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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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Parameter #402

Closed avi-stripe closed 5 years ago

avi-stripe commented 5 years ago

This is a follow up to https://github.com/stripe/rainier/pull/401 .

It introduces a new Parameter private subtype of Variable, which holds onto its own density function. These must be constructed via Real.parameter{x => density(x)}.

The intent here is to experiment with alternative APIs that don't need a RandomVariable wrapper.

This PR also adds parameter methods to Continuous which are equivalent to param but make use of Parameter to return a bare Real instead of a RandomVariable[Real] (however there's no way yet to sample a model built from this).

andrew-stripe commented 5 years ago

This looks good but per Slack should probably land into an experimental branch for now.