Enable AutoNormal,AutoMultivariateNormal in contrib.epidemiology #2538
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
eb8680
approved these changes
Jun 24, 2020
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Outdated suggestions cannot be applied.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.
Addresses #2426
This adds support for
AutoNormalandAutoMultivariateNormalguides toCompartmentalModel, whereas previously onlyAutoLowRankMultivariateNormalwas supported.This PR also switches to
AutoNormalas the default guide. My reasoning is thatAutoNormalis 2-3x faster and more robust thanAutoLowRankMultivariateNormal(the current default), and if we optimize for new users writing new models, the cheapAutoNormalwill be the first guide they will try to use, and thus is a good default. I've started using this workflow in my own modeling and have been happy with the ~30sec turnaround time between model changes and inference results.Tested