In sample progress=true prints more than a progress-bar about advancedhmc.jl

[torfjelde]

This is possible using the AbstractMCMC interface with a different callback keyword argument.

To do it propertly, one should just implement a callback similar to

AdvancedHMC.jl/src/abstractmcmc.jl

Lines 175 to 194 in 37f0995

	"""
	HMCProgressCallback
	A callback to be used with AbstractMCMC.jl's interface, replicating the
	logging behavior of the non-AbstractMCMC [`sample`](@ref).
	# Fields
	$(FIELDS)
	"""
	struct HMCProgressCallback{P}
	"`Progress` meter from ProgressMeters.jl."
	pm::P
	"Specifies whether or not to use display a progress bar."
	progress::Bool
	"If `progress` is not specified and this is `true` some information will be logged upon completion of adaptation."
	verbose::Bool
	"Number of divergent transitions fo far."
	num_divergent_transitions::Ref{Int}
	num_divergent_transitions_during_adaption::Ref{Int}
	end

AdvancedHMC.jl/src/abstractmcmc.jl

Line 203 in 37f0995

function (cb::HMCProgressCallback)(rng, model, spl, t, state, i; nadapts = 0, kwargs...)

which only shows the progressbar without all the extra information.

Buuut because in the AbstractMCMC-interface impl we only use the HMCProgressCallback if no callback is manually specified, e.g.

AdvancedHMC.jl/src/abstractmcmc.jl

Lines 82 to 85 in 37f0995

	if callback === nothing
	callback = HMCProgressCallback(N, progress = progress, verbose = verbose)
	progress = false # don't use AMCMC's progress-funtionality
	end

we can just provide a callback that does nothing and set progress=true, which then hits the default progress meter in AbstractMCMC.sample, which is exactly what you want.

In short, try the following:

# HACK: a callback that does nothing to avoid hitting `HMCProgressCallback`
callback(rng, model, sampler, transition, state, i) = nothing

samples = AbstractMCMC.sample(
    model,
    sampler,
    n_adapts + n_samples;
    nadapts = n_adapts,
    initial_params = initial_θ,
    callback=callback,
    progress=true,  # will use default progress meter i `AbstractMCMC`
)