Add standard_gamma sampler#7
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neerajprad merged 5 commits intopyro-ppl:masterfrom Feb 27, 2019
fehiepsi:gamma
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#8 should take care of pytest not throwing exceptions for the warning that you see. |
neerajprad
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Feb 27, 2019
test/test_distributions.py
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| def test_standard_gamma_stats(alpha): | ||
| rng = random.PRNGKey(0) | ||
| z = standard_gamma(rng, np.full((1000,), alpha)) | ||
| assert np.abs((np.mean(z) - alpha) / alpha) < 0.06 |
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nit: You could just use np.allclose with rtol=0.06.
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I think it will be a good idea to move most of the distributions related functionality to jax finally, but that will also add overhead in terms of design discussions and review. For the time being, its nice to be able to hack away without that overhead, but let us keep that in mind for sure. |
neerajprad
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Feb 27, 2019
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Thanks for adding the gamma sampler, @fehiepsi. I'll take a look at issue 3 you mentioned above after merging this. |
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This PR adds standard_gamma sampler. It is slow to compile but after compiling, sampling will be fast.
I think this version can be temporarily used for time being. Currently, some drawbacks are:
whilejax-ml/jax#441 (lax.while_loopcan not be used invmap).standard_gamma. I don't know how to resolve it so I make an issue here.Later, to improve performance, we should move to this to JAX to get feedback from its devs.
@neerajprad Do I need CUDA to run tests? Currently, all tests throw error that "platform CUDA not found". :(