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Add experimental JAX samplers #4247

Merged
merged 15 commits into from
Nov 27, 2020
Merged

Add experimental JAX samplers #4247

merged 15 commits into from
Nov 27, 2020

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twiecki
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@twiecki twiecki commented Nov 23, 2020

I think it'd be nice to include this one as experimental.

CC @junpenglao

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Check out this pull request on  ReviewNB

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codecov bot commented Nov 23, 2020

Codecov Report

Merging #4247 (55b36df) into master (27b1a7d) will decrease coverage by 0.46%.
The diff coverage is 0.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #4247      +/-   ##
==========================================
- Coverage   88.16%   87.69%   -0.47%     
==========================================
  Files          87       90       +3     
  Lines       14257    14439     +182     
==========================================
+ Hits        12569    12663      +94     
- Misses       1688     1776      +88     
Impacted Files Coverage Δ
pymc3/sampling_jax.py 0.00% <0.00%> (ø)
pymc3/backends/report.py 90.90% <0.00%> (-2.10%) ⬇️
pymc3/parallel_sampling.py 88.36% <0.00%> (-0.95%) ⬇️
pymc3/step_methods/hmc/base_hmc.py 97.50% <0.00%> (-0.84%) ⬇️
pymc3/model_graph.py 88.40% <0.00%> (-0.17%) ⬇️
pymc3/distributions/continuous.py 93.16% <0.00%> (-0.12%) ⬇️
pymc3/distributions/multivariate.py 81.12% <0.00%> (-0.05%) ⬇️
pymc3/util.py 94.38% <0.00%> (ø)
pymc3/__init__.py 100.00% <0.00%> (ø)
... and 2 more

@@ -64,5 +64,6 @@ Gallery.contents = {
"MLDA_introduction": "MCMC",
"MLDA_simple_linear_regression": "MCMC",
"MLDA_gravity_surveying": "MCMC",
"MLDA_variance_reduction_linear_regression": "MCMC"
"MLDA_variance_reduction_linear_regression": "MCMC",
"GLM-hierarhical-jax": "MCMC",
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just a quick note to say that the mysterious pre-commit error from Check all notebooks appear in table of contents is due to the trailing comma, which json can't parse (and which, as far as I can tell, shouldn't be used in javascript) - I'll look at improving the error message if this happens

Suggested change
"GLM-hierarhical-jax": "MCMC",
"GLM-hierarhical-jax": "MCMC"

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Thanks!

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No worries!

nbqa NB

What command did you run? If you run

pre-commit run --files docs/source/notebooks/GLM-hierarchical-jax.ipynb

then that should be enough to pass all the (sometimes annoying, admittedly 😳 ) checks

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Oh, neat, it's obviously been too long that I did a PR :). Is this process documented somewhere?

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We could also think about enabling pre-commit CI, so that these checks are automatically implemented and committed by pre-commit when they fail

PS: what an exciting PR 🤩

@twiecki twiecki added this to the 3.10 milestone Nov 23, 2020
@twiecki twiecki merged commit 5ff9bbc into master Nov 27, 2020
@twiecki twiecki deleted the pymc3jax branch November 27, 2020 09:55
@twiecki twiecki restored the pymc3jax branch November 27, 2020 09:55
@twiecki twiecki deleted the pymc3jax branch March 3, 2021 15:44
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5 participants