fix repeated recompilation in no-progress-bar fori_collect path

numpyro/util.py

@@ -309,6 +309,15 @@ def wrapper_progress_bar(i, vals):
     return progress_bar_fori_loop
 
 
+def _fori_collect_loop(_body_fn, upper, init_val, collection, start_idx, thinning):
+    return fori_loop(
+        0,
+        upper,
+        lambda i, vals: _body_fn(i, *vals),
+        (init_val, collection, start_idx, thinning),
+    )
+
+
 def fori_collect(
     lower: int,
     upper: int,
@@ -400,16 +409,11 @@ def map_fn(x):
     collection = jax.tree.map(map_fn, init_val_transformed)
 
     if not progbar:
-
-        def loop_fn(collection):
-            return fori_loop(
-                0,
-                upper,
-                lambda i, vals: _body_fn(i, *vals),
-                (init_val, collection, start_idx, thinning),
-            )
-
-        last_val, collection, _, _ = maybe_jit(loop_fn, donate_argnums=0)(collection)
+        last_val, collection, _, _ = maybe_jit(
+            _fori_collect_loop,
+            static_argnums=(0, 1),
+            donate_argnums=3,
+        )(_body_fn, upper, init_val, collection, start_idx, thinning)
 
     elif num_chains > 1:
         progress_bar_fori_loop = progress_bar_factory(upper, num_chains, progress_rate)

test/test_util.py

@@ -68,6 +68,38 @@ def f(x):
     jax.tree.all(jax.tree.map(assert_allclose, tree, expected_tree))
 
 
+def test_fori_collect_no_recompilation():
+    def f(x):
+        return x + 1
+
+    result1 = fori_collect(0, 10, f, jnp.array([0.0]), progbar=False)
+    result2 = fori_collect(0, 10, f, jnp.array([5.0]), progbar=False)
+
+    assert_allclose(result1, np.arange(1, 11).reshape(-1, 1))
+    assert_allclose(result2, np.arange(6, 16).reshape(-1, 1))
+
+
+def test_fori_collect_repeated_mcmc_no_recompilation():
+    from numpyro.infer import MCMC, NUTS
+
+    def model():
+        numpyro.sample("x", dist.Normal(0, 1))
+
+    mcmc = MCMC(
+        NUTS(model), num_warmup=5, num_samples=10, num_chains=1, progress_bar=False
+    )
+
+    mcmc.run(random.PRNGKey(0))
+    samples1 = mcmc.get_samples()["x"]
+
+    mcmc.run(random.PRNGKey(1))
+    samples2 = mcmc.get_samples()["x"]
+
+    assert samples1.shape == (10,)
+    assert samples2.shape == (10,)
+    assert not np.allclose(samples1, samples2)
+
+
 @pytest.mark.parametrize(
     "pytree",
     [