Add multi chain for the rest of the hmc nuts samplers#3212
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Add multi chain for the rest of the hmc nuts samplers#3212
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WardBrian
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Looks good to me, thanks for doing this! CmdStan can get a lot cleaner for most cases.
As an aside: how difficult would it be to allow the num_chains argument for the fixed_param sampler? Since we currently sometimes select it by default (stan-dev/cmdstan#1029) it's an annoying edge case for num_chains
WardBrian
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Jul 25, 2023
WardBrian
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Jul 26, 2023
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Submission Checklist
./runTests.py src/test/unitmake cpplintSummary
Issue #3204
This adds multi chain service functions for hmc nuts for adapatation and nonadaption for the unit e, diag, and dense metrics.
Intended Effect
Allow users of the service layer to use tbb multithreading to spin up multiple chains via the service layer
How to Verify
Tests added to show usage
Side Effects
Documentation
New docs added for each function
Copyright and Licensing
Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Steve Bronder
By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses: