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pymc-devs / pymc Public

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Add MLDA stepper#3926

Merged

twiecki merged 89 commits intopymc-devs:masterpymc-devs/pymc:masterfrom

alan-turing-institute:mldaalan-turing-institute/pymc3:mldaCopy head branch name to clipboard

Sep 15, 2020

Conversation Commits89 (89)Checks Files changed

Commits

Commits on Sep 14, 2020

Add basic MLDA-MCMC algorithm (proposal and step method)
gmingas
committed
Add example scripts for MLDA
gmingas
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Make coarse_models kwarg into a normal argument
gmingas
committed
Fix docstring in MLDA class
gmingas
committed
Fix examples code style/comments
gmingas
committed
Remove redundant code, improve comments
gmingas
committed
Make MLDA do block sampling by default
gmingas
committed
Add new MLDA example with FEniCS black box component
gmingas
committed
Small change in readme
gmingas
committed
Add run instructions in readme
gmingas
committed
Change example parameters in sample()
gmingas
committed
Minor changes and comments
gmingas
committed
Add extra parameters in readme
gmingas
committed
Number of chains change
gmingas
committed
Make changes to mlda example parameters, go back to compound sampling for mlda by default, edit readme accordingly
gmingas
committed
Updated the FEniCS code so it's more efficient

mikkelbue
authored and
gmingas
committed
Add eigenpairs projection and change input parameters
gmingas
committed
Edit readme to reflect projection function
gmingas
committed
Add compound step support and improve example.py
gmingas
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Update readme
gmingas
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Add new tests tests, most of them failing
gmingas
committed
Fix test_types bug
gmingas
committed
Refactoring of MLDA to allow retaining all methods information
gmingas
committed
Add more tests
gmingas
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Pass more parameters to Metropolis init
gmingas
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Complete tuning continuation, add basic block/coumpound parameter
gmingas
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Remove some mlda if statements and simplify other parts
gmingas
committed
Change example parameters
gmingas
committed
Add and fix tests
gmingas
committed
Add some comments and remove redundant code
gmingas
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Add xfail to test_models_utils test when new pandas version are used
gmingas
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Add description to test_examples for multilevel normal example
gmingas
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Remove xfail related to pandas in test_models_utils, remove redundant function from test_step
gmingas
committed
Try removing failing test
gmingas
committed
Remove redundant code
gmingas
committed
Skip some failing tests
gmingas
committed
Add sine wave test in test_examples
gmingas
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Change true parameters index
gmingas
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Fix index j in coarse models loop to avoid warning
gmingas
committed
Remove sine test
gmingas
committed
Remove unused library
gmingas
committed
Improve docstrings and remove some redundant code/comments
gmingas
committed
Revert some pointless changes to tests
gmingas
committed
Fix style
gmingas
committed
Add notebook example and utility code
gmingas
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Remove old mlda example and update notebook
gmingas
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Update notebook again
gmingas
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Change the citation and add a use example to the MLDA docstring
gmingas
committed
Change competence to be incompatible with discrete vars, remove discrete var detection code from MLDA init
gmingas
committed
Add young warning and change default subsampling value
gmingas
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Add more comments, change sys.exit to exception, change tests to reflect that, convert coarse_models to positional argument in MLDA
gmingas
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Add is_mlda_flag to prevent tuning reset when Metropolis is used as the base sampler of MLDA
gmingas
committed
Add more extensive docstrings
gmingas
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Re-run and re-render notebook after changes
gmingas
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Add tuning for tune and scaling and refactor some parameter names to be consistent with what they represent
gmingas
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Regenerate notebook and add .py version of it
gmingas
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Delete notebook with old name
gmingas
committed
Fix pylint errors, move .py example, fix failing test
gmingas
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Add computer specs to notebook
gmingas
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Change class checks to using isinstance
gmingas
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Add more tests for stats, competence, etc and fix bug with tune flag not being overriden in compound sub-methods
gmingas
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Remove duplicate sample_except()
gmingas
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Move is_mlda_base checks for reseting inside Metropolis' reset_tuning()
gmingas
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Add DEMetropolis to notebook
gmingas
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Add MLDA groundwater flow notebook which uses blocked samplers only
gmingas
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Add comparison with DEMCMC-Z amd longer runs for convergence in example notebook
gmingas
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Add separate subsampling rates
gmingas
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Edit docstring
gmingas
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Fix handling of one integer for subsampling rate
gmingas
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Add tests and change subsampling argument name in examples/tests
gmingas
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Add notebook with extra benchmarks and tuning demo
gmingas
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Change subsampling rate to rates in notebook examples (including new benchmarking one)
gmingas
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Do not count stuck proposals from lower chain as accepted
gmingas
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Convert base_scaling stats to one stat of type object, modify tests for stats and also test for declining acceptance rate
gmingas
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Fix pm.DensityDist in notebooks/scripts by replacing with pm.Potential
gmingas
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Move MLDA and RecursiveDAProposal classes to new mlda.py file, add a new MetropolisMLDA class which inherits Metropolis and just alters the reset_tuning function, modify test_step and __init__ file…
gmingas
committed
Remove MLDA notebooks and .py example script, remove code that uses fenics and delete reference to example from MLDA class docstring
gmingas
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Blacken MLDA code and tests, separate MLDA type tests from other methods, fix some stylistic issues
gmingas
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Add simple linear regression notebook which can serve as MLDA starting point for new users
gmingas
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Modify some comments in the simple notebook and re-run
gmingas
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Add typing to mlda.py
gmingas
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Connect the two separate strings in mlda.py
gmingas
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Modify simple linear regression notebook: coarse model uses subset of data, more comments, performance comparison with Metropolis
gmingas
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Add more comments, format using PyMC3 NB style guide (blacken, watermark, arviz style, imports, etc)
gmingas
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Add simple regression notebook to table of examples
gmingas
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Add gravity surveying notebook
gmingas
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Add MLDA line in 3.9.x release notes
gmingas
committed
Edit notebook imports to adhere to nbqa-isort rules
gmingas
committed
Add gravity notebook to table of contents
gmingas
committed

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