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Added backend option for VI sample trace #3557

Merged
merged 7 commits into from
Jul 30, 2019
Merged

Added backend option for VI sample trace #3557

merged 7 commits into from
Jul 30, 2019

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fonnesbeck
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@fonnesbeck fonnesbeck commented Jul 21, 2019

Allows VI samples to be saved to non-ndarray backends, as requested by #3550.

@fonnesbeck fonnesbeck changed the title WIP: Added backend option for VI sample trace Added backend option for VI sample trace Jul 26, 2019
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Looks good to me. I would link to the issue instead of the PR in the release notes.

RELEASE-NOTES.md Outdated
@@ -8,6 +8,7 @@
- Sequential Monte Carlo - Approximate Bayesian Computation step method is now available. The implementation is in an experimental stage and will be further improved.
- Added `Matern12` covariance function for Gaussian processes. This is the Matern kernel with nu=1/2.
- Progressbar reports number of divergences in real time, when available [#3547](https://github.com/pymc-devs/pymc3/pull/3547).
- Sampling from variational approximation now allows for alternative trace backends [#3557].
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Suggested change
- Sampling from variational approximation now allows for alternative trace backends [#3557].
- Sampling from variational approximation now allows for alternative trace backends ([issue 3550](https://github.com/pymc-devs/pymc3/issues/3550))

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One other thing, issue #3550 also requests something like this to be done on sample prior and posterior predictive. I think we should leave the issue open after we merge this

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I can do the same for sample_prior_predictive. Shouldn't be too hard.

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2 participants