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pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
https://num.pyro.ai
Apache License 2.0
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Adding HMCECS proxy functions #1744

Closed OlaRonning closed 4 months ago

OlaRonning commented 4 months ago

Hi,

I'm working on a neural proxy function for HMCECS and have a Taylor expansion proxy with an approximate Hessian. However, the file is becoming somewhat unruly as the proxies are currently in hmc_gibbs.py. If I move (only) the proxy functions to a separate file under contrib and keep using the static method interface for HMCECS (i.e., HMCECS.taylor_proxy), there is no change to the user interface, and I think it would be easier to work with.

Let me know what you think.

edit: change would look like this (moved PR to aleatory)

fehiepsi commented 4 months ago

yeah, putting it in contrib sounds good to me.

OlaRonning commented 4 months ago

Thanks for merging, Du.