CalibrateEmulateSample v0.7.0
Breaking Changes
- Added compatability to EKP >2
- New Autodiff compatable emulators and gradient-based MCMC (Barker Sampling) NB AbstractGP.jl has no training API, currently use other GP packages to find appropriate hyperparameters and provide them in :(
- Bugfix of shrinkage estimator (where estimator was overly regularizing matrices in RandomFeature training)
- Bugfix of multithreading issue using threadid()
Merged pull requests:
- Add Autodiff compatable emulator and Barker gradient-based sampler (#339) (@odunbar)
- WIP: Enable (naive) minibatching within MCMC. (#349) (@odunbar)
- Update README.md (#350) (@odunbar)
- CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#353) (@github-actions[bot])
- Fixing multithreading with chunks (#355) (@odunbar)
- Bugfix shrinkage estimator (#357) (@odunbar)
- Update Project.toml v0.7.0 (#358) (@odunbar)
Closed issues:
- Implement the Barker Gradient-based sampler in
src/using ForwardDiff (#341) - Implement the useful diagnostics of the chains in
src/which are able to differentiate different methodologies performance (e.g. ESS, ESJD). (#342) - Add modularity in the choice of autodiff package for the samplers (#343)
- Add an end-to-end unit test with CES and autodiff emulators (#344)
- Implement the AbstractGP + forward-diff emulator object from provided GP hyperparameters (#345)
- Likely erroneous use of
Threads.nthreadsandThreads.threadid(#351) - Extra minus in shrinkage cov (#356)
Contributors
odunbar