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Separate influence_fn
operations from estimator semantics using effect handlers
#478
Commits on Nov 8, 2023
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Commits on Nov 17, 2023
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Commits on Nov 18, 2023
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Commits on Nov 22, 2023
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Commits on Nov 27, 2023
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Commits on Nov 28, 2023
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Commits on Dec 6, 2023
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Added more tests for
linearize
andmake_empirical_fisher_vp
(#405)* 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 * removed missing import * fixed failing test with seeding * addressing Eli's comments
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Commits on Dec 7, 2023
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Add upper bound on number of CG steps (#404)
* upper bound on cg_iters * address comment
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Commits on Dec 8, 2023
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Make
NMCLogPredictiveLikelihood
seeded (#408)* 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 * switched back to different
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Use Hessian formulation of Fisher information in `make_empirical_fish…
…er_vp` (#430) * hessian vector product formulation for fisher * ignoring small type error * fixed linting error
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Add new
SimpleModel
andSimpleGuide
(#440)* 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
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Commits on Dec 22, 2023
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Batching in
linearize
andinfluence
(#465)* batching in linearize and influence * addressing eli's review * added optimization for pointwise false case * fixing lint error
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One step correction implemented (#467)
* one step correction * increased tolerance * fixing lint issue
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Commits on Jan 2, 2024
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Replace some
torch.vmap
usage with a hand-vectorized `BatchedNMCLog……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
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Added documentation for
chirho.robust
(#470)* documentation * documentation clean up w/ eli * fix lint issue
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Commits on Jan 4, 2024
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