- 24 Jun, 2020 1 commit
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Chris Jewell authored
1. Formatting -- black style! 2. After profiling, implemented a better workaround for the tfd.Categorical bug. Replaced with an inherited Categorical2 class, with overloaded log_prob function. 3. Fixed a bug in EventTimeProposal where tfd.FiniteDiscrete was being used on a non-strictly-increasing outcomes vector. 4. Increased number of meta-populations to 149 to mirror UK UTLA regions.
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- 22 Jun, 2020 1 commit
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Chris Jewell authored
1. Fixed bug in covid.impl.event_time_mh._reverse_move where Multinomial one_hot tensor wasn't being advanced for the reverse move. This is a temporary workaround while tf.nn.sparse_softmax_cross_entropy_with_logits is fixed. 2. Batched EventTimesProposal to move multiple meta-populations. 3. Batched _move_events to allow for multiple meta-population updates 4. Refactored covid.impl.event_time_proposal._abscumdiff so we calculate `bound_times` outside the function. This allows clipping of times proposed outside [0, T] to [0, T], thus avoiding an error in tf.gather_nd in CPU mode. The output of EventTimesProposal.sample and EventTimesProposal.log_prob might be inconsistent with what we expect, but that's okay as the move gets rejected as an out-of-bounds proposal anyway.
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- 20 Jun, 2020 1 commit
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Chris Jewell authored
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- 19 Jun, 2020 3 commits
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Chris Jewell authored
Avoid overflow bug in computing free_events
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Christopher Suter authored
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Chris Jewell authored
1. Added log_acceptance_probability to kernel results 2. Added test for XLA sparse_softmax issue.
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- 18 Jun, 2020 1 commit
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Chris Jewell authored
1. Edited _move_events to take into account metapopulation selection. 2. Replace bound_t.ndim with bound_t.shape.rank for TF Graph Mode running. 3. Revised index calculation in `_abscumdiff`. Re-wrote test to accommodate. 4. Code rationalisation in FilteredEventTimesProposal to return a simpler data structure. 5. Changed dimension of results.extra field to trace `x_star`. 6. Edited tests in `tests.test_mcmc.py` for new `_abscumdiff` interface.
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- 16 Jun, 2020 3 commits
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Chris Jewell authored
1. Wrote wrapper `FilteredEventTimesProposal` for EventTimesProposal to subset metapopulations. This currently selects just one meta-population, but the plan is to select more. 2. Moved test fixture to folder inside tests. 3. Wrote (failing) TestFilteredEventTimesProposal test.
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Chris Jewell authored
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Chris Jewell authored
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- 13 Jun, 2020 1 commit
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Chris Jewell authored
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- 12 Jun, 2020 3 commits
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Chris Jewell authored
Pair programming changes from 2020-06-12
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Christopher Suter authored
- flatten out the distribution of delta_t; no longer a JointDistributionNamed, just a FiniteDiscrete - replaced OneHotCategorical with a Categorical (sample needs an expand dims after) - fix bug -- were using zeros instead of int max's for upper bounds - thread dtypes through various functions - inlined some arg-free distributions in JointDistributionNamed - minor reformatting to appease Chris Suter's formatting compulsions - pprint in tests; fix test data paths (weren't working for Chris Suter's setup)
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Chris Jewell authored
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- 05 Jun, 2020 1 commit
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Chris Jewell authored
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- 04 Jun, 2020 1 commit
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Chris Jewell authored
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- 03 Jun, 2020 2 commits
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Chris Jewell authored
Further refactor of UncalibratedEventTimesUpdate.one_step, and solve of bug in reverse move calculation.
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Chris Jewell authored
Added a "medium" simulation, which assumes 10 meta-populations of 1000 individuals each.
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- 01 Jun, 2020 1 commit
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Chris Jewell authored
Implemented custom nametuple for tracing innerd of UncalibratedEventTimesUpdate
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- 29 May, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
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- 24 May, 2020 1 commit
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Chris Jewell authored
1. Corrected bug in UncalibratedEventTimesUpdate.one_step, and factored out some propagation functions. 2. Inserted a tf.cond into event times update step to deal with the case where there is no preceding or next event (e.g. S->E in an SEIR model doesn't have a preceding event). This has reduced performance, and could possibly be replaced with a NOOP calculation instead. 3. Removed call to MH_within_Gibbs -- this proved too restrictive when requiring more than one update to a state_part per sweep of the MHwG sampler.
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- 21 May, 2020 2 commits
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Chris Jewell authored
Use casting and tf.gather to avoid end-to-end XLA failure
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Christopher Suter authored
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- 20 May, 2020 1 commit
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Chris Jewell authored
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- 19 May, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
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- 18 May, 2020 3 commits
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Chris Jewell authored
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Chris Jewell authored
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Chris Jewell authored
Added inf checker to proposal, added mechanism to detect frequency of rejects due to -inf in likelihood.
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- 12 May, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
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- 11 May, 2020 2 commits
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Chris Jewell authored
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Chris Jewell authored
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- 06 May, 2020 1 commit
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Chris Jewell authored
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- 02 May, 2020 1 commit
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Chris Jewell authored
1. Removed TransformedTransitionKernel. This kernel transforms the log_prob function, so it it no longer compatible with the general target_log_prob. 2. Replaced with an UncalibratedLogRandomWalk class which is composed inside a MetropolisHastings kernel.
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- 01 May, 2020 1 commit
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Chris Jewell authored
1. Implemented Haario-style covariance update for parameters 2. Fixed a bug in the use of underlying tfp.mcmc framework where TransformedTransitionKernel.bootstrap_results was returning incorrect results.
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- 28 Apr, 2020 1 commit
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Chris Jewell authored
First pass implementation of data augmentation MCMC. This is slow, buggy, and possibly not correct yet! Use with caution!
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- 27 Apr, 2020 1 commit
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Chris Jewell authored
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- 23 Apr, 2020 1 commit
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Chris Jewell authored
Working event time update. Not compatible with XLA due to tf.boolean_mask which depends on tf.where.
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