Include state and kwargs... to callback (#56)

* Include `state` and `kwargs...` to `callback`

* Update README.md

* Add test for testing callbacks do the right thing.

* Update Project.toml

Co-authored-by: Cameron Pfiffer <[email protected]>

Project.toml

@@ -3,7 +3,7 @@ uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
 keywords = ["markov chain monte carlo", "probablistic programming"]
 license = "MIT"
 desc = "A lightweight interface for common MCMC methods."
-version = "2.5.0"
+version = "3.0.0"
 
 [deps]
 BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"

README.md

@@ -70,7 +70,7 @@ are:
 - `progress` (default: `AbstractMCMC.PROGRESS[]` which is `true` initially):  toggles progress logging
 - `chain_type` (default: `Any`): determines the type of the returned chain
 - `callback` (default: `nothing`): if `callback !== nothing`, then
-  `callback(rng, model, sampler, sample, iteration)` is called after every sampling step,
+  `callback(rng, model, sampler, sample, state, iteration; kwargs...)` is called after every sampling step,
   where `sample` is the most recent sample of the Markov chain and `iteration` is the current iteration
 - `discard_initial` (default: `0`): number of initial samples that are discarded
 - `thinning` (default: `1`): factor by which to thin samples.

src/sample.jl

@@ -109,7 +109,7 @@ function mcmcsample(
         end
 
         # Run callback.
-        callback === nothing || callback(rng, model, sampler, sample, 1)
+        callback === nothing || callback(rng, model, sampler, sample, state, 1; kwargs...)
 
         # Save the sample.
         samples = AbstractMCMC.samples(sample, model, sampler, N; kwargs...)
@@ -140,7 +140,7 @@ function mcmcsample(
             sample, state = step(rng, model, sampler, state; kwargs...)
 
             # Run callback.
-            callback === nothing || callback(rng, model, sampler, sample, i)
+            callback === nothing || callback(rng, model, sampler, sample, state, i; kwargs...)
 
             # Save the sample.
             samples = save!!(samples, sample, i, model, sampler, N; kwargs...)

test/sample.jl

@@ -289,4 +289,14 @@
         @test mean(x.b for x in chain) ≈ 0 atol=0.1
         @test var(x.b for x in chain) ≈ 1 atol=0.15
     end
+
+    @testset "Testing callbacks" begin
+        function count_iterations(rng, model, sampler, sample, state, i; iter_array, kwargs...)
+            iter_array[i] = i
+        end
+        N = 100
+        it_array = zeros(N)
+        sample(MyModel(), MySampler(), N; callback=count_iterations, iter_array=it_array)
+        @test it_array == collect(1:N)
+    end
 end