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ICB-DCM / pyPESTO

python Parameter EStimation TOolbox
https://pypesto.readthedocs.io
BSD 3-Clause "New" or "Revised" License
216 stars 47 forks source link

Variational inference with PyMC #1306

Closed arrjon closed 3 months ago

arrjon commented 6 months ago

I added a wrapper for variational inference with PyMC. The wrapper uses the PymcSampler as basis and directly supports all functions and methods from PyMC see here for details on VI.

To include this properly in pyPESTO one would need to add proper testing and write a Result Object to save the estimated parameters of the variational distribution.

codecov-commenter commented 6 months ago

Codecov Report

Attention: Patch coverage is 1.08696% with 91 lines in your changes are missing coverage. Please review.

Project coverage is 83.90%. Comparing base (7fe40ba) to head (bdd8873).

Files Patch % Lines
pypesto/variational/pymc.py 0.00% 53 Missing :warning:
pypesto/variational/variational_inference.py 0.00% 35 Missing :warning:
pypesto/variational/__init__.py 0.00% 2 Missing :warning:
pypesto/store/save_to_hdf5.py 50.00% 1 Missing :warning:

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Additional details and impacted files ```diff @@ Coverage Diff @@ ## develop #1306 +/- ## =========================================== - Coverage 84.48% 83.90% -0.59% =========================================== Files 157 160 +3 Lines 12959 13051 +92 =========================================== + Hits 10949 10950 +1 - Misses 2010 2101 +91 ```

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arrjon commented 5 months ago

Mainly tests are missing, but otherwise ready