pymc-devs / pymc3 / 4399
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Files 138
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twiecki 
WIP: Implement opvi (#1694)

* migrate useful functions from previous PR

(cherry picked from commit 9f61ab4)

* opvi draft

(cherry picked from commit d0997ff)

* made some test work

(cherry picked from commit b1a87d5)

* refactored approximation to support aevb (without test)

* refactor opvi

delete unnecessary methods from operator, change method order

* change log_q_local computation

* add full rank approximation

* add more_params argument to ObjectiveFunction.updates (aevb case)

* refactor density computation in full rank approximation

* typo: cast dict values to list

* typo: cast dict values to list

* typo: undefined T in dist_math

* refactor gradient scaling as suggested in approximateinference.org/accepted/RoederEtAl2016.pdf

* implement Langevin-Stein (LS) operator

* fix docstring

* add blank line in docs

* refactor ObjectiveFunction

* add not working LS Op test

* experiments with not working LS Op

* change activations

* refactor networks

* add step_function

* remove Langevin Stein, done refactoring

* remove Langevin Stein, done refactoring

* change optimizers

* refactor init params

* implement tests

* implement Inference

* code style

* test fix

* add minibatch test (fails now)

* add more tests for minibatch training

* add logdet to FullRank approximation

* add conversion of arrays to floatX

* tiny changes

* change number of iterations

* fix test and pylint check

* memoize functions in Objective function

* Optimize code a lot

* a bit more efficient pickling

* add docs

* Add MeanField -> FullRank parameter transfer

* refactor MeanField and FullRank a bit

* fix FullRank bug with shapes in random

* refactor Model.flatten (CC @taku-y)

* add `approximate` to inference

* rename approximate->fit

* change abbreviations

* Fix bug with scaling input variable in aevb

* fix theano bottleneck in graph

*... (continued)

813 of 813 new or added lines in 12 files covered. (100.0%)

10128 of 11816 relevant lines covered (85.71%)

2.7 hits per line

New Missed Lines in Diff

Lines Coverage ∆ File
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 pymc3/tests/test_variational_inference.py
4
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 pymc3/theanof.py
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 pymc3/distributions/dist_math.py
38
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 pymc3/variational/inference.py
49
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 pymc3/variational/opvi.py

Uncovered Existing Lines

Lines Coverage ∆ File
2
100.0
 pymc3/model.py
Jobs
ID Job ID Ran Files Coverage
1 4399.1 (PYTHON_VERSION=2.7 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 -e test_examples -e test_distributions") 0
76.05
 Travis Job 4399.1
2 4399.2 (PYTHON_VERSION=2.7 RUN_PYLINT="true" TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 pymc3.tests.test_distributions pymc3.tests.test_examples") 0
32.86
 Travis Job 4399.2
3 4399.3 (PYTHON_VERSION=2.7 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 pymc3.tests.test_distributions_random") 0
26.12
 Travis Job 4399.3
4 4399.4 (PYTHON_VERSION=3.6 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 -e test_examples -e test_distributions") 0
76.04
 Travis Job 4399.4
5 4399.5 (PYTHON_VERSION=3.6 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 pymc3.tests.test_distributions pymc3.tests.test_examples") 0
32.87
 Travis Job 4399.5
6 4399.6 (PYTHON_VERSION=3.6 TESTCMD=" -vv --with-timer --with-coverage --cover-package=pymc3 pymc3.tests.test_distributions_random") 0
26.13
 Travis Job 4399.6
Source Files on build 4399
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