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Ran 18 Jul 2017 09:51AM UTC

Files 136

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Committed 18 Jul 2017 09:31AM UTC coverage: 29.118% (-0.09%) from 29.21%

Job # PYTHON_VERSION=2.7 FLOATX='float32' TESTCMD="--durations=10 --cov-append pymc3/tests/test_examples.py pymc3/tests/test_posteriors.py"

Build Type

push

travis-ci

Committed by

junpenglao

Commit Message

Stochastic Gradient Fisher Scoring  (#1977)

* BaseStochasticGradient and SGFS

SGFS implements algorithm 1 from http://people.ee.duke.edu/~lcarin/782.pdf
The BaseStochasticGradient is extensible for other
mcmc recipies listed here https://arxiv.org/pdf/1506.04696.pdf

* add pm.Minibatch example to a nb

* remove use of lambda scope

* theano non-sequences passed to lambda fn

* modify documentation

* add unit test for sgfs

* fix test

* vanilla test method

* experimental warning added

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4426 of 15200 relevant lines covered (29.12%)

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