v0.0.8

v0.0.8 (2024-04-24)

Fix

• fix: mypy and ruff (b327c19)

• fix: discrete_covariate_info is a list not a set (c64bcd5)

• fix(models): Fix _make_dummy_vars when new levels are passed.

_make_dummy_vars was failing when new levels were passed because
the new dummy_coded_df didn't always contain the new values
due to Python's string ordering behaviour. Additionally,
discrete_covariate_set was a set of values, and therefore
we could not ensure these were consistent with the order of
appearance in the training data. (26b50fe)

Unknown

• Merge pull request #41 from LedgerInvesting/fix-new-discrete-covariates

fix: predicting on new discrete covariates levels (8308503)

• ensure order is the same across training and pred dummies (9e52758)

• generalize to > 1 discrete covariate (428f88a)

v0.0.7

v0.0.7 (2024-04-19)

Ci

• ci: fix pypi release github action (3e2c525)

Fix

• fix: docstring update

updating docstring to kick off ci release (3790430)

Unknown

• Merge pull request #39 from LedgerInvesting/ci-pypi-release

ci: pypi release (5cd4bb6)

v0.0.6

v0.0.6 (2024-04-19)

Ci

• ci: public release

turning on the PyPI upload flag to kick off a public release (6018126)

Fix

• fix: docstring update (9d1386a)

• fix: rm todo from install (f04c8c8)

Unknown

• Merge pull request #37 from LedgerInvesting/fix-docstring

fix: docstring update (7cd4195)

• Merge pull request #36 from LedgerInvesting/docs-public-release

ci: public release (a7dbb00)

• Merge pull request #34 from LedgerInvesting/docs-add-pmp

docs: fix PMP calculation (1c65be7)

v0.0.5

v0.0.5 (2024-04-19)

Ci

• ci: run ruff (4e35161)

• ci: fix mypy (f1a50d3)

• ci: fix mypy errors (eb66223)

Documentation

• docs: fix marginal likelihood in blending.md (a54a442)

• docs: clarify the mixture model definition, fix index link (40926fa)

• docs: address Nate's comments (982febe)

• docs: misc grammar (2eead4b)

• docs: refine example results section & intro, rework the overview page (e371b12)

• docs: first draft of example reworked (78ae519)

• docs: rework intro (ab6c86d)

Fix

• fix(io): allow multiple dimension lpd arrays in from_lpd method

Previously, the Draws.from_lpd method was reshaping the lpd array by referencing it's length, but this failed when the array had multiple dimensions. This fix reshapes by the lpd shape, allowing multiple dimensions in the lpd array (so long as they match the dimension of the post_pred array) (40398ca)

Refactor

• refactor: sum of weights are checked elsewhere (39e83dd)

Unknown

• Merge pull request #35 from LedgerInvesting/fix-from-lpd-array-dim

fix(io): allow multiple dimension lpd arrays in from_lpd method (c9aa90b)

• Merge pull request #33 from LedgerInvesting/docs-marginal-math

docs: fix marginal likelihood in blending.md (d1d690a)

• Merge pull request #32 from LedgerInvesting/docs-clarify-simulation-example

docs: additional clarifications to user-guide/simulation.md (da5b2cf)

• Merge pull request #29 from LedgerInvesting/docs-rework-examples

docs: rework examples (7986b89)

• Merge branch 'main' of git+ssh://github.com/LedgerInvesting/bayesblend into docs-rework-examples (53c2448)

• Merge pull request #31 from LedgerInvesting/feature-simple-blend-model

feature: simple blend model (e56f10f)

• tests: remove test to check weights sum to 1 (501974e)

• Merge branch 'feature-simple-blend-model' into docs-rework-examples (932b404)

• Merge branch 'feature-static-blend-model' into docs-rework-examples (8aa48ba)

• feature(models): Add SimpleBlend class.

Adds the SimpleBlend class so users can blend with their own weights. (b8b732c)

• update simulation.py (1100396)

v0.0.4

v0.0.4 (2024-04-11)

Ci

• ci: test badges on rtd index (71a1ff1)

• ci: mypy, docs badges (d41e492)

• ci: ruff badge (e0c5a31)

• ci: retry workflow badge (c96d0df)

• ci: fix workflow badge (cb2d9e8)

• ci: add workflow badge to readme (db4634b)

Documentation

• docs: clarify model averaging throughout

We used the term "Bayesian model averaging" before, but realize that this could be a bit misleading in that we do stacking and pseudo-BMA. Removing the BMA terminology from docs to not confuse users. (2640217)

Fix

• fix(io): name of arrays sent to Draws

io.Draws.from_* methods were previously using the user-specified names of log_lik and post_pred arrays instead of the stadardized names when initializing Draws objects. This produced errors when, e.g., the log_lik array was named something different (e.g., loglik) from the standard name. (a5ae9c9)

Refactor

• refactor(io): simplify access to stan variables (5b3dd11)

Test

• test(io): add test for different posterior array names (2293e8c)

Unknown

• Merge pull request #30 from LedgerInvesting/fix-io-array-names

fix(io): name of arrays sent to Draws (f7317db)

• Merge pull request #27 from LedgerInvesting/docs-clarify-averaging

docs: clarify model averaging throughout (d058bf8)

• Merge pull request #25 from LedgerInvesting/ci-badges

ci: add badges (bb5795a)

• Merge pull request #24 from LedgerInvesting/docs-fix-readme-links

fix: fix documentation README links (c395191)

v0.0.3

v0.0.3 (2024-04-08)

Documentation

• docs: update readme links to latest (9b035b8)

• docs: re-run mixture model with separate coefficients (da345c4)

Unknown

• Merge pull request #17 from LedgerInvesting/make-docs

MkDocs documentation (aecd31c)

v0.0.2

v0.0.2 (2024-04-08)

Fix

• fix: ruff ambiguous name (0ed0b2e)

• fix: Fix the creation of InferenceData objects in to_arviz

Fill the log_likelihood and posterior_predictive slots of
InferenceData directly, don't just pass a large dict. (3033f3b)

Test

• test: add missing import (4086bdf)

• test: fix tests (022df8c)

• test: add test comment on mean/logmeanexp (ead3334)

Unknown

• Merge pull request #23 from LedgerInvesting/feature-arviz-wrappers

feature: add from/to arviz wrappers (3022a17)

• feature: Create BayesBlendModel objects from lpd values

Some use cases of BayesBlend will be estimating the LPD values
first via a variety of algorithms (e.g. PSIS-LOO, cross-validation)
and then wanting to blend predictions. This adds a from_lpd method
to allow us to handle these cases. (31b3592)

• feature: add from/to arviz wrappers (eb91897)

v0.0.1

v0.0.1 (2024-04-05)

Documentation

• docs: add contributing.md (13bf5fe)

• docs: update READMD (b9af3db)

Fix

• fix: token (48e99c1)

Refactor

• refactor: use predict method instead of blend (061a2a3)

Unknown

• Merge pull request #20 from LedgerInvesting/feature-ci-version-release

Minor: ci version release (3b2d8c6)

• fix workflow (495889e)

• update contributing docs (4850819)

• permissions in workflow (b30b91d)

• update semantic release workflow (6c1d156)

• expand allowable semantic types (29e4663)

• order in workflow (0e2dd90)

• fix test workflow (c53f647)

• minor: semantic versioning (7d5e188)

• add license (f07428f)

• monor: ci for semantic versioning and release (42799c2)

• Merge pull request #14 from LedgerInvesting/refactor-blend-predict

refactor: use predict method instead of blend (4209a90)

• more informative docstring (7bf4e47)

• update readme (97057d6)

• better seed usage and update readme (b920a42)

• fix tests (76689e7)

• Merge pull request #16 from LedgerInvesting/contributing-suggestions

CONTRIBUTING and README suggestions (b94e0d7)

• minor grammar (15f1c2b)

• description (79bed6c)

• propose sentence case for headings, camelcase for package naming (bfe788c)

• pipx and python3.11 version for poetry (5e9ef7c)

• Merge pull request #12 from LedgerInvesting/docs-contributing

docs: add contributing.md (47310e6)

• Merge pull request #5 from LedgerInvesting/enhance-readme

docs: update readme (7a8ef54)

• pass names along (df03f42)

• Merge pull request #4 from LedgerInvesting/minor-add-io-draws-helper

minor: add io for help handling mcmc draws (a37ba08)

• again (b33fa06)

• try again (d5ae4e4)

• ignore test folder for gha checks (039056c)

• convenience shape chekcing method + tests (2dfcee0)

• add draws docstring (3f4a0a6)

• add draws class to models (40517f5)

• smh^2 (9346ae5)

• smh (3e63be4)

• change gha fetch depth (657bba0)

• fix name (67fcc8a)

• minor: add io for help handling mcmc draws (f861e99)

• Merge pull request #3 from LedgerInvesting/minor-add-ruff-linter

Minor add ruff linter (ff52894)

• add black formatter to dev dependencies (ee9f15d)

• change docstring to test ruff (3125e8e)

• add gha for ruff check (c41c975)

• fix namees (c4dcf54)

• get file change in separate task (c5729d4)

• rm unnecessary job (807d142)

• add type checking to GHA (3a9eaed)

• check if cmdstan cache hit (c628d53)

• rm flake8 (07064b4)

• minor: add ruff linter support, rm flake8 (e9d03b2)

• Merge pull request #2 from LedgerInvesting/minor-add-blend-method

Minor add blend method (a0da167)

• minor: move blending to model method (3090053)

• rm unnecessary weights file (e8a2650)

• update poetry config (becb8d8)

• minor: move blend method to models (aaee6fb)

• Merge pull request #1 from LedgerInvesting/minor-ci-cd-tests

minor: add CI/CD for tests (0c7b494)

• smh (3b3d2fb)

• udate pyproject (eef8e85)

• cmdstanpy install (e03d90b)

• update versions (6863a4f)

• use poetry shell to install cmdstan (0494e36)

• use poetry to install test dep (644afa9)

• rm login (afb8c0b)

• minor: add CI/CD for tests (44a4bab)

• initial commit (4fb0093)