jnsbck comments

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                                            jnsbck

Runtime of some tests could be reduced by reducing num simulations

So I ran pytest --durations=0 to determine which tests to prioritise and this was the output: [pytest_output.txt](https://github.com/mackelab/sbi/files/7931986/pytest_output.txt) The main two takeaways: 1. linearGaussian_snle_test.py takes by far the longest (see top...

Preconfigured embedding_nets

Made a quick 1st draft for an RNN embedding net. ```python class DefaultEmbeddingRNN(nn.Module): """Preconfigured RNN for embedding of sequence data. Attributes: n_layers: Number of rnn layers. rnn: RNN layers. fc:...

Default `GA` and `DE` don't seem to work in v0.11.1

Same here. In my case I was using `Evolutionary.jl` with [`Optimization.jl`](https://docs.sciml.ai/Optimization/stable/optimization_packages/evolutionary/), where you have to set a `x0` when defining the `OptimizationProblem`. Got it to work by initializing with an...

Add MDNDensityEstimator

Yea of course. Was planning to continue working on it. Left the desc blank since its in draft state. Yes, can rename it to `MixtureDensityEstimator`. :) EDIT: updated the desc....

Add MDNDensityEstimator

Have too much of other stuff on my plate currently, so I have not been actively working on this. Still on my todo though. I hope I will get around...

Refactor abstract classes for custom density estimators

I think abstracting model, loss and optimization/training seperately makes a lot of sense. Would require a ton of changes to the code in `inference` though I think.

Add `CategoricalMADE`

Hey @janfb, would very much appreciate your input at this stage: Currently the PR adds the [`CategoricalMADE`](https://github.com/jnsbck/sbi/blob/bcc75dbdf4ab39533b69d9466dc1e4737468d4cf/sbi/neural_nets/estimators/categorical_net.py#L17) and builder [`build_autoregressive_categoricalestimator`](https://github.com/jnsbck/sbi/blob/bcc75dbdf4ab39533b69d9466dc1e4737468d4cf/sbi/neural_nets/net_builders/categorial.py#L69) + some minor modifications to `build_mnle` and `MixedDensityEstimator`. This enables...