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Add Preconditioning to MCLMC#646

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reubenharry wants to merge 146 commits intoblackjax-devs:mainblackjax-devs/blackjax:mainfrom reubenharry:preconditioning2reubenharry/blackjax:preconditioning2Copy head branch name to clipboard

+12,223-128

Commits

Commits on Nov 10, 2023

• initial draft of mclmc

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Commits on Nov 11, 2023

• refactor

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• wip

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• wip

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• wip

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• wip

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• wip

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• fix pre-commit

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• remove dim from class

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• add docstrings

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Commits on Nov 13, 2023

• add mclmc to init

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• Merge branch 'main' of https://github.com/blackjax-devs/blackjax

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• Merge branch 'main' into refactor

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• move minimal_norm to integrators

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• move update pos and momentum

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• remove params

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Commits on Nov 14, 2023

• Infer the shape from inverse_mass_matrix outside the function step

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• use tree_map

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Commits on Nov 15, 2023

• integration now aligned with mclmc repo

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• dE and logdensity align too (fixed sign error)

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• make L and step size arguments to kernel

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• rough draft of tuning: works

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• remove inv mass matrix

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• almost correct

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Commits on Nov 16, 2023

• almost correct

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• move tuning to adaptation

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• tuning works in this commit

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• clean up 1

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• remove sigma from tuning

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• wip

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Commits on Nov 17, 2023

• fix linting

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• rename T and V

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• uniformity wip

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• make uniform implementation of integrators

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Commits on Nov 18, 2023

• make uniform implementation of integrators

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• fix minimal norm integrator

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• add warning to tune3

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Commits on Nov 19, 2023

• Refactor integrators.py to make it more general.

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• temp: explore

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Commits on Nov 20, 2023

• Refactor to use integrator generation functions

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• Additional refactoring

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Commits on Nov 21, 2023

• Minor clean up.

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• Use standard JAX ops

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Commits on Nov 23, 2023

• new integrator

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• add references

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• merge

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Commits on Nov 24, 2023

• flake

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• temporarily add 'explore'

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Commits on Nov 25, 2023

• temporarily add 'explore'

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Commits on Nov 26, 2023

• Adding a test for energy preservation.

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  committed
  c8b43be

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• fix formatting

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• wip: tests

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• Merge branch 'integrator_refactor' into refactor

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• use pytrees for partially_refresh_momentum, and add test

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Commits on Nov 27, 2023

• Merge branch 'main' into refactor

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• update docstring

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• resolve conflict

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• remove 'explore'

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• fix pre-commit

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Commits on Nov 29, 2023

• adding randomized MCHMC

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Commits on Dec 1, 2023

• wip checkpoint on tuning

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• align blackjax and mclmc repos, for tuning

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• use effective_sample_size

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• patial rename

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• rename

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• clean up tuning

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• clean up tuning

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Commits on Dec 2, 2023

• IN THIS COMMIT, BLACKJAX AND ORIGINAL REPO AGREE. SEED IS FIXED.

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• RANDOMIZE KEYS

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• ADD TEST

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• ADD TEST

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• Merge branch 'main' of https://github.com/blackjax-devs/blackjax

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• Merge branch 'main' into refactor

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• MERGE MAIN

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• INCREASE CODE COVERAGE

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• REMOVE REDUNDANT LINE

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• ADD NAME 'mclmc'

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• SPLIT KEYS AND FIX DOCSTRING

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• FIX MINOR ERRORS

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• FIX MINOR ERRORS

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• Merge branch 'main' of https://github.com/blackjax-devs/blackjax

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• FIX CONFLICT IN BIB

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• RANDOMIZE KEYS (reversion)

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• PRECOMMIT CLEAN UP

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Commits on Dec 3, 2023

• ADD KWARGS FOR DEFAULT HYPERPARAMS

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Commits on Dec 4, 2023

• INITIAL DRAFT OF MC-MCLMC

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• Merge branch 'main' of https://github.com/blackjax-devs/blackjax

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• Merge branch 'main' into refactor

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• Merge branch 'refactor' into mhmclmc

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• INITIAL DRAFT OF MC-MCLMC

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Commits on Dec 5, 2023

• INITIAL DRAFT OF MC-MCLMC

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Commits on Dec 9, 2023

• WIP

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• Merge branch 'main' into mhmclmc

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• MAKE INITIAL IMPLEMENTATION OF MHMCHMC

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• Merge branch 'main' into mhmclmc

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• ADD DYNAMIC MHMCLMC

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• ADD TRANSFORM

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• ADD TRANSFORM

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Commits on Dec 10, 2023

• ADD DOCSTRING AND TEST

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• REMOVE TRANSFORMED_X FROM INFO

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• REMOVE TRANSFORMED_X FROM INFO

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• DRAFT A TUNING FUNCTION

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• Merge branch 'remove_transform_mclmc_2' into mhmclmc

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• Merge branch 'main' into mhmclmc

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Commits on Dec 13, 2023

• WIP

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• REMOVE ALIGNMENT TEST

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Commits on Dec 26, 2023

• MERGE

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• UPDATE IMPORTS

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• SIMPLIFY

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• Merge branch 'refactor_tuning' into mhmclmc

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Commits on Dec 27, 2023

• DRAFT A TUNING FUNCTION

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Commits on Jan 2, 2024

• ADD TUNING FOR MHMCHMC: DRAFT

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Commits on Jan 9, 2024

• DRAFT A TUNING FUNCTION

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Commits on Jan 11, 2024

• REMOVE STATIC AS IT IS A SPECIAL CASE OF DYNAMIC (TESTED)

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• REFACTOR DYNAMIC TO SEPARATE FROM STATIC. ABOUT TO REMOVE

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• REMOVE STATIC

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• FIX BUGS IN MHMCHMC AND TUNING

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Commits on Jan 15, 2024

• USE CEILING, REMOVE SOME DEBUGGING

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• ITERATIVE TUNING

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• FIX NUM_STEPS NOT L IN DUAL AVERAGING

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Commits on Jan 16, 2024

• WIP

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Commits on Jan 19, 2024

• WIP

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Commits on Jan 20, 2024

• USE UNIFORM TRAJ LENGTH DISTRIBUTION

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• Merge branch 'benchmarks' into mhmclmc

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• WIP

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• BREAKOUT BENCHMARKS INTO NEW DIRS

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• Merge branch 'benchmarks' into mhmclmc

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• BREAKOUT BENCHMARKS INTO NEW DIRS

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Commits on Jan 21, 2024

• ADD DRAFT OF ISOTROPIC NORMAL

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Commits on Jan 22, 2024

• BENCHMARK RESULTS

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• Merge branch 'benchmarks' into maruyama

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• ADD MARUYAMA TO INTEGRATOR

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• Merge branch 'maruyama' into mhmclmc

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• ADD MARUYAMA TO INTEGRATOR

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  c4b9b5c

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• FIX BUGS

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• changed BABO to OBABO and changed the default L_proposal

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Commits on Jan 23, 2024

• WIP

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  d84003e

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• WIP

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  781aa6c

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• FIX BUGS

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Commits on Jan 24, 2024

• CLEAN UP

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Commits on Feb 21, 2024

• ADD ICG

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Commits on Feb 28, 2024

• ADD NUTS

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Commits on Mar 8, 2024

• WIP

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• WIP

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• MOVE BENCHMARKS INSIDE BLACKJAX SRC AND RUN BENCHMARKS IN BENCHMARKS.PY

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• MOVE BENCHMARKS INSIDE BLACKJAX SRC AND RUN BENCHMARKS IN BENCHMARKS.PY

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