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Add Welford's online algorithm #38
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Codecov Report
@@ Coverage Diff @@
## main #38 +/- ##
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Coverage 100.00% 100.00%
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Files 10 10
Lines 362 385 +23
Branches 14 17 +3
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+ Hits 362 385 +23
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This is ready for review. The code will eventually go in |
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Looks great! Just a minor question/change regarding one of the function arguments.
aehmc/welford.py
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| def init(n_dims: TensorVariable): |
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Should this really be called n_dims and should it be typed as TensorVariable, instead of—say—int? According to its use, it looks like it should be called "size" or "length".
In general, it isn't possible to have a symbolic/variable number of dimensions in most—if not all—tensor libraries, including Aesara.
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Replaced TensorVariable with int. The variable corresponds to the number of dimensions of the problem.
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I made the requested change, and rebased on |
Closes #36.