Skip to content
Permalink

Comparing changes

Choose two branches to see what’s changed or to start a new pull request. If you need to, you can also or learn more about diff comparisons.

Open a pull request

Create a new pull request by comparing changes across two branches. If you need to, you can also . Learn more about diff comparisons here.
base repository: pymc-devs/pymc-extras
Failed to load repositories. Confirm that selected base ref is valid, then try again.
Loading
base: v0.1.1
Choose a base ref
...
head repository: pymc-devs/pymc-extras
Failed to load repositories. Confirm that selected head ref is valid, then try again.
Loading
compare: v0.1.2
Choose a head ref
  • 12 commits
  • 89 files changed
  • 8 contributors

Commits on Jun 28, 2024

  1. Copy the full SHA
    53ff589 View commit details
  2. Blackjax API change

    ricardoV94 committed Jun 28, 2024

    Verified

    This commit was signed with the committer’s verified signature. The key has expired.
    MylesBorins Myles Borins
    Copy the full SHA
    bd89129 View commit details
  3. Copy the full SHA
    b180f6a View commit details
  4. Temporarily mark two tests as xfail

    ricardoV94 committed Jun 28, 2024
    Copy the full SHA
    51704bd View commit details

Commits on Jun 29, 2024

  1. More bugfixes for statespace (#346)

    * Allow forward sampling of statespace models in JAX mode
    
    Explicitly set data shape to avoid broadcasting error
    
    Better handling of measurement error dims in `SARIMAX` models
    
    Freeze auxiliary models before forward sampling
    
    Bugfixes for posterior predictive sampling helpers
    
    Allow specification of time dimension name when registering data
    
    Save info about exogenous data for post-estimation tasks
    
    Restore `_exog_data_info` member variable
    
    Be more consistent with the names of filter outputs
    
    * Adjust test suite to reflect API changes
    
    Modify structural tests to accommodate deterministic models
    
    Save kalman filter outputs to idata for statespace tests
    
    Remove test related to `add_exogenous`
    
    Adjust structural module tests
    
    * Add JAX test suite
    
    * Bug-fixes and changes to statespace distributions
    
    Remove tests related to the `add_exogenous` method
    
    Add dummy `MvNormalSVDRV` for forward jax sampling with `method="SVD"`
    
    Dynamically generate `LinearGaussianStateSpaceRV` signature from inputs
    
    Add signature and simple test for `SequenceMvNormal`
    
    * Re-run example notebooks
    
    * Add helper function to sample prior/posterior statespace matrices
    
    * fix tests
    
    * Wrap jax MvNormal rewrite in try/except block
    
    * Don't use `action` keyword in `catch_warnings`
    
    * Skip JAX test if `numpyro` is not installed
    
    * Handle batch dims on `SequenceMvNormal`
    
    * Remove unused batch_dim logic in SequenceMvNormal
    
    * Restore `get_support_shape_1d` import
    jessegrabowski authored Jun 29, 2024
    Copy the full SHA
    e85677b View commit details

Commits on Jul 1, 2024

  1. Implement Laplace (quadratic) approximation (#345)

    * First draft of quadratic approximation
    
    * [pre-commit.ci] auto fixes from pre-commit.com hooks
    
    for more information, see https://pre-commit.ci
    
    * Review comments incorporated
    
    * License and copyright information added
    
    * Only add additional data to inferencedata when chains!=0
    
    * Raise error if Hessian is singular
    
    * Replace for loop with call to remove_value_transforms
    
    * Pass model directly when finding MAP and the Hessian
    
    * Update pymc_experimental/inference/laplace.py
    
    Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
    
    * Remove chains from public parameters for Laplace approx method
    
    * [pre-commit.ci] auto fixes from pre-commit.com hooks
    
    for more information, see https://pre-commit.ci
    
    * Parameter draws is not optional with default value 1000
    
    * [pre-commit.ci] auto fixes from pre-commit.com hooks
    
    for more information, see https://pre-commit.ci
    
    * Add warning if numbers of variables in vars does not equal number of model variables
    
    * Update version.txt
    
    * `shock_size` should never be scalar
    
    * Blackjax API change
    
    * Handle latest PyMC/PyTensor breaking changes
    
    * Temporarily mark two tests as xfail
    
    * More bugfixes for statespace (#346)
    
    * Allow forward sampling of statespace models in JAX mode
    
    Explicitly set data shape to avoid broadcasting error
    
    Better handling of measurement error dims in `SARIMAX` models
    
    Freeze auxiliary models before forward sampling
    
    Bugfixes for posterior predictive sampling helpers
    
    Allow specification of time dimension name when registering data
    
    Save info about exogenous data for post-estimation tasks
    
    Restore `_exog_data_info` member variable
    
    Be more consistent with the names of filter outputs
    
    * Adjust test suite to reflect API changes
    
    Modify structural tests to accommodate deterministic models
    
    Save kalman filter outputs to idata for statespace tests
    
    Remove test related to `add_exogenous`
    
    Adjust structural module tests
    
    * Add JAX test suite
    
    * Bug-fixes and changes to statespace distributions
    
    Remove tests related to the `add_exogenous` method
    
    Add dummy `MvNormalSVDRV` for forward jax sampling with `method="SVD"`
    
    Dynamically generate `LinearGaussianStateSpaceRV` signature from inputs
    
    Add signature and simple test for `SequenceMvNormal`
    
    * Re-run example notebooks
    
    * Add helper function to sample prior/posterior statespace matrices
    
    * fix tests
    
    * Wrap jax MvNormal rewrite in try/except block
    
    * Don't use `action` keyword in `catch_warnings`
    
    * Skip JAX test if `numpyro` is not installed
    
    * Handle batch dims on `SequenceMvNormal`
    
    * Remove unused batch_dim logic in SequenceMvNormal
    
    * Restore `get_support_shape_1d` import
    
    * Fix failing test case for laplace
    
    ---------
    
    Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
    Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
    Co-authored-by: Jesse Grabowski <jessegrabowski@gmail.com>
    Co-authored-by: Ricardo Vieira <ricardo.vieira1994@gmail.com>
    Co-authored-by: Jesse Grabowski <48652735+jessegrabowski@users.noreply.github.com>
    6 people authored Jul 1, 2024
    Copy the full SHA
    87d4aea View commit details

Commits on Jul 19, 2024

  1. Move tests/ to project root (#361)

    jessegrabowski authored Jul 19, 2024
    Copy the full SHA
    99170df View commit details
  2. Add Exponential distribution to model/transforms/autoreparam.py (#365)

    ferrine authored Jul 19, 2024
    Copy the full SHA
    d50742d View commit details

Commits on Jul 27, 2024

  1. fix autoreparam because dims are no longer static (#363)

    ferrine authored Jul 27, 2024
    Copy the full SHA
    7ce4ac8 View commit details

Commits on Jul 28, 2024

  1. Update pre-commit (#368)

    * Update pre-commit to use ruff
    
    * Run ruff with new configuration
    
    * Additional fixes requested by ruff
    
    * [pre-commit.ci] auto fixes from pre-commit.com hooks
    
    for more information, see https://pre-commit.ci
    
    ---------
    
    Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
    jessegrabowski and pre-commit-ci[bot] authored Jul 28, 2024
    Copy the full SHA
    89bbe19 View commit details

Commits on Aug 10, 2024

  1. Update version.txt

    jessegrabowski authored and ricardoV94 committed Aug 10, 2024
    Copy the full SHA
    af91b42 View commit details

Commits on Sep 6, 2024

  1. Remove test.pypi step on releases

    lucianopaz committed Sep 6, 2024
    Copy the full SHA
    ddba171 View commit details
Loading