Separate influence_fn operations from estimator semantics using effect handlers
#478
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…er_vp` (#430) * hessian vector product formulation for fisher * ignoring small type error * fixed linting error
* initial test against analytic fisher vp (pair coded w/ sam) * linting * added check against analytic ate * added vmap and grad smoke tests * added missing init * linting and consolidated fisher tests to one file * fixed types * fixing linting errors * trying to fix type error for python 3.8 * fixing test errors * added patch to test to prevent from failing when denom is small * composition issue * seeded NMC implementation * linting * removed missing import * changed to eli's seedmessenger suggestion * added failing edge case * explicitly add max plate argument * added warning message * fixed linting error and test failure case from too many cg iters * eli's contextlib seeding strategy * removed seedmessenger from test * randomness should be shared across calls * uncomitted change before branch switch * switched back to different * added revised simple model and guide * added multiple link functions in test * linting
* one step correction * increased tolerance * fixing lint issue
…PredictiveLikelihood` (#473) * sketch batched nmc lpd * nits * fix type * format * comment * comment * comment * typo * typo * add condition to help guarantee idempotence * simplify edge case * simplify plate_name * simplify batchedobservation logic * factorize * simplify batched * reorder * comment * remove plate_names * types * formatting and type * move unbind to utils * remove max_plate_nesting arg from get_traces * comment * nit * move get_importance_traces to utils * fix types * generic obs type * lint * format * handle observe in batchedobservations * event dim * move batching handlers to utils * replace 2/3 vmaps, tests pass * remove dead code * format * name args * lint * shuffle code * try an extra optimization in batchedlatents * add another optimization * undo changes to test * remove inplace adds * add performance test showing speedup * document internal helpers * batch latents test * move batch handlers to predictive * add bind_leftmost_dim, document PredictiveFunctional and PredictiveModel * use bind_leftmost_dim in log prob
* documentation * documentation clean up w/ eli * fix lint issue
SamWitty
added
bug
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@eb8680 , I'm having a bit of trouble with the linter on this one. Do you know of a quick fix to the following lint error? I think I understand the problem, but not sure about a solution. 
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Needs merge conflict resolution following #398 |
3 tasks
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Closing, as subsumed by #532 |
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This refactoring PR separates out the
influence_fnoperation, which can be used in a way that is approximation-agnostic, from the effect handlers that implement their approximation.In particular, this extracts what was previously included in the
influence_fnoperation and ports that functionality into a newMonteCarloInfluenceEstimatoreffect handler.In addition, this PR modifies the tests and some documentation to reflect these changes.
blocking: #482