EngineBuilder.positions_included

EngineBuilder.positions_included: list[str]

List of additional position keys that should be tracked.

If a position key is tracked that means the correspond element of the model state will be saved and included in the SamplingResults and the posterior samples returned by get_posterior_samples().

By default, only position keys associated with an MCMC kernel are tracked. You can easily add additional position keys by appending to this list.

Examples

For this example, we import tensorflow_probability as follows:

>>> import tensorflow_probability.substrates.jax.distributions as tfd

Consider the following simple model, in which we use the logarithm of the scale parameter in a normal distribution and take the exponential value for including the actual scale:

>>> log_scale = lsl.param(0.0, name="log_scale")
>>> scale = lsl.Calc(jnp.exp, variance, _name="scale")
>>> dist = lsl.Dist(tfd.Normal, loc=0.0, scale=scale)
>>> y = lsl.obs(jnp.array([1.0, 2.0, 3.0]), dist, name="y")
>>> model = lsl.GraphBuilder().add(y).build_model()

Now we might want to set up an engine builder with a NUTS kernel for the parameter "log_scale":

>>> builder = gs.EngineBuilder(seed=1, num_chains=4)
>>> builder.set_model(gs.LieselInterface(model))
>>> builder.add_kernel(gs.NUTSKernel(["log_scale"]))

By default, only the position key "log_scale" is tracked and will be included in the results. Now, if you also want the value of "scale" to be included, you can add it to the list of included position keys:

>>> builder.position_keys.append("scale")
>>> builder.position_keys
['scale']

Beware however that including many intermediate position keys can lead to large results. In some cases it may be preferable to keep the tracked positions to a minimum and recompute the intermediate values from the posterior samples.