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Fixed point iterator

Open theorashid opened this issue 6 months ago • 0 comments

Description

This builds on @aseyboldt's work in #944. It is part of the INLA hackathon (https://github.com/pymc-devs/pymc-experimental/issues/340, specific related issues https://github.com/pymc-devs/pymc-experimental/issues/342 and https://github.com/pymc-devs/pymc-experimental/issues/343) and will later involve rewrites for the gradient using the adjoint method where we define the backward pass only at the solution point rather than backpropagating through each step of the iterator and storing all the intermediate values (implicit function theorem, see here, here, and here).

There's a crappy test that checks it matches the jax output from an example from the Deep Implicit Layers tutorial. Note, it's essential to run this with jax float64 precision

Related Issue

  • [ ] Closes https://github.com/pymc-devs/pymc-experimental/issues/343
  • [ ] Related to https://github.com/pymc-devs/pymc-experimental/issues/342, https://github.com/pymc-devs/pymc/issues/7308

Checklist

Type of change

  • [x] New feature / enhancement
  • [ ] Bug fix
  • [ ] Documentation
  • [ ] Maintenance
  • [ ] Other (please specify):

theorashid avatar Aug 19 '24 18:08 theorashid