best-inference 0.1.0

Batched Emulator Sampling with Tensorflow

BEST

(Batched Emulator Sampling with TensorFlow)

A TensorFlow-based inference framework for high-performance Markov Chain Monte Carlo (MCMC) sampling, including support for neural likelihood emulators ("client emulators") and adaptive covariance estimation.

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Overview

best provides a unified interface for sampling using multiple MCMC algorithms with GPU acceleration via TensorFlow:

Supported samplers

• Metropolis-Hastings (MH)
• Affine Invariant Ensemble Sampler (AIES)
• Hamiltonian Monte Carlo (HMC)
• No-U-Turn Sampler (NUTS)
• Metropolis Adjusted Langevin Algorithm (MALA)

Key features

• TensorFlow / GPU acceleration
• Automatic covariance matrix adaptation
• Bounded parameter inference
• Parallelized multi-chain sampling
• Pretrained neural likelihood emulators
• JIT compilation (XLA support)

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Installation

From PyPI

pip install best-inference

From source

git clone https://github.com/AndreasNygaard/best-inference.git
cd best-inference
pip install .

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Quick start

import best
import tensorflow as tf

def log_prob(x):
    return -0.5 * tf.reduce_sum(x**2, axis=-1)

sampler = best.Sampler(log_prob, bounds=([-5, -5], [5, 5]))

results = sampler.sample(
    method="hmc",
    n_steps=2000,
    n_chains=50,
    initial_distribution="uniform",
    num_burnin_steps=1000
)

print(results.samples.shape)

---

Sampler API

Initialisation

best.Sampler(
    log_prob_fn,
    bounds=None,
    enforce_boundaries=True,
    covmat=None,
    initial_state=None,
    n_chains=10,
    initial_distribution="repeat"
)

Sampling

results = sampler.sample(
    method="mh" | "aies" | "hmc" | "nuts" | "mala",
    n_steps=1000,
    n_chains=10,
    initial_state=None,
    initial_distribution="repeat" | "uniform" | "gaussian",
    bounds=None,
    covmat=None,
    num_burnin_steps=100,
    num_covmat_updates=None,
    sampler_kwargs={},
    burnin_kwargs={},
    get_individual_chains=True,
    jit_compile=True
)

Output

results.samples
results.acceptance_rate
results.evaluations

results.burnin_samples
results.burnin_acceptance_rates
results.burnin_evaluations
results.covmat_estimate

Client emulators

BEST includes pretrained neural likelihood emulators for cosmology-inspired inference problems.

Available models

• lcdm
• sterile_neutrino

Load a model

from best.client_emulators import load_model_and_scalers

log_prob_fn, lower_bounds, upper_bounds = load_model_and_scalers("lcdm")

Example: emulator-based inference

import best
from best.client_emulators import load_model_and_scalers

log_prob_fn, lower, upper = load_model_and_scalers("lcdm")

sampler = best.Sampler(log_prob_fn, bounds=(lower, upper))

results = sampler.sample(
    method="aies",
    n_steps=5000,
    n_chains=100,
    initial_distribution="uniform",
    num_burnin_steps=2000,
    num_covmat_updates=1
)

Supported Algorithms

Metropolis-Hastings (MH)

Random-walk MCMC with optional adaptive covariance scaling.

Affine Invariant Ensemble Sampler (AIES)

Efficient for highly anisotropic or correlated parameter spaces.

Hamiltonian Monte Carlo (HMC)

Gradient-based sampling with leapfrog integration.

No-U-Turn Sampler (NUTS)

Adaptive HMC variant with automatic trajectory length selection.

Metropolis Adjusted Langevin Algorithm (MALA)

Gradient-informed diffusion-based sampler.

Performance Notes

• TensorFlow enables GPU acceleration where available
• JIT compilation (XLA) improves performance for large chains
• Vectorized multi-chain execution is used throughout
• Covariance estimation is performed during burn-in when enabled

Example: Multi-sampler comparison

sampler.set_initial_state(initial_state=means, covmat=covmat, initial_distribution="gaussian")
res_aies = sampler.sample(method="aies", n_steps=5000, n_chains=100)
res_hmc  = sampler.sample(method="hmc",  n_steps=5000, n_chains=100)
res_nuts = sampler.sample(method="nuts", n_steps=5000, n_chains=100)
res_mh   = sampler.sample(method="mh",   n_steps=5000, n_chains=100)
res_mala = sampler.sample(method="mala", n_steps=5000, n_chains=100)

Requirements

• Python ≥ 3.10
• TensorFlow ≥ 2.17
• TensorFlow Probability ≥ 0.24
• NumPy
• tf-keras
• hypersphere-sampler

Citation

If you use this package, please cite:

Citation will be added once the accompanying paper is available (arXiv preprint in preparation).

Contributing

Contributions are welcome. ###Steps:

• Fork repository
• Create feature branch
• Add tests in tests/
• Submit pull request

License

MIT License

Copyright (c) 2026 Andreas Nygaard