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BART: further changes in sampler #5223

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BART: further changes in sampler #5223

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19c97ea
add reset, remove particles reweight, small refactor and tidy up
aloctavodia Nov 24, 2021
0a96f23
update release notes
aloctavodia Nov 25, 2021
fe4b769
tidy up code
aloctavodia Nov 29, 2021
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2 changes: 1 addition & 1 deletion RELEASE-NOTES.md
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Expand Up @@ -95,7 +95,7 @@ This includes API changes we did not warn about since at least `3.11.0` (2021-01
- New features for BART:
- Added linear response, increased number of trees fitted per step [5044](https://github.com/pymc-devs/pymc3/pull/5044).
- Added partial dependence plots and individual conditional expectation plots [5091](https://github.com/pymc-devs/pymc3/pull/5091).
- Modify how particle weights are computed. This improves accuracy of the modeled function (see [5177](https://github.com/pymc-devs/pymc3/pull/5177)).
- Modify PGBART sampler. Particles are not longer reweighted and the trees are reset from time to time to avoid getting trap in a local mnima. This improves accuracy of the modeled function and improves convergence (see [5223](https://github.com/pymc-devs/pymc3/pull/5223)).
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Suggested change
- Modify PGBART sampler. Particles are not longer reweighted and the trees are reset from time to time to avoid getting trap in a local mnima. This improves accuracy of the modeled function and improves convergence (see [5223](https://github.com/pymc-devs/pymc3/pull/5223)).
- Modify PGBART sampler. Particles are not longer reweighted and the trees are reset from time to time to avoid getting trap in a local minima. This improves accuracy of the modeled function and improves convergence (see [5223](https://github.com/pymc-devs/pymc3/pull/5223)).

- `pm.Data` now passes additional kwargs to `aesara.shared`. [#5098](https://github.com/pymc-devs/pymc/pull/5098)
- ...

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