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Merged
merged 8 commits into from
Dec 2, 2017
Merged

Constant Stochastic Gradient Descent #2544

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c5845cb
add csg
shkr Sep 5, 2017
ae5eda9
Fig 1 and likelihood plotted
shkr Sep 10, 2017
cc966c9
posterior comparison
shkr Oct 4, 2017
eb4cb6d
csg nb and python file updated
shkr Nov 14, 2017
45a45ab
ConstantStochasticGradient renamed as CSG
shkr Nov 27, 2017
4b25fa6
sgmcmc.py merge conflict fixed
shkr Nov 27, 2017
08e0617
inserted update in RELEASE-NOTES
shkr Nov 27, 2017
07ab6ca
nb updated and added to examples
shkr Nov 30, 2017
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inserted update in RELEASE-NOTES
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@shkr
shkr committed Nov 27, 2017
commit 08e06171c1099df95c0d9d87d4f5b340b4dd66e1
4 changes: 3 additions & 1 deletion RELEASE-NOTES.md
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Expand Up @@ -7,7 +7,8 @@

- Improve NUTS initialization `advi+adapt_diag_grad` and add `jitter+adapt_diag_grad` (#2643)
- Update loo, new improved algorithm (#2730)

- New CSG (Constant Stochastic Gradient) approximate posterior sampling
algorithm added
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Link to PR like above.

### Fixes
- Fixed `compareplot` to use `loo` output.
- Add test for `model.logp_array` and `model.bijection` (#2724)
Expand Down Expand Up @@ -249,6 +250,7 @@ Patricio Benavente <[email protected]>
Raymond Roberts
Rodrigo Benenson <[email protected]>
Sergei Lebedev <[email protected]>
Shashank Shekhar <[email protected]>
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Can you add yourself instead to a new section Contributors for the upcoming 3.3 release?

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Done

Skipper Seabold <[email protected]>
Thomas Kluyver <[email protected]>
Tobias Knuth <[email protected]>
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215 changes: 193 additions & 22 deletions docs/source/notebooks/constant_stochastic_gradient.ipynb
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