Check that the objective value is finite in the shared step
#212
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AdvancedVI.jl documentation for PR #212 is available at: |
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Benchmark Results
| Benchmark suite | Current: db5b0f2 | Previous: 020634d | Ratio |
|---|---|---|---|
normal/RepGradELBO + STL/meanfield/Zygote |
3623323935.5 ns |
3873223575.5 ns |
0.94 |
normal/RepGradELBO + STL/meanfield/ReverseDiff |
1111284701 ns |
1135595122 ns |
0.98 |
normal/RepGradELBO + STL/meanfield/Mooncake |
1140485318 ns |
1216726704 ns |
0.94 |
normal/RepGradELBO + STL/fullrank/Zygote |
3614592854 ns |
3811799486.5 ns |
0.95 |
normal/RepGradELBO + STL/fullrank/ReverseDiff |
1657836236.5 ns |
1683309243 ns |
0.98 |
normal/RepGradELBO + STL/fullrank/Mooncake |
1187671199 ns |
1254597997 ns |
0.95 |
normal/RepGradELBO/meanfield/Zygote |
2528677772.5 ns |
2703747093.5 ns |
0.94 |
normal/RepGradELBO/meanfield/ReverseDiff |
779983161 ns |
793288188 ns |
0.98 |
normal/RepGradELBO/meanfield/Mooncake |
1028985403 ns |
1056529614 ns |
0.97 |
normal/RepGradELBO/fullrank/Zygote |
2578212886 ns |
2726234673 ns |
0.95 |
normal/RepGradELBO/fullrank/ReverseDiff |
965571403.5 ns |
977431887 ns |
0.99 |
normal/RepGradELBO/fullrank/Mooncake |
1065557376 ns |
1113569113 ns |
0.96 |
normal + bijector/RepGradELBO + STL/meanfield/Zygote |
5191656626 ns |
5498743045 ns |
0.94 |
normal + bijector/RepGradELBO + STL/meanfield/ReverseDiff |
2324567266 ns |
2447642196 ns |
0.95 |
normal + bijector/RepGradELBO + STL/meanfield/Mooncake |
3837721565 ns |
4087432693.5 ns |
0.94 |
normal + bijector/RepGradELBO + STL/fullrank/Zygote |
5246386398 ns |
5576219801 ns |
0.94 |
normal + bijector/RepGradELBO + STL/fullrank/ReverseDiff |
3015331944.5 ns |
3124233669.5 ns |
0.97 |
normal + bijector/RepGradELBO + STL/fullrank/Mooncake |
3979461663 ns |
4224455155 ns |
0.94 |
normal + bijector/RepGradELBO/meanfield/Zygote |
4028866172.5 ns |
4291445886 ns |
0.94 |
normal + bijector/RepGradELBO/meanfield/ReverseDiff |
1955211332 ns |
2095163260 ns |
0.93 |
normal + bijector/RepGradELBO/meanfield/Mooncake |
3698393278 ns |
3930934588.5 ns |
0.94 |
normal + bijector/RepGradELBO/fullrank/Zygote |
4125546411 ns |
4334741793 ns |
0.95 |
normal + bijector/RepGradELBO/fullrank/ReverseDiff |
2205115567 ns |
2370223928 ns |
0.93 |
normal + bijector/RepGradELBO/fullrank/Mooncake |
3834163029.5 ns |
4098151924.5 ns |
0.94 |
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This PR adds a check after every gradient estimation step on whether the objective value is finite. If it is not, we will throw an error. This is necessary because parameter-space SGD is so robust that the algorithm runs even when everything has turned into
NaNs.