Merge pull request #731 from stan-dev/fix/730-warmup-no-adapt

Allow warmup iterations when not adapting

cmdstanpy/cmdstan_args.py

@@ -139,10 +139,9 @@ def validate(self, chains: Optional[int]) -> None:
                     'Value for iter_warmup must be a non-negative integer,'
                     ' found {}.'.format(self.iter_warmup)
                 )
-            if self.iter_warmup > 0 and not self.adapt_engaged:
+            if self.iter_warmup == 0 and self.adapt_engaged:
                 raise ValueError(
-                    'Argument "adapt_engaged" is False, '
-                    'cannot specify warmup iterations.'
+                    'Must specify iter_warmup > 0 when adapt_engaged=True.'
                 )
         if self.iter_sampling is not None:
             if self.iter_sampling < 0 or not isinstance(

test/test_cmdstan_args.py

@@ -111,7 +111,7 @@ def test_bad() -> None:
     with pytest.raises(ValueError):
         args.validate(chains=2)
 
-    args = SamplerArgs(iter_warmup=10, adapt_engaged=False)
+    args = SamplerArgs(iter_warmup=0, adapt_engaged=True)
     with pytest.raises(ValueError):
         args.validate(chains=2)
 

test/test_sample.py

@@ -1435,6 +1435,26 @@ def test_dont_save_warmup(caplog: pytest.LogCaptureFixture) -> None:
     )
 
 
+def test_warmup_no_adapt() -> None:
+    # we may want to have a "burn-in" period, even without adaptation
+    stan = os.path.join(DATAFILES_PATH, 'bernoulli.stan')
+    jdata = os.path.join(DATAFILES_PATH, 'bernoulli.data.json')
+
+    bern_model = CmdStanModel(stan_file=stan)
+    bern_fit = bern_model.sample(
+        data=jdata,
+        chains=2,
+        seed=12345,
+        iter_warmup=200,
+        iter_sampling=100,
+        adapt_engaged=False,
+    )
+
+    assert bern_fit.column_names == tuple(BERNOULLI_COLS)
+    assert bern_fit.num_draws_sampling == 100
+    assert bern_fit.draws().shape == (100, 2, len(BERNOULLI_COLS))
+
+
 def test_sampler_diags() -> None:
     stan = os.path.join(DATAFILES_PATH, 'bernoulli.stan')
     jdata = os.path.join(DATAFILES_PATH, 'bernoulli.data.json')