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Enable fitlering of AdaptationInfo #674

Merged
merged 7 commits into from
May 16, 2024
Merged

Enable fitlering of AdaptationInfo #674

merged 7 commits into from
May 16, 2024

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andrewdipper
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This PR allows for AdaptationInfo to be filtered during the window_adaptation process. Always storing all the auxiliary information can lead to substantial excess memory usage.

In response to: #667

I put some initial changes here but it seems like this change applies to the other adaptation algorithms. Perhaps it's worth moving return_all_adapt_info and get_filter_adapt_info_fn to adaptation/base.py and enabling filtering for the other adaptation algorithms. But I thought I'd get some perspectives before going down that path.

Let me know any thoughts / changes

junpenglao
junpenglao previously approved these changes May 15, 2024
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Excellent. Thanks!

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I put some initial changes here but it seems like this change applies to the other adaptation algorithms. Perhaps it's worth moving return_all_adapt_info and get_filter_adapt_info_fn to adaptation/base.py and enabling filtering for the other adaptation algorithms. But I thought I'd get some perspectives before going down that path.

+1, we should apply this to other adaptation algorithms.

@andrewdipper andrewdipper changed the title Draft - Enable fitlering of AdaptationInfo Enable fitlering of AdaptationInfo May 15, 2024
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I added the AdaptationInfo filtering for the other adaptation algorithms. The second test that is pretty similar to the first is there to make sure the filtering is general to the other adaptation algorithms.

@andrewdipper andrewdipper requested a review from junpenglao May 15, 2024 21:42
junpenglao
junpenglao reviewed May 16, 2024
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blackjax/adaptation/base.py
adaptation_info_fn=get_filter_adapt_info_fn() saves no auxiliary information
"""

def filter_tuple(tup, key_set):
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BTW, is there a jax tree function that does this kind of filtering?

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I changed it to use tree_map - that seems like the most I can offload to the jax tree functions

@andrewdipper andrewdipper requested a review from junpenglao May 16, 2024 15:50
junpenglao
junpenglao approved these changes May 16, 2024
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Awesome! thanks!

@junpenglao junpenglao merged commit cd91e41 into blackjax-devs:main May 16, 2024
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@andrewdipper andrewdipper mentioned this pull request May 17, 2024
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@junpenglao junpenglao mentioned this pull request May 17, 2024
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AdrienCorenflos added a commit to AdrienCorenflos/blackjax that referenced this pull request Aug 14, 2024
@AdrienCorenflos @junpenglao
@ciguaran @ksnxr @GaetanLepage @albcab @andrewdipper @reubenharry @gil2rok @johannahaffner @JakobRobnik
Merge remote to fork (#1)
bbe5c15 
* Update README.md (blackjax-devs#638)

* Update README.md

Update citation.

* Update README.md

* Indexing the notebook showing how to reproduce the GIF. (blackjax-devs#640)

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Bump python version (blackjax-devs#645)

* Bump python version

* update bool inverse

* SMC: allow each mutation kernel to have different parameters. (blackjax-devs#649)

* vmaping over parameters in base

* switch from mcmc_factory to just passing in parameters

* pre-commit and typing

* CRU and docs improvement

* pre-commit

* code review updates

* pre-commit

* rename test

* Migrate from deprecated `host_callback` to `io_callback` (blackjax-devs#651)

* Migrate from deprecated `host_callback` to `io_callback`

Co-Authored-By:
George Necula <gnecula@users.noreply.github.com>

* Format file

* Fix bug

* Fix MALA transition energy (blackjax-devs#653)

* Fix MALA transition energy

* Use a different logic.

* Change variable names (blackjax-devs#654)

* Replace iterative RNG split and carry with `jax.random.fold_in` (blackjax-devs#656)

* Replace iterative RNG split and carry with `jax.random.fold_in`

* revert unintended change

* file formatting

* change `jax.tree_map` to `jax.tree.map`

* revert unintended file

* fiddle with rng_key

* seed again

* Removal of Algorithm classes. (blackjax-devs#657)

* more

* removing export

* removal of classes, tests passing

* linter

* fix on test

* linter

* removing parametrization on test

* code review updates

* exporting as_top_level_api in dynamic_hmc

* linter

* code review update: replace imports

* Fix deprecated call to jnp.clip (blackjax-devs#664)

* Update jax version requirements (blackjax-devs#666)

Fix blackjax-devs#665

* Make tests pass on `aarch64-linux` (blackjax-devs#671)

* Enable fitlering of AdaptationInfo (blackjax-devs#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

* Update `run_inference_algorithm` to split `initial_position` and `initial_state` (blackjax-devs#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

* Preconditioned mclmc (blackjax-devs#673)

* 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

* New integrator, and add some metadata to integrators.py (blackjax-devs#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

* Minor formatting (blackjax-devs#685)

* Minor formatting

* formatting

* fix test

* formatting

* MAKE WINDOW ADAPTATION TAKE INTEGRATOR AS ARGUMENT (blackjax-devs#687)

* FIX KWARG BUG (blackjax-devs#686)

* FIX KWARG BUG

* FIX KWARG BUG

* Change isokinetic_integrator generation API (blackjax-devs#689)

* Apply function on pytree directly. (blackjax-devs#692)

* Apply function on pytree directly.

Avoiding unnecssary unpacking

* Fix kwarg

* Fix sampling test. (blackjax-devs#693)

* Enable shared mcmc parameters with tempered smc (blackjax-devs#694)

* add parameter filtering

* fix parameter split + docstring

* change extend_paramss

* convert to bit twiddling (blackjax-devs#696)

* Remove nightly release (blackjax-devs#699)

* Fix doc mistakes (blackjax-devs#701)

* 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>

* Update index.md (blackjax-devs#711)

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.

* Enable progress bar under pmap (blackjax-devs#712)

* enable pmap progbar

* fix bar creation

* add locking

* fix formatting

* switch to using chain state

* remove labels (blackjax-devs#716)

* Simplify `run_inference_algorithm` (blackjax-devs#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>

* Harmonize Quickstart example (blackjax-devs#717)

* Update README.md (blackjax-devs#719)

---------

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>
Co-authored-by: Carlos Iguaran <ciguaran@users.noreply.github.com>
Co-authored-by: ksnxr <70186663+ksnxr@users.noreply.github.com>
Co-authored-by: Gaétan Lepage <33058747+GaetanLepage@users.noreply.github.com>
Co-authored-by: Alberto Cabezas <a.cabezasgonzalez@lancaster.ac.uk>
Co-authored-by: andrewdipper <andrewpratt333@gmail.com>
Co-authored-by: Reuben <reubenharry@users.noreply.github.com>
Co-authored-by: Gilad Turok <36947659+gil2rok@users.noreply.github.com>
Co-authored-by: johannahaffner <38662446+johannahaffner@users.noreply.github.com>
Co-authored-by: jakob.robnik@gmail.com <jakob.robnik@gmail.com>
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@junpenglao junpenglao junpenglao approved these changes

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@andrewdipper @junpenglao