Passing RNG

[xukai92]

Turing.jl now support passing RNG to sample as a keyword argument. Although, all the randome process in AdvancedHMC.jl are correctly controlled by the passed RNG, the initialization, from Turing.jl, is not: https://github.com/TuringLang/Turing.jl/blob/master/src/inference/hmc.jl#L267. What's the best way to pass RNG to this?

[cpfiffer]

In the future, which I know is not super helpful right now, the sample interface will handle the rng argument in a first-class way. The file I linked below basically forces all samplers to accept rng as the first argument, though as far as I am aware only the HMC samplers use it. The particle samplers, IS, and MH all only use the argument for dispatch and discard the actual value.

Turing.jl/src/interface/Interface.jl

Line 216 in cb811e9

function step!(

[trappmartin]

This should be easy to fix once your PR is ready.

[xukai92]

@trappmartin do you mean it's better for me to leave this issue aside in the current PR and resolve it later?

[cpfiffer]

Yeah, I think that's wise.

[xukai92]

#871 is merged.

[trappmartin]

Can we close this?

[xukai92]

Closed by #793.