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Supporting Population Samplers (implemented DE-MCMC) #2735

Merged
merged 60 commits into from
Dec 5, 2017
Merged

Supporting Population Samplers (implemented DE-MCMC) #2735

merged 60 commits into from
Dec 5, 2017

Commits on Oct 18, 2017

  1. catching other error types that may occur when gradients are not avai… 

    …lable
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    michaelosthege committed Oct 18, 2017
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Commits on Nov 9, 2017

  1. Merge branch 'master' of https://github.com/pymc-devs/pymc3

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Commits on Nov 14, 2017

  1. Merge branch 'master' of https://github.com/pymc-devs/pymc3

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Commits on Nov 16, 2017

  1. Merge branch 'master' of https://github.com/pymc-devs/pymc3

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    michaelosthege committed Nov 16, 2017
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Commits on Nov 21, 2017

  1. Merge branch 'master' of https://github.com/pymc-devs/pymc3

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  2. added a benchmark example for correlated dimensions

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    michaelosthege committed Nov 21, 2017
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  3. marking Metropolis as COMPATIBLE for all types, added line breaks (co… 

    …de style)
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    michaelosthege committed Nov 21, 2017
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  4. specifying single job to force the sample_many function

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    michaelosthege committed Nov 21, 2017
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  5. modified sampling procedure to interate chains in parallel (instead o… 

    …f sequentially)
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    michaelosthege committed Nov 21, 2017
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  6. updated description

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    michaelosthege committed Nov 21, 2017
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Commits on Nov 22, 2017

  1. indexing samplers by chain number instead of chain id

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    michaelosthege committed Nov 22, 2017
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  2. print transposes result table

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    michaelosthege committed Nov 22, 2017
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Commits on Nov 23, 2017

  1. created PopulationArrayStepShared base class that allows the individu… 

    …al sampler to be aware of other chains
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    michaelosthege committed Nov 23, 2017
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  2. modified sampling loop to account for the PopulationArrayStepShared s… 

    …ampler types
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    michaelosthege committed Nov 23, 2017
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  3. added the DEMetropolis sampler

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    michaelosthege committed Nov 23, 2017
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  4. raisig an error when the population is too small

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    michaelosthege committed Nov 23, 2017
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  5. verbose debug logging

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    michaelosthege committed Nov 23, 2017
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  6. removed debug print

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    michaelosthege committed Nov 23, 2017
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  7. forcing CompoundStep type

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    michaelosthege committed Nov 23, 2017
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  8. formatting

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  9. setting DEMetropolis as a blocked step method

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  10. measuring the runtime, example with both 2D z-variable and two 1D x,y… 

    … variables
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Commits on Nov 24, 2017

  1. changed the initialization order such that variable transforms are ap… 

    …plied
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    michaelosthege committed Nov 24, 2017
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  2. fixed a bug caused by start=None

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    michaelosthege committed Nov 24, 2017
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Commits on Nov 27, 2017

  1. fixes a bug in computing lambda

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    michaelosthege committed Nov 27, 2017
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  2. using a Uniform proposal with low initial scale

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    michaelosthege committed Nov 27, 2017
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  3. renamed local variable

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    michaelosthege committed Nov 27, 2017
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Commits on Nov 28, 2017

  1. logging the crossover and scaling

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  2. fixed a bug that caused step methods to not be copied

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    michaelosthege committed Nov 28, 2017
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  3. smarter multiprocessing

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    michaelosthege committed Nov 28, 2017
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  4. automatic multiprocessing decision, reporting relative sampling rates

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    michaelosthege committed Nov 28, 2017
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  5. print format

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  6. inheriting PopulationArraySharedStep from ArrayStepShared, using a bi… 

    …j attribute because DEMetropolis will use it
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  7. printing the number of effective samples per variable

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    michaelosthege committed Nov 28, 2017
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  8. docstrings and comments

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    michaelosthege committed Nov 28, 2017
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  9. falling back to sequential sampling if no population samplers are used

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    michaelosthege committed Nov 28, 2017
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  10. removed debugging stats logging

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    michaelosthege committed Nov 28, 2017
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  11. fixed nested if else

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    michaelosthege committed Nov 28, 2017
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  12. updated print statement

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    michaelosthege committed Nov 28, 2017
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Commits on Nov 29, 2017

  1. fixed a bug related to bijection updating

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    michaelosthege committed Nov 29, 2017
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  2. docstring and comments

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    michaelosthege committed Nov 29, 2017
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  3. refactoring for better clarity and less diff

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    michaelosthege committed Nov 29, 2017
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  4. code style

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  5. removed unused import

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  6. fixed a bug where Slice was preferred on multidimensional variables

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  7. printing the stepper hierarchy, fixed a variable name, handling non-C… 

    …ompoundStep methods
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  8. fixed a bug where DEMetropolis assigned itself to discrete vars, fixe… 

    …d a bug that happened when only one var was assigned
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  9. improved code style, including Slice in comparison

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Commits on Nov 30, 2017

  1. including DEMetropolis in existing tests, added test case for Populat… 

    …ionSamplers
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    michaelosthege committed Nov 30, 2017
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  2. fixes python 2.7 compatibility

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    michaelosthege committed Nov 30, 2017
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  3. Using multiprocessing to parallelize iteration of chain populations (… 

    …initial)
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    michaelosthege committed Nov 30, 2017
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Commits on Dec 1, 2017

  1. added references

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    michaelosthege committed Dec 1, 2017
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  2. added a warning that DEMetropolis is experimental

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    michaelosthege committed Dec 1, 2017
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  3. forgotten space

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    michaelosthege committed Dec 1, 2017
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  4. modified the PopulationStepper to automatically use parallelization o… 

    …r fallback to sequential mode
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    michaelosthege committed Dec 1, 2017
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  5. avoiding a reimport, disabled chain parallelization by default

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    michaelosthege committed Dec 1, 2017
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  6. increased nchains

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    michaelosthege committed Dec 1, 2017
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Commits on Dec 4, 2017

  1. resolving conflicts

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    michaelosthege committed Dec 4, 2017
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  2. resolving conflicts

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    michaelosthege committed Dec 4, 2017
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Commits on Dec 5, 2017

  1. included DEMetropolis in new features

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    michaelosthege committed Dec 5, 2017
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