More options for DADVI #579
Merged
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I was playing around with DADVI and wanted the full range of optimizer options available in find_MAP, so I added them. These include:
posterior
group like all other PyMC inference methodsinclude_transform = True
, the unconstrained draws are returned in anunconstrained_posterior
groupoptimizer_results
are returned as an idata groupI also added tests for DADVI, mostly copy/paste from the find_MAP tests.
The result is some amount of code duplication with find_MAP, but I think it's acceptable.
cc @martiningram