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Modify linear regressions to parameters in R #388

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merged 1 commit into from
Oct 27, 2022

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albcab
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@albcab albcab commented Oct 24, 2022

Closes #378

As a side note: If initial parameters for the log_scale are set to $1.0$ in regression_test_cases only test_pathfinder_adaptation fails with samples for log_scale diverging to inf.

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codecov bot commented Oct 24, 2022

Codecov Report

Merging #388 (3a05028) into main (1aaa6f6) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #388   +/-   ##
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  Coverage   89.74%   89.74%           
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  Files          45       45           
  Lines        2184     2184           
=======================================
  Hits         1960     1960           
  Misses        224      224           

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rlouf commented Oct 24, 2022

Thanks! Why use flat priors?

@junpenglao
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I think it is better to keep the prior and add the forward log jacobian. @rlouf wdyt?

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rlouf commented Oct 24, 2022

I think it is better to keep the prior and add the forward log jacobian. @rlouf wdyt?

We had the same thought at the same time 😄

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Could you also update the one in:

  • tests/test_optimizers.py
  • tests/test_benchmarks.py
  • tests/test_tempered_smc.py

Optional the ones in examples.

@albcab albcab force-pushed the improve_linear_regression_test branch from b008627 to 465bedb Compare October 26, 2022 14:12
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Looks good, minor comments.

@albcab albcab changed the title Modify linear regression test to parameters in $R$ and use flat priors Modify linear regression test to parameters in R Oct 26, 2022
@albcab albcab force-pushed the improve_linear_regression_test branch from 465bedb to 3a05028 Compare October 26, 2022 14:33
@albcab albcab changed the title Modify linear regression test to parameters in R Modify linear regressions to parameters in R Oct 26, 2022
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albcab commented Oct 26, 2022

Great. Added a reminder in the introduction notebook to reparametrize before MCMC.

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rlouf commented Oct 27, 2022

LGTM, thank you for doing the unsexy work!

@rlouf rlouf merged commit b2aacda into blackjax-devs:main Oct 27, 2022
rlouf pushed a commit to rlouf/blackjax that referenced this pull request Oct 27, 2022
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Improve the model we use in test and benchmark
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