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Add two ensemble sampling methods #1692

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merged 25 commits into from
Jan 26, 2024
Merged

Add two ensemble sampling methods #1692

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ef584fc
ensemble sampling draft
amifalk Nov 30, 2023
f3b62d2
rewrite for loop as fori_loop
amifalk Nov 30, 2023
6fff927
added efficiency comment for ESS GaussianMove
amifalk Dec 2, 2023
dc582e5
fix typo
amifalk Dec 2, 2023
fd3702e
Merge branch 'master' into ensemble
amifalk Dec 24, 2023
49e4cdb
fixed ravel for mixed dtype
amifalk Dec 24, 2023
2f6324a
Merge branch 'pyro-ppl:master' into ensemble
amifalk Jan 21, 2024
bc7c792
add defaults
amifalk Jan 21, 2024
1ebff6c
add support for potential_fn
amifalk Jan 21, 2024
3625d75
AIES tests, warnings for AIES
amifalk Jan 21, 2024
cc501a4
AIES input validation
amifalk Jan 21, 2024
73ca58d
better docs, more input validation
amifalk Jan 21, 2024
e368781
ESS passing test cases
amifalk Jan 22, 2024
ff38013
add tests for other files
amifalk Jan 22, 2024
78945bf
linting
amifalk Jan 22, 2024
b4a9695
refactor ensemble_util
amifalk Jan 22, 2024
d865eac
make test result less close to margin in CI, swap deprecated function
amifalk Jan 22, 2024
d2b5a09
rename get_nondiagonal_indices, fix batch_ravel_pytree
amifalk Jan 23, 2024
b20829d
print ensemble kernel diagnostics, smoke test parallel arg
amifalk Jan 23, 2024
84bf11c
fix docstring build
amifalk Jan 23, 2024
33133e4
documentation
amifalk Jan 23, 2024
2c325a1
skip slow CI tests, unnest test if statements
amifalk Jan 23, 2024
e35d34a
fix doctest
amifalk Jan 23, 2024
550b023
doc rewrite
amifalk Jan 24, 2024
96e9483
fix distribution test
amifalk Jan 25, 2024
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3 changes: 3 additions & 0 deletions numpyro/infer/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@
TraceGraph_ELBO,
TraceMeanField_ELBO,
)
from numpyro.infer.ensemble import AIES, ESS
from numpyro.infer.hmc import HMC, NUTS
from numpyro.infer.hmc_gibbs import HMCECS, DiscreteHMCGibbs, HMCGibbs
from numpyro.infer.initialization import (
Expand All @@ -29,6 +30,7 @@
from . import autoguide, reparam

__all__ = [
"AIES",
"autoguide",
"init_to_feasible",
"init_to_mean",
Expand All @@ -41,6 +43,7 @@
"BarkerMH",
"DiscreteHMCGibbs",
"ELBO",
"ESS",
"HMC",
"HMCECS",
"HMCGibbs",
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