Staging branch for chirho.robust module development
#398
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This was referenced Nov 29, 2023
* initial test against analytic fisher vp (pair coded w/ sam) * linting * added check against analytic ate * added vmap and grad smoke tests * added missing init * linting and consolidated fisher tests to one file * fixed types * fixing linting errors * trying to fix type error for python 3.8 * fixing test errors * added patch to test to prevent from failing when denom is small * composition issue * removed missing import * fixed failing test with seeding * addressing Eli's comments
* upper bound on cg_iters * address comment
* initial test against analytic fisher vp (pair coded w/ sam) * linting * added check against analytic ate * added vmap and grad smoke tests * added missing init * linting and consolidated fisher tests to one file * fixed types * fixing linting errors * trying to fix type error for python 3.8 * fixing test errors * added patch to test to prevent from failing when denom is small * composition issue * seeded NMC implementation * linting * removed missing import * changed to eli's seedmessenger suggestion * added failing edge case * explicitly add max plate argument * added warning message * fixed linting error and test failure case from too many cg iters * eli's contextlib seeding strategy * removed seedmessenger from test * randomness should be shared across calls * switched back to different
…er_vp` (#430) * hessian vector product formulation for fisher * ignoring small type error * fixed linting error
* initial test against analytic fisher vp (pair coded w/ sam) * linting * added check against analytic ate * added vmap and grad smoke tests * added missing init * linting and consolidated fisher tests to one file * fixed types * fixing linting errors * trying to fix type error for python 3.8 * fixing test errors * added patch to test to prevent from failing when denom is small * composition issue * seeded NMC implementation * linting * removed missing import * changed to eli's seedmessenger suggestion * added failing edge case * explicitly add max plate argument * added warning message * fixed linting error and test failure case from too many cg iters * eli's contextlib seeding strategy * removed seedmessenger from test * randomness should be shared across calls * uncomitted change before branch switch * switched back to different * added revised simple model and guide * added multiple link functions in test * linting
* one step correction * increased tolerance * fixing lint issue
…PredictiveLikelihood` (#473) * sketch batched nmc lpd * nits * fix type * format * comment * comment * comment * typo * typo * add condition to help guarantee idempotence * simplify edge case * simplify plate_name * simplify batchedobservation logic * factorize * simplify batched * reorder * comment * remove plate_names * types * formatting and type * move unbind to utils * remove max_plate_nesting arg from get_traces * comment * nit * move get_importance_traces to utils * fix types * generic obs type * lint * format * handle observe in batchedobservations * event dim * move batching handlers to utils * replace 2/3 vmaps, tests pass * remove dead code * format * name args * lint * shuffle code * try an extra optimization in batchedlatents * add another optimization * undo changes to test * remove inplace adds * add performance test showing speedup * document internal helpers * batch latents test * move batch handlers to predictive * add bind_leftmost_dim, document PredictiveFunctional and PredictiveModel * use bind_leftmost_dim in log prob
* documentation * documentation clean up w/ eli * fix lint issue
* Make functional argument required * estimator * docstring
* Make functional argument required * estimator * docstring * Remove guide, make tests pass * rename internals.predictive to internals.nmc * expose handlers.predictive * expose handlers.predictive * docstrings * fix doc build * fix equation * docstring import --------- Co-authored-by: Sam Witty <[email protected]>
* make influence a functional * fix test * multiple arguments * doc * docstring * docstring
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Blocked by merge conflicts and #476 |
* added scaffolding to one step estimator * kept signature the same as one_step_correction * lint * refactored test to include multiple estimators * typo * revise error * added dict handling * remove assert * more informative error message * replace dispatch with pytree flatten and unflatten * revert arg for influence_function_estimator * docs and lint * lingering influence_fn * fixed missing return * rename * lint * add *model to appease the linter
eb8680
approved these changes
Jan 12, 2024
This was referenced Jan 12, 2024
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