-
Notifications
You must be signed in to change notification settings - Fork 151
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
ENH add h npe #1087
Draft
tomMoral
wants to merge
15
commits into
sbi-dev:main
Choose a base branch
from
tomMoral:ENH_add_hNPE
base: main
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Draft
ENH add h npe #1087
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Is this ready for review? |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
What does this implement/fix? Explain your changes
Implement hNPE, from this paper: https://arxiv.org/abs/2102.06477
This PR adds:
hierachical_simulator
decorator to wrap simulator and generate simulation with extra observations.HIerarchicalDensityEstimator
which factorizes the posterior and chains two flows to estimate global and local parametershelper to build a flow from
factory`.This PR also add an example of use case for this method.
Any relevant code examples, logs, error output, etc?
From the example:$x = \theta_1 \theta_2$ , we get ill defined posterior:
$\theta_2$ , we get:
Without hierarchical observation, with a model
With 10 extra observation which shares the same
Checklist
Put an
x
in the boxes that apply. You can also fill these out after creatingthe PR. If you're unsure about any of them, don't hesitate to ask. We're here to
help! This is simply a reminder of what we are going to look for before merging
your code.
guidelines
with
pytest.mark.slow
.guidelines
main
(or there are no conflicts withmain
)