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base repository: pymc-devs/pymc-extras
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base: v0.1.1
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head repository: pymc-devs/pymc-extras
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compare: v0.1.2
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- 12 commits
- 89 files changed
- 8 contributors
Commits on Jun 28, 2024
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Commits on Jun 29, 2024
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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
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Commits on Jul 1, 2024
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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>
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Commits on Jul 19, 2024
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Commits on Jul 27, 2024
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Commits on Jul 28, 2024
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* 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>
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Commits on Aug 10, 2024
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Commits on Sep 6, 2024
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