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base repository: blackjax-devs/blackjax
base: 1.2.0
head repository: blackjax-devs/blackjax
compare: main
Commits on May 8, 2024
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Commits on May 13, 2024
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Commits on May 16, 2024
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Enable fitlering of AdaptationInfo (#674)
* enable AdaptationInfo filtering * revert progress_bar * fix pre-commit * fix empty sets * enable adapt info filtering for all adaptation algorithms * fix precommit /progressbar=True * change filter tuple to use tree_map
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Commits on May 20, 2024
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Update
run_inference_algorithm
to splitinitial_position
and `ini……tial_state` (#672) * UPDATE DOCSTRING * ADD STREAMING VERSION * UPDATE TESTS * ADD DOCSTRING * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * ADD INITIAL_POSITION * FIX TEST * RENAME O * FIX DOCSTRING * PUT EXPECTATION AFTER TRANSFORM
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Commits on May 25, 2024
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* TESTS * TESTS * UPDATE DOCSTRING * ADD STREAMING VERSION * ADD PRECONDITIONING TO MCLMC * ADD PRECONDITIONING TO TUNING FOR MCLMC * UPDATE GITIGNORE * UPDATE GITIGNORE * UPDATE TESTS * UPDATE TESTS * ADD DOCSTRING * ADD TEST * STREAMING AVERAGE * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * GITIGNORE * PRECOMMIT CLEAN UP * ADD INITIAL_POSITION * FIX TEST * ADD TEST * REMOVE BENCHMARKS * BUG FIX * CHANGE PRECISION * CHANGE PRECISION * RENAME O * UPDATE STREAMING AVG * UPDATE PR * RENAME STD_MAT
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Commits on May 27, 2024
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New integrator, and add some metadata to integrators.py (#681)
* TESTS * TESTS * UPDATE DOCSTRING * ADD STREAMING VERSION * ADD PRECONDITIONING TO MCLMC * ADD PRECONDITIONING TO TUNING FOR MCLMC * UPDATE GITIGNORE * UPDATE GITIGNORE * UPDATE TESTS * UPDATE TESTS * ADD DOCSTRING * ADD TEST * STREAMING AVERAGE * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * GITIGNORE * PRECOMMIT CLEAN UP * FIX SPELLING, ADD OMELYAN, EXPORT COEFFICIENTS * TEMPORARILY ADD BENCHMARKS * ADD INITIAL_POSITION * FIX TEST * CLEAN UP * REMOVE BENCHMARKS * ADD TEST * REMOVE BENCHMARKS * BUG FIX * CHANGE PRECISION * CHANGE PRECISION * ADD OMELYAN TEST * RENAME O * UPDATE STREAMING AVG * UPDATE PR * RENAME STD_MAT * MERGE MAIN * REMOVE COEFFICIENT EXPORTS
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* Minor formatting * formatting * fix test * formatting
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Commits on Jun 3, 2024
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Commits on Jun 5, 2024
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Apply function on pytree directly. (#692)
* Apply function on pytree directly. Avoiding unnecssary unpacking * Fix kwarg
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Commits on Jun 15, 2024
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Enable shared mcmc parameters with tempered smc (#694)
* add parameter filtering * fix parameter split + docstring * change extend_paramss
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Commits on Jun 20, 2024
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Commits on Jun 24, 2024
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* Fix equation formatting * Clarify JAX gradient error * Fix punctuation + capitalization * Fix grammar Should not begin sentence with "i.e." in English. * Fix math formatting error * Fix typo Change parallel _ensample_ chain adaptation to parallel _ensemble_ chain adaptation. * Add SVGD citation to appear in doc Currently the SVGD paper is only cited in the `kernel` function, which is defined _within_ the `build_kernel` function. Because of this nested function format, the SVGD paper is _not_ cited in the documentation. To fix this, I added a citation to the SVGD paper in the `as_top_level_api` docstring. * Fix grammar + clarify doc * Fix typo --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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Commits on Jul 31, 2024
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The jitted step remained unused, leading to the example running with an uncompiled nuts.step. Changing this reduces the execution time by a factor of 30 on my system and showcases blackjax' speed.
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Commits on Aug 7, 2024
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Enable progress bar under pmap (#712)
* enable pmap progbar * fix bar creation * add locking * fix formatting * switch to using chain state
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Commits on Aug 9, 2024
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Commits on Aug 12, 2024
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Simplify
run_inference_algorithm
(#714)* fix minor type errors * storing only expectation values * fixed memory efficient sampling * clean up * renaming vars * precommit fixes * fixing tests * fixing tests * fixing tests * fixing tests * fixing tests * merge main * burn in and fix tests * burn in and fix tests * minor fixes * minor fixes * minor fixes --------- Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com>
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Commits on Aug 13, 2024
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Commits on Aug 24, 2024
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* bug fix; first part * bug fix; first part * further debug * remove print statements
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Commits on Aug 26, 2024
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Waste Free SMC available for adaptive tempered and tempered SMC. (#721)
* extracting taking last * test passing * layering * example * more * Adding another example * tests in place * rolling back changes * Adding test for num_mcmc_steps * format * better test coverage * linter * Flake8 * black * Update blackjax/smc/waste_free.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * fixing linter --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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* bug fix; first part * bug fix; first part * further debug * remove print statements * handle logdensity nans. mask -> 1 - mask.
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Commits on Sep 16, 2024
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Implement metric scaling (#733)
* Plotting BlackJAX with BlackJAX * Plotting BlackJAX with BlackJAX * Proposed implementation for metric scaling * Add tests and fix some small typing issues raised by pre-commit. * Fix remaining failing tests * pre-commit run * The original implementation was using upper cholesky, I was using lower. * Fixing a bunch of tests * Update blackjax/mcmc/metrics.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Update blackjax/mcmc/metrics.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Merged comments from Junpeng * Merged comments from Junpeng --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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Commits on Sep 23, 2024
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Speed up Schrodinger Follmer test (#741)
* Plotting BlackJAX with BlackJAX * Plotting BlackJAX with BlackJAX * Update blackjax/mcmc/metrics.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Update blackjax/mcmc/metrics.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Merged comments from Junpeng * Speed up Follmer --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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Commits on Oct 5, 2024
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Partial posteriors SMC and refactor to decouple tempering from SMC co…
…nstruction (#729) * extracting taking last * test passing * layering * example * more * Adding another example * tests in place * rolling back changes * Adding test for num_mcmc_steps * format * better test coverage * linter * Flake8 * black * implementation[ * partial posteriors implementation * rolling back some changes * linter * fixing test * adding reference * typo * exposing in top level api * reruning precommit * adding more steps * smaller step size * fixes on comments * small fix on formating * renaming to data mask * linter
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Commits on Oct 8, 2024
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Add pre-conditioning matrix to Barker proposal (#731)
* Draft pre-conditioning matrix in Barker proposal. This is a first draft of adding the pre-conditioning to the Barker proposal. This follows Algorithms 4 and 5 in Appendix G of the original Barker proposal paper. It's somewhat unclear from the paper, but the separate step size that was already implemented serves as a global scale for the normal distribution of the proposal. The function `_compute_acceptance_probability` now takes in the transpose sqrt mass matrix and the inverse, also it has been flattened to accomodate the corresponding matrix multiplicatios. * Fix typing of inverse_mass_matrix argument Fix typing of mass matrix. * Fix docstrings. The original docstring of step_size was incorrect, there is no sympletic integrator. * Make test for Barker in test_sampling run again We make this possible by adding an identity pre-conditining matrix, which should make the test run in the same way as before. * Add test to ensure correctness of precond matrix We add a new test to barker.py to ensure that our implementation of the preconditioning matrix is correct. We follow Appendix G in the paper that mentions that algorithm 4 and 5 (which we implemented) should be equivalent to rescaling the parameters and the logdensity in a specific way. We implement both approaches when using the barker proposal to infer the mean and sigma of a normal distribution. We check that with two different random seeds the chains outputted are equivalent up to some tolerance. We also patch the original test in this file by adding an identity mass matrix. * Fix dimensionality of identity matrix * Add missing mass matrix in missing tests. * added option to transpose the matrix when scaling option to transpose the mass_matrix_sqrt or inv_mass_matrix_sqrt was necessary for the barker algorithm as far as I can tell. This has not been propagated to the riemannian metric * use the metric scaling function in barker Here we use the new metric.scale function to perform the operations required by the Barker proposal algorithm, instead of passing around the mass_matrix_sqrt and inv_mass_matrix_sqrt directly. We also make the `inverse_mass_matrix` argument optional to avoid breaking the API. * update test_sampling with barker api the mass matrix is now an optional argument in barker. * update test_barker so it works with metric.scale * fix tests add trans to scale * add trans argument to riemannian scaling * no default * Update barker.py Make acceptance function metric agnostic * Update test_barker.py Add invariance test * simplify logic to remove _barker_sample_nd * fix bug so now everything is tree_mapped in barker * fix test to not use _barker_sample_nd * Update blackjax/mcmc/metrics.py make inv and trans required kwarg with type bool in metric.scale Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * Update blackjax/mcmc/metrics.py lax.cond might not be needed in metric.scale as inv and trans are static kwarg Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * propagate changes of inv, trans as required kwarg * fix test metrics --------- Co-authored-by: Adrien Corenflos <adrien.corenflos@gmail.com> Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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Commits on Oct 30, 2024
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Add logjac to logdensity_fn (#751)
* Add logjac to logdensity_fn * Refactor logprior_fn in SMCLinearRegressionTestCase
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Commits on Jan 2, 2025
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* TESTS * TESTS * UPDATE DOCSTRING * ADD STREAMING VERSION * ADD PRECONDITIONING TO MCLMC * ADD PRECONDITIONING TO TUNING FOR MCLMC * UPDATE GITIGNORE * UPDATE GITIGNORE * UPDATE TESTS * UPDATE TESTS * ADD DOCSTRING * ADD TEST * STREAMING AVERAGE * ADD TEST * REFACTOR RUN_INFERENCE_ALGORITHM * UPDATE DOCSTRING * Precommit * CLEAN TESTS * FIX BAD MERGE * ADJUSTED MCLMC * REMOVE BENCHMARKS: * ADD ADJUSTED MCLMC * GITIGNORE * PRECOMMIT CLEAN UP * FIX SPELLING, ADD OMELYAN, EXPORT COEFFICIENTS * TEMPORARILY ADD BENCHMARKS * ADD ADJUSTED MCLMC TUNING * CLEAN * UNIFY ADJUSTED MCLMC AND MCHMC * ADD INITIAL_POSITION * FIX TEST * CLEAN UP * REMOVE BENCHMARKS * ADD TEST * REMOVE BENCHMARKS * MODIFY WINDOW ADAPTATION TO TAKE INTEGRATOR * MODIFY WINDOW ADAPTATION TO TAKE INTEGRATOR * BUG FIX * CHANGE PRECISION * CHANGE PRECISION * ADD OMELYAN TEST * ADD ADJUSTED MCLMC TEST * ADD ADJUSTED MCLMC TEST * RENAME O * UPDATE STREAMING AVG * UPDATE STREAMING AVG * FIX MERGE * UPDATE PR * RENAME STD_MAT * RENAME STD_MAT * RENAME STD_MAT * MERGE MAIN * REMOVE COEFFICIENT EXPORTS * REMOVE COEFFICIENT EXPORTS * RESOLVE MYPY ISSUE * RESOLVE MYPY ISSUE * RETURN EXPECTATION HISTORY * FIX KWARG BUG * FIX KWARG BUG * FIX KWARG BUG IN ADJUSTED MCLMC * MAKE WINDOW ADAPTATION TAKE INTEGRATOR AS ARGUMENT * L_proposal_factor * SPLIT TUNING FOR AMCLMC INTO SEPARATE FILE * SPLIT TUNING FOR AMCLMC INTO SEPARATE FILE * RENAME STREAMING_AVERAGE_UPDATE ARGS IN ADJUSTED MCLMC ADAPTATION * diagnostics * fix bugs * FIX MINOR TUNING BUGS * UPDATE TUNING * UPDATE TUNING * UPDATE TUNING * names * test * tuning * update * ready for test * ready for test * ready for test * Update blackjax/adaptation/adjusted_mclmc_adaptation.py Co-authored-by: Junpeng Lao <junpenglao@gmail.com> * edit --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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Commits on Jan 16, 2025
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* extracting taking last * test passing * layering * example * more * Adding another example * tests in place * rolling back changes * Adding test for num_mcmc_steps * format * better test coverage * linter * Flake8 * black * implementation[ * partial posteriors implementation * rolling back some changes * linter * fixing test * adding reference * typo * exposing in top level api * reruning precommit * up to now * one step working * fixes * tests passing * checkpoint tests passing * more * tests passing, implementation in place * tests passing * rounding * adding to init * rollbacks * rollback * rollback * docs * precommit * removing extra parameter * code review updates
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Commits on Jan 20, 2025
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Remove meeting scheduling (#768)
* Remove meeting scheduling * Fix tests
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Commits on Jan 21, 2025
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* test CI * test CI * test CI: add static * test CI: add static * test CI: add static tests * Revert "test CI: add static" This reverts commit 2db919d. * Revert "test CI: add static" This reverts commit fa6558f. * test CI: add static tests * test CI: add static tests * test CI: add static tests * test CI: old tests * test CI: old tests * test CI: old tests with addition * test CI: old tests with addition of num tuning steps
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Commits on Jan 22, 2025
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Commits on Feb 18, 2025
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MCLMC adaptation total num steps and initial guess (#778)
* total_num_tuning_integrator_steps * Initial params for MCLMC adaptation
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Commits on Feb 19, 2025
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SMC: Joint tuning and pretuning (#776)
* impl * rename * docs --------- Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
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