Parallel tempering for ebm samplers#30
Conversation
| return new_states, new_sampler_states, accept_counts, attempt_counts | ||
|
|
||
|
|
||
| def parallel_tempering( |
There was a problem hiding this comment.
I think parallel tempering is an interesting potential to add (I've looked at works such as https://arxiv.org/pdf/1905.02939 which I think could be really exciting), however, maybe we can think more how to best integrate it. Specifically, how to best work with parallel tempering within the graphical model framework. Granted I don't think it will inherit from conditionalsampler but perhaps there is a different inheritance line to follow down? What are your thoughts? Presumably these sort of "second order" samplers could have a well designed pattern.
There was a problem hiding this comment.
For this initial PR, I kept parallel tempering as a standalone utility that composes existing BlockSamplingPrograms without modifying the sampler hierarchy.
I agree that a more formal integration (e.g., defining a second-order sampler abstraction or an inheritance path distinct from ConditionalSampler) would make sense longer-term. Before restructuring, I’d love your thoughts on where this fits best in THRML’s sampler architecture.
Should parallel tempering live as:
- a separate sampler type (similar to MCMC wrappers), or
- an orchestration layer around existing samplers?
Happy to iterate on a design that fits the broader framework.
|
|
||
| def parallel_tempering( | ||
| key, | ||
| ebms: Sequence[AbstractEBM], |
There was a problem hiding this comment.
Feels like we should have a high level wrapper that would just sample from the EBM and accept some beta type parameters
There was a problem hiding this comment.
That makes sense. The current function requires EBMs + BlockSamplingPrograms explicitly, but a high-level wrapper that accepts an EBM and a sequence of betas, constructs the tempered models/programs internally, and exposes a simple .sample() API would be much cleaner.
Once we align on placement and expected API shape, I can add it as a follow-up PR.
2 participants
Parallel tempering support for EBMs using multiple tempered block-Gibbs chains + swap proposals