Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Natgrads #90

Merged
merged 67 commits into from
Sep 20, 2022
Merged

Natgrads #90

merged 67 commits into from
Sep 20, 2022

Commits on Sep 16, 2022

  1. Initial commit.

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    5c33301 View commit details
    Browse the repository at this point in the history

  2. Constrain, Unconstrain + Tests

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    364b34e View commit details
    Browse the repository at this point in the history

  3. Parameter state (See comment) 

    All notebooks are updated, except the tensorflow probability and MCMC section of the classification notebook.
    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    d1f4d0c View commit details
    Browse the repository at this point in the history

  4. Update nbs.

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    7eca9e7 View commit details
    Browse the repository at this point in the history

  5. Add functionality to transform ParameterState

    @thomaspinder @daniel-dodd
    thomaspinder authored and daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    e1d43ee View commit details
    Browse the repository at this point in the history

  6. Undo change

    @thomaspinder @daniel-dodd
    thomaspinder authored and daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    da52be4 View commit details
    Browse the repository at this point in the history

  7. WIP for constrainers on state

    @thomaspinder @daniel-dodd
    thomaspinder authored and daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    979546e View commit details
    Browse the repository at this point in the history

  8. Revert "WIP for constrainers on state" 

    This reverts commit 7d9ed4d.
    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    8fcb114 View commit details
    Browse the repository at this point in the history

  9. Test MCMC docs.

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    1fb92ee View commit details
    Browse the repository at this point in the history

  10. Fix MCMC?

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    fe1cf90 View commit details
    Browse the repository at this point in the history

  11. Update classification.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    5a01e63 View commit details
    Browse the repository at this point in the history

  12. Update variational_inference.py

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    ff39d46 View commit details
    Browse the repository at this point in the history

  13. Update classification.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 16, 2022
    Configuration menu
    Copy the full SHA
    ce79de4 View commit details
    Browse the repository at this point in the history

Commits on Sep 17, 2022

  1. Initial commit.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    97f9d9f View commit details
    Browse the repository at this point in the history

  2. Constrain, Unconstrain + Tests

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    2b617da View commit details
    Browse the repository at this point in the history

  3. Parameter state (See comment) 

    All notebooks are updated, except the tensorflow probability and MCMC section of the classification notebook.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    6a17542 View commit details
    Browse the repository at this point in the history

  4. Update nbs.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    faca79a View commit details
    Browse the repository at this point in the history

  5. WIP for constrainers on state

    @thomaspinder @daniel-dodd
    thomaspinder authored and daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    dea684a View commit details
    Browse the repository at this point in the history

  6. Revert "WIP for constrainers on state" 

    This reverts commit 7d9ed4d.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    d042a7b View commit details
    Browse the repository at this point in the history

  7. Test MCMC docs.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    feb95c9 View commit details
    Browse the repository at this point in the history

  8. Update classification.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    d5e989b View commit details
    Browse the repository at this point in the history

  9. Update classification.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    c358fc1 View commit details
    Browse the repository at this point in the history

  10. Fix MCMC?

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    3f5465b View commit details
    Browse the repository at this point in the history

  11. Update classification.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    8dbfc44 View commit details
    Browse the repository at this point in the history

  12. Natural gradients. 

    Added Natural Variational Gaussian Family.

NEED TO WRITE TESTS.

The variational tests for variational families are a mess --- much of the testing is done in sparse_gps.py. In order to write these, it might be worth fixing these too.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    dda0c6d View commit details
    Browse the repository at this point in the history

  13. Update tests + fix minor bugs.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    dbaf04b View commit details
    Browse the repository at this point in the history

  14. Update variational_families.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    048b0cc View commit details
    Browse the repository at this point in the history

  15. Update variational_families.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    40f9dd2 View commit details
    Browse the repository at this point in the history

  16. Update variational_families.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    a0b5ab2 View commit details
    Browse the repository at this point in the history

  17. Update variational_families.py 

    Add maths description and add expectation parameteriation.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    426e6cb View commit details
    Browse the repository at this point in the history

  18. Update variational_families.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    0604cdd View commit details
    Browse the repository at this point in the history

  19. Update test_variational_families.py 

    Add test for expectation parameterisation.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    700acfb View commit details
    Browse the repository at this point in the history

  20. Natural gradients sketch. 

    A rough initial schematic of implementing natural gradients.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    a96281f View commit details
    Browse the repository at this point in the history

  21. Add notion of "moments" 

    Add notion of "moments" as a moment parameterisation for a variational Gaussian.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    35173f8 View commit details
    Browse the repository at this point in the history

  22. Add AbstractVariationalGaussian class.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    218ebf4 View commit details
    Browse the repository at this point in the history

  23. Update test_variational_families.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    642cc73 View commit details
    Browse the repository at this point in the history

  24. Update natural_gradients.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    347be8b View commit details
    Browse the repository at this point in the history

  25. Update natural_gradients.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    37bedd6 View commit details
    Browse the repository at this point in the history

  26. Update.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    fa6ca2b View commit details
    Browse the repository at this point in the history

  27. Minimal working natural gradient functions for NAT PARAMETERISATION.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    02f068b View commit details
    Browse the repository at this point in the history

  28. Add tests.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    612f2c7 View commit details
    Browse the repository at this point in the history

  29. Update natural_gradients.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    25a7893 View commit details
    Browse the repository at this point in the history

  30. Update natural_gradients.py 

    Fix negative, and add sketch optimisation loop.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    a5499d0 View commit details
    Browse the repository at this point in the history

  31. Add rough notebook. 

    This is rough. THERE IS A BUG SOMEWHERE. This does not use the training abstraction in natural_gradients.py
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    820c752 View commit details
    Browse the repository at this point in the history

  32. Minimal working example complete.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    8bf35a8 View commit details
    Browse the repository at this point in the history

  33. Update natgrads.ipynb

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    610338c View commit details
    Browse the repository at this point in the history

  34. Rebase master.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    c9ee548 View commit details
    Browse the repository at this point in the history

  35. Add development notebook for general

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    6fe4439 View commit details
    Browse the repository at this point in the history

  36. Update training loop.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    20473e6 View commit details
    Browse the repository at this point in the history

  37. Update training loop. Add collapsed bound and natural gradient relati… 

    …onship in the notebook.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    7f7c424 View commit details
    Browse the repository at this point in the history

  38. Update test_natural_gradients.py

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    48fcfa8 View commit details
    Browse the repository at this point in the history

  39. Fix variational families.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    1e8a8e0 View commit details
    Browse the repository at this point in the history

  40. Update training loop and notebook.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    c265b9f View commit details
    Browse the repository at this point in the history

  41. Clean variational families. 

    This commit updates variational families and their tests.
    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    5a9f232 View commit details
    Browse the repository at this point in the history

  42. Update typing.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    c01f733 View commit details
    Browse the repository at this point in the history

  43. Address review comments.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    1cf8514 View commit details
    Browse the repository at this point in the history

  44. Address review (except notebook)..

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    4833648 View commit details
    Browse the repository at this point in the history

  45. Address comments.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    f45d99b View commit details
    Browse the repository at this point in the history

  46. Address review.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    8f4923d View commit details
    Browse the repository at this point in the history

  47. Create skeleton notebook.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    bd64f3a View commit details
    Browse the repository at this point in the history

  48. Move trainable dictionaries outside of gradient functions.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    f8157d0 View commit details
    Browse the repository at this point in the history

  49. Update documentation.

    @daniel-dodd
    daniel-dodd committed Sep 17, 2022
    Configuration menu
    Copy the full SHA
    9d92f5a View commit details
    Browse the repository at this point in the history

Commits on Sep 18, 2022

  1. Finish rebase issues. 

    This commit finishes rebase issues, need to refactor code before merging to v0.5_update.
    @daniel-dodd
    daniel-dodd committed Sep 18, 2022
    Configuration menu
    Copy the full SHA
    f1d3f81 View commit details
    Browse the repository at this point in the history

  2. Add copyright, update typing.

    @daniel-dodd
    daniel-dodd committed Sep 18, 2022
    Configuration menu
    Copy the full SHA
    cc1c318 View commit details
    Browse the repository at this point in the history

Commits on Sep 20, 2022

  1. Merge branch 'v0.5_update' into natgrads

    @daniel-dodd
    daniel-dodd authored Sep 20, 2022
    Configuration menu
    Copy the full SHA
    c873757 View commit details
    Browse the repository at this point in the history

  2. Complete rebase.

    @daniel-dodd
    daniel-dodd committed Sep 20, 2022
    Configuration menu
    Copy the full SHA
    566f654 View commit details
    Browse the repository at this point in the history

  3. One Cholesky is better than two.

    @daniel-dodd
    daniel-dodd committed Sep 20, 2022
    Configuration menu
    Copy the full SHA
    24032c0 View commit details
    Browse the repository at this point in the history