OpenSourceEconomics / skillmodels

MIT License

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Re-write skillmodels with jax #55

Closed janosg closed 3 years ago

janosg commented 4 years ago

Current Situation

skillmodels is hard to maintain because of the many micro optimizations
test cases are often stored as pickles and I lost track about the origin
optimizations are too slow because we don't have a closed form gradient

Changes

Separate test dependencies from runtime dependencies and test Kalman filters against existing packages
Use jax for all numerical functions. This removes the need to implement our own QR decomposition and makes the numerical code more readable
Completely rewrite the model and data processing without any classes
New model specification files with better names
Replace SkillModel class by get_optimization_functions such that the user can directly work with estimagic instead of calling a fit method.

codecov-commenter commented 4 years ago

Codecov Report

:exclamation: No coverage uploaded for pull request base (master@e60ba7f). Click here to learn what that means. The diff coverage is n/a.

@@            Coverage Diff            @@
##             master      #55   +/-   ##
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  Coverage          ?   95.16%           
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  Files             ?       25           
  Lines             ?     1821           
  Branches          ?        0           
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  Hits              ?     1733           
  Misses            ?       88           
  Partials          ?        0

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codecov-io commented 4 years ago

Codecov Report

:exclamation: No coverage uploaded for pull request base (master@e60ba7f). Click here to learn what that means. The diff coverage is n/a.

@@            Coverage Diff            @@
##             master      #55   +/-   ##
=========================================
  Coverage          ?   26.67%           
=========================================
  Files             ?      894           
  Lines             ?   202800           
  Branches          ?        0           
=========================================
  Hits              ?    54089           
  Misses            ?   148711           
  Partials          ?        0

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update e60ba7f...91a2316. Read the comment docs.