improve ABC sampler #3940
improve ABC sampler #3940
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aloctavodia
requested review from
AlexAndorra,
ColCarroll and
michaelosthege
and removed request for
AlexAndorra and
ColCarroll
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I'm no expert on the sampler per se, so I'll defer to more experienced people on the guts of the sampler.
With that in mind, this looks good to me and will be useful when porting chapter 16 of Rethinking 2 😉
I just added some comments on the NB, with the goal of gradually standardizing our NBs galleries.
| Distance function. The only available option is ``gaussian_kernel`` | ||
| sum_stat: str or callable | ||
| Summary statistics. Available options are ``indentity``, ``sorted``, ``mean``, ``median``. | ||
| If a callable is based it should return a number or a 1d numpy array. |
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These breaking changes should be mentioned in the release notes
It should work, but I guess pm.ode will work better. |
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Thanks for the comments! |
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All good now, thanks @aloctavodia 👌
I'll let @michaelosthege merge once he approves the changes
Simplify the specification of the abc sampler as previously we had a distance and a kernel with was redundant. Now we only have a gauss_kernel as the only one distance (in a future PR I will probably add more distances, but I need to do some reading and testing before that). This also adds more flexibility to define summary statistics, including user defined statistics. Finally this allows to define more complex models as the simulator can be feed with a subset of the prior parameters.