probml / pyprobml

Python code for "Probabilistic Machine learning" book by Kevin Murphy

MIT License

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Added 8schools blackjax version #1075

Closed karm-patel closed 2 years ago

karm-patel commented 2 years ago

Description

Previously @AnandShegde created 8schools_blackjax.ipynb demo, but it was giving too much divergence in even the non-centered version also, I have edited the notebook by adding a change of variable, and now it works fine.

Figure Number

Fig 3.14, 3.15, 3.16

Figures

Fig 3.14

Before PR:

After PR:

Fig 3.15

Before PR:

After PR:

Fig 3.16

Before PR:

After PR:

Issue

1014

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murphyk commented 2 years ago

LTGM. (I guess pymc3 was doing change of variables for us behind the scenes but blackjax does not.)