Skip to content

Dev4.1 new chain#34

Open
apfeffer wants to merge 312 commits into
apfeffer:DEV4.1-NewChainfrom
charles-river-analytics:Dev4.1-NewChain
Open

Dev4.1 new chain#34
apfeffer wants to merge 312 commits into
apfeffer:DEV4.1-NewChainfrom
charles-river-analytics:Dev4.1-NewChain

Conversation

@apfeffer

Copy link
Copy Markdown
Owner

No description provided.

gtakata and others added 30 commits July 7, 2015 07:55
Dev3.2.1.1 Update headers and add visualization of continuous element
Add DataReduction methods to reduce distribution
#493 Use util.TailCall to elimination recursion in eliminateInOrder
Class representing the internal variable in Chain factors, i.e. the pair
of the Chain's parent and the Chain
during Factor sampling creation, leading to only a single sample taken.
Forward sampling was setting the value of observed elements instead of
generating them fresh, leading to poor sampling in MH.
Internal variables to Chains now store the actual pair of values instead
of a meaningless integer
wkretschmer and others added 30 commits August 23, 2016 13:01
Now includes tests for evidence on MAP elements. Some of the algorithm
parameters might need finer tuning to optimize for tests passing in a
reasonable amount of time.
Mostly just more comments. I switched the order of parameters in the
constructor because I thought it made more sense this way. Also upped
the time on one of the tests that was consistently failing.
Normal proposals only apply to atomic elements.
Mostly explaining the subleties related to densities of randomness and
value.
To avoid confusion with observing values of elements, particularly in
ProvEvidenceMarginalMAP.
Only use normal proposal if a >= 1 or b >= 1.
These are just copied from ContinuousTest and applied to the new atomic
elements in the normalproposals package. The tests pass, but they run
about 4-5 times slower! We should evaluate performance more carefully
before integrating into the library.
Clarified that the density function must be finite over the bounded
range. Additionally, we no longer use normal proposals for Gamma
variables with small shape parameter.
Before, we were creating an Apache Commons NormalDistribution each time
we wanted to compute the proposal probability. This ended up being
painfully slow because of overhead associated with instantiating a
random generator for this purpose. We really just want the ability to
compute density and cumulative probability for an arbitrary normal
distribution. Utilities for this were added in the Normal object.

Also added more tests.
Marginal MAP and normal proposals
Without this change, this method exclusively throws RuntimeException.
Tests for Gibbs sampling using new Chain
sampling during factored algorithms. Also updated particle generator
with more informative variable names, deprecated old names, and updated
related files.
necessitated removing the ValueMaker trait from Beta and Dirchilet,
which is fine since they are currently not used.
1. Minor changes for the single chain factor method (moved factor
creation to factory)

2. Removed some warnings

3. Moved Collapsed Gibbs test to experimental package

4. Updated tutorial
Changed warning in particle generator to be more informative when
Issue #658 fixed for Importance sampling only.
Changes for parameter factor creation. Fix for issues #659 and #660.
Fixed a typing issue in ParImportance that caused slowdowns in tests.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

10 participants