1. 09 Apr, 2020 1 commit
  2. 08 Apr, 2020 1 commit
    • Chris Jewell's avatar
      Major changes: · 94fe710d
      Chris Jewell authored
      1. chainbinom* file and methods renamed to discrete_markov* files and methods.
      
      2. Implemented batched hazard rate calculation, adding functions to automatically broadcast rates to the Markov transition rate matrix.
      
      3. Implemented test simulation and MCMC algorithm.
      94fe710d
  3. 30 Mar, 2020 1 commit
  4. 28 Mar, 2020 2 commits
  5. 27 Mar, 2020 2 commits
    • Christopher Suter's avatar
    • Christopher Suter's avatar
      Improve efficiency of stochastic model. · 864fcf65
      Christopher Suter authored
      Big changes:
       1. replace python for loop with tf.while_loop
       2. work with a transposed state tensor shape
         - instead of [4, nlads * nages], use [nlads * nages, 4]
         - this made it pretty easy to eliminate some transposes in
           propagate_fn (there were comments there seemingly contemplating
           this shape arrangement)
         - this feels a little more natural to me, too; in TFP we'd call the 4
           SEIR states components of the "event shape" of the system, and the
           nlads * nages part a "batch shape" (although one could reasonably
           also combine these together into one big matrix "event shape")
         - anyway, this allowed elimination of 3 transpose ops which makes for
           simpler code and avoids some memcpys
         - I also made an effort to update surrounding code to use the same data
           layout, but it seems like mcmc.py and covid_ode.py are broken right
           now anyway, due to other changes made in support of stochastic mode,
           so I couldn't confirm that my changes were sufficient.
       3. switch off XLA (which didn't yield any clear improvement, although
          it also didn't really hurt), and disable autograph (which tries to
          do things like rewrite python for loops into TF graph code but tends
          to produce less performant than manually optimized code like what
          I've done here)
      864fcf65
  6. 26 Mar, 2020 3 commits
  7. 12 Mar, 2020 1 commit
  8. 08 Mar, 2020 2 commits
  9. 01 Mar, 2020 2 commits