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Variational inference with PyMC

Open arrjon opened this issue 1 year ago • 2 comments
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I added a wrapper for variational inference with PyMC. The wrapper uses the PymcSampler as basis and directly supports all functions and methods from PyMC see here for details on VI.

To include this properly in pyPESTO one would need to add proper testing and write a Result Object to save the estimated parameters of the variational distribution.

arrjon avatar Feb 14 '24 15:02 arrjon

Codecov Report

Attention: Patch coverage is 1.08696% with 91 lines in your changes are missing coverage. Please review.

Project coverage is 83.90%. Comparing base (7fe40ba) to head (bdd8873).

Files Patch % Lines
pypesto/variational/pymc.py 0.00% 53 Missing :warning:
pypesto/variational/variational_inference.py 0.00% 35 Missing :warning:
pypesto/variational/__init__.py 0.00% 2 Missing :warning:
pypesto/store/save_to_hdf5.py 50.00% 1 Missing :warning:

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Additional details and impacted files
@@             Coverage Diff             @@
##           develop    #1306      +/-   ##
===========================================
- Coverage    84.48%   83.90%   -0.59%     
===========================================
  Files          157      160       +3     
  Lines        12959    13051      +92     
===========================================
+ Hits         10949    10950       +1     
- Misses        2010     2101      +91     

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codecov-commenter avatar Feb 14 '24 15:02 codecov-commenter

Mainly tests are missing, but otherwise ready

arrjon avatar Mar 12 '24 17:03 arrjon