EngineBuilder.add_burnin()

EngineBuilder.add_burnin(duration, thinning=1)

Adds burnin epochs.

Note that the order in which you add epochs matters. Adaptation epochs should usually come before all other epochs.

Warning

If you use any MCMC kernel that expects hyperparameter tuning an adaptation phase, like NUTSKernel, HMCKernel or our default implementation of IWLSKernel, you must add an adaptation phase via add_adaptation(). Pure burnin epochs like the ones added with add_burnin() do not perform any adaptation during warmup. They are only applicable if you exclusively use MCMC kernels that do not require adaptation, such as GibbsKernel or classic, untuned IWLS kernels via IWLSKernel.untuned().

See also

add_posterior

For adding posterior epochs.

add_burnin

For adding burnin epochs.

add_adaptation

For adding adaptation epochs.

set_duration

An alternative method to specify adaptation and posterior epochs, see notes for details.

Notes

There are some differences in the details between the methods add_posterior(), add_adaptation(), add_burnin() and set_duration().

• set_duration() overwrites all existing epochs with the epochs defined in this method. In contrast, the add_ methods only add additional epochs that are appended to the potentially existing ones.

• set_duration() sets both adaptation and posterior epochs, while each add_ method only adds epochs of one type.

• set_duration() has an argument term_duration that defines the number of samples drawn in the final fast adaptation epoch, and it defaults to a fixed value of 50 samples. In contrast, add_adaptation() defines the number of samples drawn in the final fast adaptation epoch as a fraction of the total number of adaptation samples, and allows users to change this fraction via the argument term. As a result, if add_adaptation() is used, the length of the final fast adaptation phase increases automatically, if the total number of warmup samples increases, while it remains constant if set_duration() is used.