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NIFTy-PPL / NIFTy

Probabilistic programming framework for signal inference algorithms that operate regardless of the underlying grids and their resolutions
https://ift.pages.mpcdf.de/nifty/index.html
GNU General Public License v3.0
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Script a simple nonlinear regression demo using NIFTy.re #3

Closed Edenhofer closed 7 months ago

Edenhofer commented 7 months ago

I think this simple demonstration of a nonlinear regression nicely shows how convenient it is to use NIFTy.re's modeling approach. @roth-jakob WDYT?

roth-jakob commented 7 months ago

That is a nice and easy-to-understand demo! I would just tweak the optimization parameters a bit. I think something like 5 VI iterations should be enough and a sane default to copy to other regression problems. The 12 VI iterations make the demo a bit slow, given that it is only a linear regression.

Edenhofer commented 7 months ago

Great to hear that you like it too! :)

Agreed! Fewer global iterations are probably enough. Note, the model is slightly nonlinear though because the priors are non-Gaussian. (The usual "what is the prior" vs "what is the likelihood" question...)