Callbacks

Omega uses Lenses and Callbacks to support queries such as:

• Time left until the simulation end
• Convergence properties of the Markov Chains
• Periodically saving results to disk

Each inference procedure exports some lenses. Currently these are of the form InferenceAlgLoop. For example, the inference procedureSSMH has SSMHLoop lens called after each sample.

Usage

using Callbacks, Lens
x = ~ ω -> (sleep(0.001); normal(ω, 0, 1))
@leval Loop => showprogress(10000) rand(x, 10000) 

using Omega.Inference: SSMHLoop
x =~ ω -> (sleep(0.001); normal(ω, 0, 1))
@leval SSMHLoop => plotloss() rand(x, x >ₛ 0.0, 10000; alg = SSMH)
@leval SSMHLoop => default_cbs(10000) rand(x, x >ₛ 0.0, 10000; alg = SSMH)

Default Callbacks

default_cbs(n) returns a callback that displays a bunch of information likely to be useful, such as processbar, the likelihood, etc. It takes as input n, the number of samples:

Example usage:

using Omega
x = ω -> (sleep(0.001); normal(ω, 0, 1))
@leval SSMHLoop => default_cbs(10000) rand(x, x >ₛ 0.0, 10000; alg = SSMH)