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Constant Stochastic Gradient Descent #2544

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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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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 <patbenavente@gmail.com>
Raymond Roberts
Rodrigo Benenson <rodrigo.benenson@gmail.com>
Sergei Lebedev <superbobry@gmail.com>
Shashank Shekhar <shashank.f1@gmail.com>
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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 <chris.fonnesbeck@vanderbilt.edu>
Thomas Kluyver <takowl@gmail.com>
Tobias Knuth <mail@tobiasknuth.de>
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