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Request for dynamic num_warmup argument to MCMC object #1211

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bjeffrey92 opened this issue Nov 4, 2021 · 0 comments
Open

Request for dynamic num_warmup argument to MCMC object #1211

bjeffrey92 opened this issue Nov 4, 2021 · 0 comments
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enhancement New feature or request

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@bjeffrey92
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It would be useful if it wasn't a requirement to specify the number of warmups for MCMC sampling before the model is compiled to save time if it is necessary to re-run the MCMC with more iterations to ensure convergence

Please, could this be changed so that num_warmup is specified after the model has compiled?

(I also started a discussion about this on the pyro forum )
@fehiepsi fehiepsi added the enhancement New feature or request label Nov 4, 2021
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@fehiepsi @bjeffrey92