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Simplify run_inference_algorithm
#714
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #714 +/- ##
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+ Coverage 98.72% 98.73% +0.01%
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Files 59 59
Lines 2746 2776 +30
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+ Hits 2711 2741 +30
Misses 35 35 ☔ View full report in Codecov by Sentry. |
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Some nits
Thanks!! Could you please update the usage in sampling book? |
* Update README.md (blackjax-devs#638) * Update README.md Update citation. * Update README.md * Indexing the notebook showing how to reproduce the GIF. (blackjax-devs#640) Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Bump python version (blackjax-devs#645) * Bump python version * update bool inverse * SMC: allow each mutation kernel to have different parameters. (blackjax-devs#649) * vmaping over parameters in base * switch from mcmc_factory to just passing in parameters * pre-commit and typing * CRU and docs improvement * pre-commit * code review updates * pre-commit * rename test * Migrate from deprecated `host_callback` to `io_callback` (blackjax-devs#651) * Migrate from deprecated `host_callback` to `io_callback` Co-Authored-By: George Necula <gnecula@users.noreply.github.com> * Format file * Fix bug * Fix MALA transition energy (blackjax-devs#653) * Fix MALA transition energy * Use a different logic. * Change variable names (blackjax-devs#654) * Replace iterative RNG split and carry with `jax.random.fold_in` (blackjax-devs#656) * Replace iterative RNG split and carry with `jax.random.fold_in` * revert unintended change * file formatting * change `jax.tree_map` to `jax.tree.map` * revert unintended file * fiddle with rng_key * seed again * Removal of Algorithm classes. (blackjax-devs#657) * more * removing export * removal of classes, tests passing * linter * fix on test * linter * removing parametrization on test * code review updates * exporting as_top_level_api in dynamic_hmc * linter * code review update: replace imports * Fix deprecated call to jnp.clip (blackjax-devs#664) * Update jax version requirements (blackjax-devs#666) Fix blackjax-devs#665 * Make tests pass on `aarch64-linux` (blackjax-devs#671) * Enable fitlering of AdaptationInfo (blackjax-devs#674) * enable AdaptationInfo filtering * revert progress_bar * fix pre-commit * fix empty sets * enable adapt info filtering for all adaptation algorithms * fix precommit /progressbar=True * change filter tuple to use tree_map * Update `run_inference_algorithm` to split `initial_position` and `initial_state` (blackjax-devs#672) * UPDATE DOCSTRING * ADD STREAMING VERSION * UPDATE TESTS * ADD DOCSTRING * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * ADD INITIAL_POSITION * FIX TEST * RENAME O * FIX DOCSTRING * PUT EXPECTATION AFTER TRANSFORM * Preconditioned mclmc (blackjax-devs#673) * TESTS * TESTS * UPDATE DOCSTRING * ADD STREAMING VERSION * ADD PRECONDITIONING TO MCLMC * ADD PRECONDITIONING TO TUNING FOR MCLMC * UPDATE GITIGNORE * UPDATE GITIGNORE * UPDATE TESTS * UPDATE TESTS * ADD DOCSTRING * ADD TEST * STREAMING AVERAGE * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * GITIGNORE * PRECOMMIT CLEAN UP * ADD INITIAL_POSITION * FIX TEST * ADD TEST * REMOVE BENCHMARKS * BUG FIX * CHANGE PRECISION * CHANGE PRECISION * RENAME O * UPDATE STREAMING AVG * UPDATE PR * RENAME STD_MAT * New integrator, and add some metadata to integrators.py (blackjax-devs#681) * TESTS * TESTS * UPDATE DOCSTRING * ADD STREAMING VERSION * ADD PRECONDITIONING TO MCLMC * ADD PRECONDITIONING TO TUNING FOR MCLMC * UPDATE GITIGNORE * UPDATE GITIGNORE * UPDATE TESTS * UPDATE TESTS * ADD DOCSTRING * ADD TEST * STREAMING AVERAGE * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * GITIGNORE * PRECOMMIT CLEAN UP * FIX SPELLING, ADD OMELYAN, EXPORT COEFFICIENTS * TEMPORARILY ADD BENCHMARKS * ADD INITIAL_POSITION * FIX TEST * CLEAN UP * REMOVE BENCHMARKS * ADD TEST * REMOVE BENCHMARKS * BUG FIX * CHANGE PRECISION * CHANGE PRECISION * ADD OMELYAN TEST * RENAME O * UPDATE STREAMING AVG * UPDATE PR * RENAME STD_MAT * MERGE MAIN * REMOVE COEFFICIENT EXPORTS * Minor formatting (blackjax-devs#685) * Minor formatting * formatting * fix test * formatting * MAKE WINDOW ADAPTATION TAKE INTEGRATOR AS ARGUMENT (blackjax-devs#687) * FIX KWARG BUG (blackjax-devs#686) * FIX KWARG BUG * FIX KWARG BUG * Change isokinetic_integrator generation API (blackjax-devs#689) * Apply function on pytree directly. (blackjax-devs#692) * Apply function on pytree directly. Avoiding unnecssary unpacking * Fix kwarg * Fix sampling test. (blackjax-devs#693) * Enable shared mcmc parameters with tempered smc (blackjax-devs#694) * add parameter filtering * fix parameter split + docstring * change extend_paramss * convert to bit twiddling (blackjax-devs#696) * Remove nightly release (blackjax-devs#699) * Fix doc mistakes (blackjax-devs#701) * Fix equation formatting * Clarify JAX gradient error * Fix punctuation + capitalization * Fix grammar Should not begin sentence with "i.e." in English. * Fix math formatting error * Fix typo Change parallel _ensample_ chain adaptation to parallel _ensemble_ chain adaptation. * Add SVGD citation to appear in doc Currently the SVGD paper is only cited in the `kernel` function, which is defined _within_ the `build_kernel` function. Because of this nested function format, the SVGD paper is _not_ cited in the documentation. To fix this, I added a citation to the SVGD paper in the `as_top_level_api` docstring. * Fix grammar + clarify doc * Fix typo --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Update index.md (blackjax-devs#711) The jitted step remained unused, leading to the example running with an uncompiled nuts.step. Changing this reduces the execution time by a factor of 30 on my system and showcases blackjax' speed. * Enable progress bar under pmap (blackjax-devs#712) * enable pmap progbar * fix bar creation * add locking * fix formatting * switch to using chain state * remove labels (blackjax-devs#716) * Simplify `run_inference_algorithm` (blackjax-devs#714) * fix minor type errors * storing only expectation values * fixed memory efficient sampling * clean up * renaming vars * precommit fixes * fixing tests * fixing tests * fixing tests * fixing tests * fixing tests * merge main * burn in and fix tests * burn in and fix tests * minor fixes * minor fixes * minor fixes --------- Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com> * Harmonize Quickstart example (blackjax-devs#717) * Update README.md (blackjax-devs#719) --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com> Co-authored-by: Carlos Iguaran <ciguaran@users.noreply.github.com> Co-authored-by: ksnxr <70186663+ksnxr@users.noreply.github.com> Co-authored-by: Gaétan Lepage <33058747+GaetanLepage@users.noreply.github.com> Co-authored-by: Alberto Cabezas <a.cabezasgonzalez@lancaster.ac.uk> Co-authored-by: andrewdipper <andrewpratt333@gmail.com> Co-authored-by: Reuben <reubenharry@users.noreply.github.com> Co-authored-by: Gilad Turok <36947659+gil2rok@users.noreply.github.com> Co-authored-by: johannahaffner <38662446+johannahaffner@users.noreply.github.com> Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com>
The
run_inference_algorithm
code currently has a mode to incrementally compute a value (e.g. an incremental expectation), which saves memory. This PR presents a cleaner (and in my opinion, more functional) version of the code. The core idea is that to incrementally compute an expectation, the right thing to do is to modify the kernel, and then pass that kernel torun_inference_algorithm
, rather than modifyrun_inference_algorithm
. As part of this change, we also lettransform
be a general function on(state, info)
, which allows information from the info to be used (which we have needed).main
commit;pre-commit
is installed and configured on your machine, and you ran it before opening the PR;