The ExponentialFamily package has been officially registered.
The BayesBase package has also been registered.
A significant portion of the ExponentialFamily functionality has been successfully integrated with ReactiveMP. Currently, the majority of tests are passing.
The progress was somewhat hindered by the use of CVI (in a positive way). This led to me investing more time than initially expected.
My intention was to eliminate specialized methods for Gaussians, but I have encountered difficulties in achieving this goal. It's proving to be a challenging task.
I identified an interesting performance bug in CVI, resulting in a tenfold increase in speed and a two-order reduction in allocations.
While these improvements are substantial, there is still room for further enhancement.
For Gaussian-related matters, I am leaning towards retaining the current version and addressing the issue within the ExpectationApproximations.
As soon as the
ExponentialFamily
is registered in the official Julia registry we can start the integration process.This task has been added to the milestone for tracking and prioritization.