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v0.2.0

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@CactusWin CactusWin released this 06 Sep 22:05
· 214 commits to main since this release

Full Changelog: v0.1.2...v0.2.0

New Features

  • Graduated VI from experimental (#1609)
    • Added ADVI and MAP inference as support for variational inference methods
  • Graduated NNC from experimental (#1618)
    • Allows the use of Functorch’s AOT compiler by default for HMC and NUTS
    • If working with a non-static model or unexpected errors are encountered, you may need to manually disable the nnc_compile flag.

Changes

  • VerboseLevel in infer is deprecated. Users should use the new boolean argument show_progress_bar to control whether the tqdm progress bar is displayed or not ( #1603).

Fixes

  • HMC/ NUTS throws an exception when the step size becomes zero (#1606)
  • Random variables warn users against using torch tensors as arguments (#1639)

Documentations

  • Added VI static documentation (#1613)
  • Added NNC static documentation (#1619)
  • Added VI PPCA tutorial (#1617)
  • Added VI tutorial demonstrating ADVI against Gaussian (perfect) and Gamma (approximation gap) targets (#1621)
  • Added VI tutorial replicating the Tensorflow probability GLMM tutorial (#1622)
  • Addded VI tutorial demonstrating MAP on Bayesian linear regression and how it coincides with Tikhonov regularization (with Gaussian prior) and LASSO (with Laplace prior) (#1623)