https://github.com/pymc-devs/pymc3

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Revision Author Date Message Commit Date
5c600c7 Use graph_replace instead of clone_replace in VI 31 July 2023, 08:34:05 UTC
1a06d50 Raise NotImplementedError for multivariate CustomDists 31 July 2023, 08:34:05 UTC
2303bf9 Bump PyTensor dependency to 2.14.1 31 July 2023, 08:34:05 UTC
f9e6418 Make test_inference tests fail on unexpected warnings 31 July 2023, 08:34:05 UTC
e3961fc Logprob derivation for Max (#6769) 27 July 2023, 07:58:48 UTC
510d3b8 Restrict domain on alpha in the CAR distribution (#6801) * Restricted alpha to be greater than -1 and less than 1. Adjusted parameter checks. * Ricardo's suggestions * add tests for code-cov * logp test, test rename, np.all - > np.any 26 July 2023, 20:06:26 UTC
cd1d354 Mark object stats as `str`-typed 24 July 2023, 15:06:57 UTC
65eb592 Fix duplicate `"tune"` stat in McBackend adapter 24 July 2023, 15:06:57 UTC
38e87e2 Emit `"tune"` from all stepmethods 24 July 2023, 15:06:57 UTC
63483b7 ⬆️ UPGRADE: Autoupdate pre-commit config (#6784) * ⬆️ UPGRADE: Autoupdate pre-commit config * ⬆️ UPGRADE: Autoupdate pre-commit config * ⬆️ UPGRADE: Autoupdate pre-commit config * ⬆️ UPGRADE: Autoupdate pre-commit config * ⬆️ UPGRADE: Autoupdate pre-commit config --------- Co-authored-by: pymc-bot <pymc-devs@users.noreply.github.com> 22 July 2023, 21:57:22 UTC
82c6318 Add GP Wrapped Periodic Kernel (#6742) Co-authored-by: Joseph Hall <joseph.hall@bp.com> 19 July 2023, 15:52:50 UTC
4a65148 GP Covariance Function Type Hints (#6740) Co-authored-by: Joseph Hall <joseph.hall@bp.com> 19 July 2023, 12:44:30 UTC
42f2e91 Drop support for Python 3.8 18 July 2023, 19:09:00 UTC
2269d73 Don't use size and simplify dims example in dimensionality notebook 17 July 2023, 10:10:28 UTC
6bfbff5 Update hyperlinks in GLM core notebook 13 July 2023, 10:28:23 UTC
f8581ab Allow creating CustomDist inside another CustomDist 12 July 2023, 14:15:01 UTC
13e7c88 Fix mathematical notation in conditional_logprob docstrings (#6821) * Fix mathematical notation in conditional_logprob docstrings * Update pymc/logprob/basic.py Accepting change in s. It becomes sigma Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> * Update pymc/logprob/basic.py Accepting change in s. It becomes sigma part 2 Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> * Apply suggestions from code review Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> * s_vv to s2_vv --------- Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> 11 July 2023, 14:47:28 UTC
8e89828 Prevent unbound trace due to type hints (#6809) * Prevent unbound trace * move enter and exit into metaclass * simpler, a bit more correct approach * add comment 10 July 2023, 19:52:23 UTC
659f177 replacing pytensor-devs for aesara-devs (#6817) * replacing pytensor-devs for aesara-devs * fix typo * Update docs/source/learn/core_notebooks/pymc_pytensor.ipynb Change pytensor hypterlink to "pymc-devs/pytensor" Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> --------- Co-authored-by: larryshamalama <larry.dong@mail.utoronto.ca> 06 July 2023, 01:59:19 UTC
f67ff8b Use "unobserved" as imputed variable suffix instead of "missing" 30 June 2023, 17:32:11 UTC
1da28b1 Extend support for automatic imputation 30 June 2023, 17:32:11 UTC
12de79c Raise informative error when passing masked data to `Data` 30 June 2023, 17:32:11 UTC
cb2c77f Allow non-scalar measurable switch mixtures 30 June 2023, 09:48:41 UTC
96adf54 Remove unneccessary MeasurableVariable registration 30 June 2023, 09:48:41 UTC
3577573 Remove unused Model functionality 30 June 2023, 08:02:24 UTC
eb916f0 Fix AePPL copyright notice This seems to be a search/replace mistake 30 June 2023, 08:01:52 UTC
413af04 Allow check_dist_not_registered to be called inside CustomDist 29 June 2023, 18:22:20 UTC
4acd5a3 Use less verbose default class_name in `CustomSymbolicDist` 29 June 2023, 18:22:20 UTC
146afc5 adding icdf functions for moyal, gumbel, triangular and weibull 29 June 2023, 13:16:16 UTC
562fe16 NotImplementedError for icdf of non-injective MeasurableTransforms 29 June 2023, 12:34:37 UTC
4847914 Add lower triangular tags to allow chol rewrites Since pymc-devs/pytensor#303, `cholesky(L.dot(L.T))` will rewritten to L if `L.tag.lower_triangular=True`. This change adds these where appropriate. Fixes #6717. 29 June 2023, 12:08:06 UTC
b76be00 Apply rewrites to logp before apply grad This adds safe rewrites to logp before the grad operator is applied. This is motivated by #6717, where expensive `cholesky(L.dot(L.T))` operations are removed. If these remain in the logp graph when the grad is taken, the resulting dlogp graph contains unnecessary operations. However this may improve the stability and performance of grad logp in other situation. 29 June 2023, 12:08:06 UTC
7b08fc1 Add icdf functions for Lognormal, Half Cauchy and Half Normal distributions (#6766) 26 June 2023, 06:07:52 UTC
14e673f Better coverage for float32 tests (#6780) * create a failing test * fix the bug * simplify * add float32 test to transforms 22 June 2023, 11:04:26 UTC
f91dd1c np.product to np.prod (#6789) 22 June 2023, 09:35:10 UTC
2806c23 Make tests compatible with latest release of PyTensor 17 June 2023, 23:05:06 UTC
75ff17a speed-up doc building and fix several issues (#6781) * speed-up doc building and fix several issues * undo misc page * try making censored/truncated/simulator nicer * fix methods rubric * fix ref to hide notebook cells 17 June 2023, 19:52:13 UTC
77f24d7 adding icdf function for Cauchy and Logistic with tests (#6747) Co-authored-by: seuabeia <126102654+seuabeia@users.noreply.github.com> 16 June 2023, 07:44:39 UTC
69514ac ⬆️ UPGRADE: Autoupdate pre-commit config 16 June 2023, 07:17:39 UTC
8554f6d Fix broken link 16 June 2023, 07:16:12 UTC
e69dec9 Simplify Potential docstrings and examples (#6772) * Simplify Potential docstrings and examples Co-authored-by: Bill Engels <w.j.engels@gmail.com> 16 June 2023, 07:05:57 UTC
9bb3cf0 squeeze dim_0 dimensions for scalars away (#6764) * squeeze dim_0 dimensions for scalars away 1. Squeeze scalars in `xarray.Dataset` generated for `constant_data` by arviz. This is a provisional fix until the behavior of arviz here is refactored. * added test 16 June 2023, 04:31:59 UTC
53cbcc3 fixing links to images (#6739) 14 June 2023, 20:45:34 UTC
9d24a78 Fix PolyaGamma's docstring (#6672) * Fix typos in PolyaGamma's docstring * Add polyagamma to docs env --------- Co-authored-by: Michael Osthege <michael.osthege@outlook.com> 14 June 2023, 20:30:25 UTC
c792e88 Probabilty inference for arc transformations Co-authored-by: Luke LB <ll17354@bristol.ac.uk> 14 June 2023, 06:34:21 UTC
154f5b0 Add logprob submodule to API 12 June 2023, 06:32:59 UTC
951fe52 Rename `warn_missing_rvs` to `warn_rvs` 12 June 2023, 06:32:59 UTC
a579b26 Reorder API entries and remove less useful ones 12 June 2023, 06:32:59 UTC
07f90e0 Fix docstring header 12 June 2023, 06:32:59 UTC
0d423b1 Fix missing new-line. 11 June 2023, 20:17:12 UTC
c267293 rm line at end of file 11 June 2023, 19:25:33 UTC
63c87e6 add line at end of file 11 June 2023, 19:25:33 UTC
9daf113 add line at end of file 11 June 2023, 19:25:33 UTC
712c356 add ODSC sponsor logo to README.rst 11 June 2023, 19:25:33 UTC
765fdef Removed **kwargs from sample_numpyro_nuts and sample_blackjax_nuts (#6768) 10 June 2023, 15:06:05 UTC
864ecb3 Fix bug in switch mixture logp The True and False branches were being mixed up 09 June 2023, 14:55:00 UTC
8b5f437 Fix `check_all_tests_are_covered` hook 08 June 2023, 11:40:56 UTC
2ac88af Rename basic "joint_logprob" functions to "conditional_logp" 08 June 2023, 08:25:32 UTC
a32c5e7 More informative error message for unused step sampler arguments (#6738) Co-authored-by: Joseph Hall <joseph.hall@bp.com> 07 June 2023, 15:17:32 UTC
261862d Fix auto-naming of multi-output logprobs 05 June 2023, 19:03:51 UTC
5b68edc Fix nested and single output IfElse logp 05 June 2023, 19:03:51 UTC
a30e0d4 Allow composition of interdependent container variables Join/MakeVector/IfElse can output multiple interdependent variables. These are potentially measurable because in the logp each output is given a distinct value variable. However, this isn't known during the IR rewrites. To circumvent this issue, we run an inner IR rewrite after giving dummy value variables to each output 05 June 2023, 19:03:51 UTC
9bba026 Fix logprob of `check_and_raise` 05 June 2023, 19:03:51 UTC
7ed5b71 Cleanup RV in graph checks 05 June 2023, 19:03:51 UTC
13f9894 New logprob inference logic This commit changes the logic used for logprob inference. Instead of eager bottom-up conversion to measurable variables in the IR rewrites, we only convert nodes whose outputs were marked as "needs_measuring". This is achieved with the new `PreserveRVMappings.request_measurable` method. This strategy obviates the need to undo unnecessary conversions. It also obviates a subtle need for graph cloning via the `ignore_logprob` helper, which prevented intermediate measurable rewrites from being reversed when they were needed to derive the logprob of valued variables, but were not directly valued. This indirect role of `ignore_logprob` is now done more explicitly and efficiently via the `request_measurable` method. All other uses of `ignore_logprob` (and `reconsider_logprob`) were removed from the codebase The `get_measurable_outputs` dispatching was also abandoned in favor of only considering outputs associated with value variables. A new MergeOptimizerRewrite was written to further target local rewrites to only those nodes whose variables have been marked as `needs_measuring`. 05 June 2023, 19:03:51 UTC
0fa051d Remove unused test util 05 June 2023, 19:03:51 UTC
eb88380 uncommented bambi lines 04 June 2023, 14:13:20 UTC
4d2b2ef update installation instructions to request version >5 (#6752) 02 June 2023, 02:19:04 UTC
f3df36b fix tiny error in overload definition 30 May 2023, 09:42:52 UTC
b17a60d Ignore named variables that are not traceable in `get_vars_in_point_list` 30 May 2023, 09:40:01 UTC
fbc62d5 Remove IR `Op`s from final logprob graph 27 May 2023, 08:33:37 UTC
4d0360c Fix nested replacement of useless IR conversions 27 May 2023, 08:33:37 UTC
8c93bb5 Fix Minibatch for multiple variables 24 May 2023, 08:44:44 UTC
db15ae4 Avoid cloning of Minibatch values 24 May 2023, 08:44:44 UTC
cafb60b Update PyTensor dependency 23 May 2023, 08:45:12 UTC
bfbc8cc Handle Scan in collect_default_updates This allows proper seeding in CustomDists with Scans 23 May 2023, 08:32:28 UTC
0073639 Remove `joint_logprob` function from `tests.logprob.utils` (#6650) * Remove joint_logprob function from tests.logprob.utils * Move the joint logprob test for subtensors to test_mixture.py 19 May 2023, 11:48:40 UTC
c57769c Rename _replace_rvs_in_graphs and fix bug when replacing input 17 May 2023, 20:05:22 UTC
e1060de Add redirects from old v3 notebooks (#6719) * add redirects from old v3 notebooks * fix redirects 16 May 2023, 08:14:07 UTC
bee65b4 update gaussian_processes.rst (#6693) * moved and cleaned up GP guide * added GP guide to core_notebooks index * implement oriol's suggestions * implement oriol's suggestions * Update docs/source/learn/core_notebooks/Gaussian_Processes.rst Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com> * Update docs/source/learn/core_notebooks/Gaussian_Processes.rst Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com> --------- Co-authored-by: Oriol Abril-Pla <oriol.abril.pla@gmail.com> 15 May 2023, 20:14:32 UTC
8f43799 ⬆️ UPGRADE: Autoupdate pre-commit config 15 May 2023, 08:59:56 UTC
9886f8b Change logger names from all "pymc" to module name (__name__) 13 May 2023, 13:53:51 UTC
f632a34 Type overloading for return_inferencedata in pm.sample() (#6709) 12 May 2023, 22:42:48 UTC
9b72c2e Add ICDF function to pareto distribution Adds ICDF (quantile) function for the Pareto distribution. Source https://en.wikipedia.org/wiki/Pareto_distribution Issue #6612 11 May 2023, 08:45:02 UTC
10eab32 Add ICDF function to laplace distribution Adds ICDF (quantile) function for the laplace distribution. Source https://en.wikipedia.org/wiki/Laplace_distribution Issue #6612 11 May 2023, 08:45:02 UTC
c377bf6 target GLM_linear >> glm_linear (#6714) 10 May 2023, 17:23:43 UTC
a53e865 Implement Hurdle distributions 10 May 2023, 12:02:34 UTC
970db18 Move distributions to more consistent places ZeroInflated to mixture.py DiracDelta to distribution.py 10 May 2023, 12:02:34 UTC
83e3545 Remove deprecated Constant alias 10 May 2023, 12:02:34 UTC
4242faf Speedup Slice sampler 08 May 2023, 16:04:00 UTC
fee9a02 Return tune information from Slice sampler This avoids a crash when mixing slice sampling with another sampler that has `tune` stats 08 May 2023, 16:04:00 UTC
9e91935 ⬆️ UPGRADE: Autoupdate pre-commit config 07 May 2023, 19:28:31 UTC
a617bf2 Added scale parameterization to `Exponential` (#6677) 28 April 2023, 14:48:31 UTC
371472d Add logprob inference for not operations (#6689) 28 April 2023, 10:50:45 UTC
d4bb701 Derive logprob for hyperbolic and error transformations (#6664) * cleaned up if block in find_measurable_transform * Adapt default `RVTransform.log_jac_det` to univariate and vector transformations. * Use np.testing in check_jacobian_det Co-authored-by: Luke LB <ll17354@bristol.ac.uk> Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com> 28 April 2023, 09:44:16 UTC
890c2cc Updated Pytest video series link 28 April 2023, 08:29:15 UTC
5cf7efe Fix numerical precision issues in discrete ICDFs. 27 April 2023, 15:29:51 UTC
910d9ef Add logcdf implementation for Truncated distributions (#6690) 27 April 2023, 12:07:46 UTC
9f01be2 Rectify type-hints for `set_data` 26 April 2023, 17:32:49 UTC
a86fe7c Fix WhiteNoise subclassing from Covariance (#6674) * fix WhiteNoise subclassing from Covariance (#6673) Since #6458, Covariance is now the base class for kernels/covariance functions with input_dim and active_dims, which does not include WhiteNoise and Constant kernels. * add regression test for #6673 * fix WhiteNoise input to marginal GP 26 April 2023, 17:24:39 UTC
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