Fixed point iterator #978
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Fixed point iterator #978
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…o jax Co-authored-by: Ricardo Vieira <[email protected]> Co-authored-by: aseyboldt <[email protected]> Co-authored-by: Rob Zinkov <[email protected]> Co-authored-by: Jesse Grabowski <[email protected]>
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Description
This builds on @aseyboldt's work in #944. It is part of the INLA hackathon (pymc-devs/pymc-experimental#340, specific related issues pymc-devs/pymc-experimental#342 and pymc-devs/pymc-experimental#343) and will later involve rewrites for the gradient using the adjoint method where we define the backward pass only at the solution point rather than backpropagating through each step of the iterator and storing all the intermediate values (implicit function theorem, see here, here, and here).
There's a crappy test that checks it matches the jax output from an example from the Deep Implicit Layers tutorial. Note, it's essential to run this with jax float64 precision
Related Issue
find_MAPpymc#7308Checklist
Type of change