPack (#318) (@devmotion)

v0.4.3

AdvancedHMC v0.4.3

Diff since v0.4.2

Closed issues:

• Numerical error info should be controlled by verbose flag (#88)
• GPU accelerated HMC (#119)
• Integration of TBLogger or WBLogger (#171)
• Implement utilities for more AD backends (#175)
• Add verbosity level (#217)
• Support for RMHMC with explicit integrator (#279)

Merged pull requests:

• Report percentage of divergent transitions in progress bar (#297) (@yebai)
• Formatting. (#315) (@yebai)
• Remove reference to removed code in debug-statement (#316) (@torfjelde)