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Simple stick breaking #4129

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Merged
merged 33 commits into from
Sep 27, 2020
Merged

Simple stick breaking #4129

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83ab40a
simplified StickBreaking
katosh Sep 6, 2019
731e6b5
fix StickBreaking jacobian
katosh Sep 6, 2019
61ba98e
use stable logsumexp in StickBreaking
katosh Sep 6, 2019
6b78e24
Rename n to Km1 to more easily compare patch.
bsmith89 Sep 10, 2019
8157760
Drop first dimension when computing determinant of the Jacobian of th…
bsmith89 Sep 10, 2019
8cba7e1
Drop newly unused expit import.
bsmith89 Oct 1, 2019
3a2dca2
Side-by-side stickbreaking implementations for comparison.
bsmith89 Oct 2, 2019
6c556f4
Use same suffix for alternative stickbreaking transform.
bsmith89 Nov 1, 2019
c0cfbd5
Add separate tests for new stickbreaking implementation.
bsmith89 Dec 17, 2019
3f1f9f1
correct jacobain of Stickbreaking2
katosh Sep 23, 2020
4903997
Merge remote-tracking branch 'pymc3/master' into simplify-stick-breaking
katosh Sep 23, 2020
ebd41b1
use `pymc3.math.logsumexp` in `StickBreakin2`
katosh Sep 23, 2020
c8612c8
remove old deprecated comment in `StickBreaking2`
katosh Sep 23, 2020
b9b72a8
remove `distributions.transforms.StickBreaking2.backwards_val`
katosh Sep 24, 2020
e0dc317
include ignored parameter `point` in `StickBreaking2.forwad_val`
katosh Sep 24, 2020
236a713
`StickBreaking2` in the release notes
katosh Sep 25, 2020
d84f928
fix release notes typo
katosh Sep 26, 2020
960e004
accuracy test that only `StickBreaking2` would pass
katosh Sep 26, 2020
7242402
replace StickBreaking with the new alternative
katosh Sep 26, 2020
7d400c9
cite isometric logration in StickBreaking
katosh Sep 26, 2020
4345c5b
update release notes
katosh Sep 26, 2020
3b42c03
update lda-advi-aevb.ipynb with new stickbreaking
katosh Sep 26, 2020
3e60ab6
remove t_stick_breaking reference
katosh Sep 26, 2020
30452db
remove unused import
katosh Sep 26, 2020
db23321
deprecation warning for `eps` in Stickbreaking
katosh Sep 26, 2020
1e1fa1e
clarify jacobian implementation
katosh Sep 26, 2020
56fcd74
remove revealing file system reference
katosh Sep 26, 2020
36f55ec
Revert "remove unused import"
katosh Sep 26, 2020
53f0fa4
fix stickbreaking accuracy test for 32bit
katosh Sep 26, 2020
11a9dc9
remove unused import
katosh Sep 26, 2020
7540973
test eps deprecation of StickBreaking
katosh Sep 26, 2020
231f0b4
fix indentation
katosh Sep 26, 2020
f2bb87c
Merge remote-tracking branch 'pymc3/master' into simplify-stick-breaking
katosh Sep 26, 2020
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1 change: 1 addition & 0 deletions RELEASE-NOTES.md
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Expand Up @@ -13,6 +13,7 @@
- `sample_posterior_predictive_w` can now feed on `xarray.Dataset` - e.g. from `InferenceData.posterior`. (see [#4042](https://github.com/pymc-devs/pymc3/pull/4042))
- Add MLDA, a new stepper for multilevel sampling. MLDA can be used when a hierarchy of approximate posteriors of varying accuracy is available, offering improved sampling efficiency especially in high-dimensional problems and/or where gradients are not available (see [#3926](https://github.com/pymc-devs/pymc3/pull/3926))
- Change SMC metropolis kernel to independent metropolis kernel [#4115](https://github.com/pymc-devs/pymc3/pull/3926))
- alternative transformtion of the simplex `StickBreaking2` - e.g. for the `Dirichlet` distribution. [#4129](https://github.com/pymc-devs/pymc3/pull/4129)


## PyMC3 3.9.3 (11 August 2020)
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