pymc-devs / pymc-experimental

https://pymc-experimental.readthedocs.io
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Variationally Informed Parameterization #276

Closed ferrine closed 6 months ago

ferrine commented 7 months ago

This PR adds a tool to autoparameterize your model in the following way: https://arxiv.org/abs/1906.03028

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The intended api is like this

You need to convert tour model to change its structure

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Then you use your samplers

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For stability, you might want to turn on clipping for lambdas

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ferrine commented 7 months ago

Anything else I should do in this PR?

ricardoV94 commented 7 months ago

Content looks good. Perhaps add an entry on the docs (we have to start introducing headers and sections though)

ricardoV94 commented 7 months ago

Oh and a copy pastable example in the docstrings?

ferrine commented 7 months ago

Ah, sure, docs are needed

ferrine commented 7 months ago

@ricardoV94 this is failing for some unknown reason

ricardoV94 commented 7 months ago

@ricardoV94 this is failing for some unknown reason

I think a rewrite from the most recent PyTensor is leading to an error in the R2D2 prior tests. Either a rewrite bug or an issue with the R2D2. Will have to investigate

ricardoV94 commented 7 months ago

Ah seems to be just a warning probably by numpy when doing something with -inf... Have to check if it's inoffensive and just ignore/catch it in the test

ferrine commented 6 months ago

@ricardoV94 what are the next steps?

ricardoV94 commented 6 months ago

Need to check why the warning is being triggered and see if it can be safely ignored

ferrine commented 6 months ago

it should be all good now