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WIP Add walnuts implementation#36

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aseyboldt wants to merge 3 commits intopymc-devs:mainfrom
aseyboldt:walnuts
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WIP Add walnuts implementation#36
aseyboldt wants to merge 3 commits intopymc-devs:mainfrom
aseyboldt:walnuts

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@aseyboldt
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@aseyboldt aseyboldt commented Jun 27, 2025

Completely untested and probably broken at the moment!
Also needs some cleanup, right now everything new is in one big function.

Reference implementation: https://github.com/bob-carpenter/walnuts
paper of the algorithm: https://arxiv.org/pdf/2506.18746

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codecov-commenter commented Jun 27, 2025

Codecov Report

❌ Patch coverage is 19.11765% with 165 lines in your changes missing coverage. Please review.
✅ Project coverage is 59.81%. Comparing base (394c629) to head (ee9f927).
⚠️ Report is 117 commits behind head on main.

Files with missing lines Patch % Lines
src/dynamics/hamiltonian.rs 0.00% 98 Missing ⚠️
src/nuts.rs 22.66% 58 Missing ⚠️
src/dynamics/transformed_hamiltonian.rs 66.66% 5 Missing ⚠️
src/sampler.rs 66.66% 2 Missing ⚠️
src/external_adapt_strategy.rs 0.00% 1 Missing ⚠️
src/stepsize/adapt.rs 50.00% 1 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (394c629) and HEAD (ee9f927). Click for more details.

HEAD has 1 upload less than BASE
Flag BASE (394c629) HEAD (ee9f927)
2 1
Additional details and impacted files
@@             Coverage Diff             @@
##             main      #36       +/-   ##
===========================================
- Coverage   83.77%   59.81%   -23.97%     
===========================================
  Files           8       31       +23     
  Lines        1923     8194     +6271     
===========================================
+ Hits         1611     4901     +3290     
- Misses        312     3293     +2981     

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2 participants