Code

Finite Difference Baseline#508

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agrawalraj merged 76 commits intostaging-robust-icmlBasisResearch/chirho:staging-robust-icmlfrom az-if-fd-expsBasisResearch/chirho:az-if-fd-expsCopy head branch name to clipboardJan 19, 2024

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Commits on Nov 8, 2023

• added robust folder

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Commits on Nov 9, 2023

• uncommited scratch work for log prob

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• untested variational log prob

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Commits on Nov 13, 2023

• uncomitted changes

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Commits on Nov 16, 2023

• uncomitted changes

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• pair coding w/ eli

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Commits on Nov 17, 2023

• added tests w/ Eli

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• eif

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Commits on Nov 18, 2023

• linting

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Commits on Nov 20, 2023

• moving test autograd to internals and deleted old utils file

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Commits on Nov 21, 2023

• sketch influence implementation

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• fix more args

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• ops file

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• file

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• format

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• lint

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• clean up influence and tests

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Commits on Nov 22, 2023

• make tests more generic

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• guess max plate nesting

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• linearize

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• rename file

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• tensor flatten

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• predictive eif

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• jvp type

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• reorganize files

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• shrink test case

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• move guess_max_plate_nesting

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• move cg solver to linearze

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• type alias

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• test_ops

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• basic cg tests

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• remove failing test case

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• format

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• move paramdict up

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• remove obsolete test files

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• Merge branch 'master' into staging-robust

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• add empty handlers

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• add chirho.robust to docs

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Commits on Nov 27, 2023

• fix memory leak in tests

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• make typing compatible with python 3.8

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• typing_extensions

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• add branch to ci

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• predictive

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• remove imprecise annotation

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Commits on Nov 28, 2023

• Merge branch 'master' into staging-robust

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Commits on Dec 6, 2023

• Added more tests for linearize and make_empirical_fisher_vp (#405)

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Commits on Dec 7, 2023

• Add upper bound on number of CG steps (#404)

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• fixed test for non-symmetric matrix (#437)

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Commits on Dec 8, 2023

• Make NMCLogPredictiveLikelihood seeded (#408)

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• Use Hessian formulation of Fisher information in make_empirical_fisher_vp (#430)

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• Add new SimpleModel and SimpleGuide (#440)

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Commits on Dec 22, 2023

• Batching in linearize and influence (#465)

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• batched cg (#466)

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• One step correction implemented (#467)

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Commits on Jan 2, 2024

• Replace some torch.vmap usage with a hand-vectorized BatchedNMCLogPredictiveLikelihood (#473)

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• Added documentation for chirho.robust (#470)

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Commits on Jan 9, 2024

• Make functional argument to influence_fn required (#487)

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• Remove guide argument from influence_fn and linearize (#489)

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Commits on Jan 11, 2024

• Make influence_fn a higher-order Functional (#492)

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Commits on Jan 12, 2024

• Add full corrected one step estimator (#476)

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• Merge branch 'master' into staging-robust

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• add abstractions and simple temp scratch to test with squared unit normal functional with perturbation.

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• removes old scratch notebook

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• Merge branch 'staging-robust' into az-influence-finite-difference-2

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• gets squared density running under abstraction that couples functionals and models

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• gets quad and mc approximations to match, vectorization hacky.

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Commits on Jan 16, 2024

• Merge branch 'staging-robust-icml' into az-influence-finite-difference-2

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• adds plotting and comparative to analytic.

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Commits on Jan 17, 2024

• adds scratch experiment comparing squared density analytic vs fd approx across various epsilon lambdas

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• fixes dataset splitting, breaks analytic eif

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• unfixes an incorrect fix, working now.

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• Merge branch 'staging-robust-icml' into az-influence-finite-difference-2

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Commits on Jan 18, 2024

• Merge branch 'staging-robust-icml' into az-influence-finite-difference-2

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• refactors finite difference machinery to fit experimental specs.

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Commits on Jan 19, 2024

• switches to existing rng seed context manager.

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• reverts back to what turns out to be a slightly different seeding context.

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