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Bayesian SINDy #440

Merged
merged 60 commits into from
Feb 20, 2024
Merged

Bayesian SINDy #440

merged 60 commits into from
Feb 20, 2024

Commits on Dec 13, 2023

  1. Added Sparse Bayesian Regression (SBR) optimizer

    @mikkelbue
    mikkelbue committed Dec 13, 2023
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  2. Added Bayesian SINDy notebook

    @mikkelbue
    mikkelbue committed Dec 13, 2023
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  3. Blacked Sparse Bayesian Regression code

    @mikkelbue
    mikkelbue committed Dec 13, 2023
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  4. Renamed BayesianSparseRegression to SparseBayesianRegression

    @mikkelbue
    mikkelbue committed Dec 13, 2023
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Commits on Dec 14, 2023

  1. Added numpyro as an optional dependency

    @mikkelbue
    mikkelbue committed Dec 14, 2023
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  2. Removed reference to PEP 690 from SBR import

    @mikkelbue
    mikkelbue committed Dec 14, 2023
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  3. Renamed SBR hyperparameters to something more interpretable

    @mikkelbue
    mikkelbue committed Dec 14, 2023
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  4. Renamed Bayesian SINDy notebook

    @mikkelbue
    mikkelbue committed Dec 14, 2023
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  5. Moved methods from SparseBayesianRegression into SBR optimizer

    @mikkelbue
    mikkelbue committed Dec 14, 2023
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Commits on Dec 21, 2023

  1. Vectorized sampling of SINDy coefficients in numpyro for optimization

    @mikkelbue
    mikkelbue committed Dec 21, 2023
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  2. Added docstring to Sparse Bayesian Regression optimizer

    @mikkelbue
    mikkelbue committed Dec 21, 2023
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Commits on Jan 8, 2024

  1. Added some documentation and testing mode to the Bayesian SINDy notebook

    @mikkelbue
    mikkelbue committed Jan 8, 2024
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Commits on Jan 9, 2024

  1. Added jax as optional dependency for Bayesian SINDy

    @mikkelbue
    mikkelbue committed Jan 9, 2024
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Commits on Jan 10, 2024

  1. Added numpyro dependecy group to github workflow

    @mikkelbue
    mikkelbue committed Jan 10, 2024
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  2. Removed misplaced space in github workflow

    @mikkelbue
    mikkelbue committed Jan 10, 2024
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Commits on Jan 11, 2024

  1. Fixed bug in SBR docstring.

    @mikkelbue
    mikkelbue committed Jan 11, 2024
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  2. Removed reference in docstring.

    @mikkelbue
    mikkelbue committed Jan 11, 2024
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Commits on Jan 22, 2024

  1. Update pyproject.toml 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Jan 22, 2024
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  2. Update pysindy/optimizers/sbr.py 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Jan 22, 2024
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  3. Update pysindy/optimizers/sbr.py 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Jan 22, 2024
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  4. Rename numpyro dependency group to sbr

    @mikkelbue
    mikkelbue committed Jan 22, 2024
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  5. Remove reference to numpyro implementation and add horseshoe descript… 

    …ion.

Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Jan 22, 2024
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  6. Reorganize SBR kwargs for MCMC and super

    @mikkelbue
    mikkelbue committed Jan 22, 2024
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  7. Reran SBR notebooks after updating the kwargs logic

    @mikkelbue
    mikkelbue committed Jan 22, 2024
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  8. Moved horseshoe hyperparameter sampling into _numpyro_model routine

    @mikkelbue
    mikkelbue committed Jan 22, 2024
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  9. Updated documenation for SBR after refactording the kwargs

    @mikkelbue
    mikkelbue committed Jan 22, 2024
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Commits on Jan 23, 2024

  1. RemovedJAX key splitting since it's not necessary for SBR

    @mikkelbue
    mikkelbue committed Jan 23, 2024
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  2. Renamed mcmc to mcmc_ in SBR oprimizer

    @mikkelbue
    mikkelbue committed Jan 23, 2024
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  3. Reran SBR notebooks after recent updates

    @mikkelbue
    mikkelbue committed Jan 23, 2024
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  4. Added type hints to SBR

    @mikkelbue
    mikkelbue committed Jan 23, 2024
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  5. Trip initilialisation of SBR of unbias=True, since it's incompatible

    @mikkelbue
    mikkelbue committed Jan 23, 2024
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Commits on Jan 25, 2024

  1. Added discrete time example

    @mikkelbue
    mikkelbue committed Jan 25, 2024
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Commits on Jan 29, 2024

  1. Changed discrete time example to harmonic oscillator

    @mikkelbue
    mikkelbue committed Jan 29, 2024
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Commits on Jan 30, 2024

  1. Add note about the SBR modelling assumptions in the docstring

    @mikkelbue
    mikkelbue committed Jan 30, 2024
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Commits on Feb 5, 2024

  1. Added some more clarification to SBR docstring

    @mikkelbue
    mikkelbue committed Feb 5, 2024
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  2. Added SBR optimizer to a bunch of tests

    @mikkelbue
    mikkelbue committed Feb 5, 2024
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  3. Merge branch 'master' into bayesian_sindy

    @mikkelbue
    mikkelbue committed Feb 5, 2024
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  4. Removed strict versioning for numpyro

    @mikkelbue
    mikkelbue committed Feb 5, 2024
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Commits on Feb 6, 2024

  1. Remove reference marker from mcmc in SBR docstring

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  2. Added some bad argument calue checking to SBR

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  3. Added tests got bad arguments to SBR optimizer

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  4. Black test_optimizers.py

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  5. Added simple test of SBR fitting

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  6. Black test_optimizers.py

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  7. Added pickle test for SBR optimizer

    @mikkelbue
    mikkelbue committed Feb 6, 2024
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  8. Updated test_sbr_fit so Flake8 isn't tripped

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    mikkelbue committed Feb 6, 2024
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Commits on Feb 12, 2024

  1. Rephrase docstring of SBR for clarity. 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Feb 12, 2024
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  2. Rephrase description of "slab_shape_nu" in SBR for clarity 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Feb 12, 2024
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  3. Rephrase desciption of "slab_shape_s" in SBR for clarity 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Feb 12, 2024
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  4. Add docstring and type hints to "_sample_reg_horseshoe" 

    Co-authored-by: Jacob Stevens-Haas <37048747+Jacob-Stevens-Haas@users.noreply.github.com>
    @mikkelbue @Jacob-Stevens-Haas
    mikkelbue and Jacob-Stevens-Haas committed Feb 12, 2024
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  5. Remove superfluous function definition from "_sample_reg_horseshoe"

    @mikkelbue
    mikkelbue committed Feb 12, 2024
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  6. Fixed bug in type hints for "_sample_reg_horseshoe"

    @mikkelbue
    mikkelbue committed Feb 12, 2024
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  7. Changed SBR test to also test for coefficient values

    @mikkelbue
    mikkelbue committed Feb 12, 2024
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Commits on Feb 13, 2024

  1. Removed discrete example from Bayesian SINDy

    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  2. Added comment about the limitations of the current SBR method to exam… 

    …ple notebook
    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  3. Added SBR example script

    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  4. Ran publish_notebook.py on SBR example

    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  5. Tidied up and reran SBR notebook example after publishing it.

    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  6. Added arviz to SBR dependencies

    @mikkelbue
    mikkelbue committed Feb 13, 2024
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  7. Added high-level import of SBR

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    mikkelbue committed Feb 13, 2024
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