Add Bayesian VAR(2) example script #1658 #3619
Workflow file for this run
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| # adapted from https://github.com/actions/starter-workflows/blob/master/ci/python-package.yml | |
| name: CI | |
| on: | |
| push: | |
| branches: [ master ] | |
| pull_request: | |
| branches: [ master ] | |
| jobs: | |
| lint: | |
| runs-on: ubuntu-latest | |
| strategy: | |
| matrix: | |
| python-version: ["3.10"] | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v2 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install dependencies | |
| run: | | |
| sudo apt install -y pandoc gsfonts | |
| python -m pip install --upgrade pip | |
| pip install jaxlib | |
| pip install jax | |
| pip install .[doc,test] | |
| pip install https://github.com/pyro-ppl/funsor/archive/master.zip | |
| pip install -r docs/requirements.txt | |
| pip freeze | |
| - name: Lint with mypy and ruff | |
| run: | | |
| make lint | |
| - name: Build documentation | |
| run: | | |
| make docs | |
| - name: Test documentation | |
| run: | | |
| make doctest | |
| python -m doctest -v README.md | |
| test-modeling: | |
| runs-on: ubuntu-latest | |
| needs: lint | |
| strategy: | |
| matrix: | |
| python-version: ["3.10"] | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v2 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install dependencies | |
| run: | | |
| sudo apt install -y graphviz | |
| python -m pip install --upgrade pip | |
| # Keep track of pyro-api master branch | |
| pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip | |
| pip install jaxlib | |
| pip install jax | |
| pip install https://github.com/pyro-ppl/funsor/archive/master.zip | |
| pip install .[dev,test] | |
| pip freeze | |
| - name: Test with pytest | |
| run: | | |
| CI=1 pytest -vs -k "not test_example" --durations=100 --ignore=test/infer/ --ignore=test/contrib/ | |
| - name: Test x64 | |
| run: | | |
| JAX_ENABLE_X64=1 pytest -vs test/test_distributions.py -k powerLaw | |
| test-inference: | |
| runs-on: ubuntu-latest | |
| needs: lint | |
| strategy: | |
| matrix: | |
| python-version: ["3.10"] | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v2 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install dependencies | |
| run: | | |
| python -m pip install --upgrade pip | |
| # Keep track of pyro-api master branch | |
| pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip | |
| pip install jaxlib | |
| pip install jax | |
| pip install https://github.com/pyro-ppl/funsor/archive/master.zip | |
| pip install .[dev,test] | |
| pip freeze | |
| - name: Test with pytest | |
| run: | | |
| pytest -vs --durations=20 test/infer/test_mcmc.py | |
| pytest -vs --durations=20 test/infer --ignore=test/infer/test_mcmc.py --ignore=test/contrib/test_nested_sampling.py | |
| pytest -vs --durations=20 test/contrib --ignore=test/contrib/stochastic_support/test_dcc.py | |
| - name: Test x64 | |
| run: | | |
| JAX_ENABLE_X64=1 pytest -vs test/infer/test_mcmc.py -k x64 | |
| - name: Test chains | |
| run: | | |
| XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_mcmc.py -k "chain or pmap or vmap" | |
| XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/contrib/test_tfp.py -k "chain" | |
| XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/contrib/stochastic_support/test_dcc.py | |
| XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_hmc_gibbs.py -k "chain" | |
| - name: Test custom prng | |
| run: | | |
| JAX_ENABLE_CUSTOM_PRNG=1 pytest -vs test/infer/test_mcmc.py | |
| - name: Test nested sampling | |
| run: | | |
| JAX_ENABLE_X64=1 pytest -vs test/contrib/test_nested_sampling.py | |
| examples: | |
| runs-on: ubuntu-latest | |
| needs: lint | |
| strategy: | |
| matrix: | |
| python-version: ["3.10"] | |
| steps: | |
| - uses: actions/checkout@v2 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v2 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install dependencies | |
| run: | | |
| python -m pip install --upgrade pip | |
| pip install jaxlib | |
| pip install jax | |
| pip install https://github.com/pyro-ppl/funsor/archive/master.zip | |
| pip install .[dev,examples,test] | |
| pip freeze | |
| - name: Test with pytest | |
| run: | | |
| CI=1 XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs -k test_example |