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Add Autodiff compatable emulator and Barker gradient-based sampler #339

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Add Autodiff compatable emulator and Barker gradient-based sampler #339

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924c970
add Forward diff and selection of gradient-based Samplers
odunbar Jan 15, 2025
06e3675
added ESJD and test for it
odunbar Jan 16, 2025
fa01a40
format
odunbar Jan 16, 2025
5f44295
new protocols to modularize the autodiff packages
odunbar Jan 16, 2025
518adde
typo
odunbar Jan 17, 2025
7d2297e
allow kwargs and duals in Emulator arguments
odunbar Jan 17, 2025
551b660
add abstract GPs as an emulator option, using provieded lengthscales …
odunbar Jan 17, 2025
7de399a
add kwargs into RF build_models too
odunbar Jan 17, 2025
7864db8
add ew deps for emulators
odunbar Jan 17, 2025
0e9c409
add convenience to build AGP from GPJL and implement 1D->1D unit test
odunbar Jan 17, 2025
5c89421
format and typo
odunbar Jan 17, 2025
b3b868c
format
odunbar Jan 17, 2025
550b62f
add tests for 2d->2d GP and improve interface for AbstractGP
odunbar Jan 21, 2025
4a17258
rtol->atol
odunbar Jan 21, 2025
11dd80f
add test for RWM and PCN with AGP and no derivatives
odunbar Jan 21, 2025
2ee1fe8
updated proposals from Kotas latest CES repo, also added target_acc t…
odunbar Jan 22, 2025
bebe87b
framework to test the ForwardDiff schemes
odunbar Jan 22, 2025
9b71ae9
typo
odunbar Jan 22, 2025
29e8e27
Seemingly sign errors in derivative calculations
odunbar Jan 22, 2025
95f3a58
one test set per method
odunbar Jan 22, 2025
9e1c9ee
add L into HMC as parameter, sign changes for autodiff.
odunbar Jan 22, 2025
b6cc600
typo
odunbar Jan 22, 2025
0b352e7
remove all non-barker gradient methods for now
odunbar Jan 22, 2025
a22fdc3
format
odunbar Jan 22, 2025
5b8333c
add docs Manifest to inc. AbstractGP
odunbar Jan 22, 2025
1750b1f
docs API fix
odunbar Jan 22, 2025
dbbf21b
rm long comment
odunbar Jan 22, 2025
4b66ed2
format
odunbar Jan 22, 2025
4113b3c
add reversediff compatability
odunbar Jan 22, 2025
671c5ff
Project toml and format
odunbar Jan 23, 2025
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8 changes: 8 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -4,13 +4,16 @@ authors = ["CLIMA contributors <[email protected]>"]
version = "0.6.0"

[deps]
AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
AdvancedMH = "5b7e9947-ddc0-4b3f-9b55-0d8042f74170"
Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
EnsembleKalmanProcesses = "aa8a2aa5-91d8-4396-bcef-d4f2ec43552d"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
GaussianProcesses = "891a1506-143c-57d2-908e-e1f8e92e6de9"
KernelFunctions = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Expand All @@ -19,25 +22,30 @@ ProgressBars = "49802e3a-d2f1-5c88-81d8-b72133a6f568"
PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RandomFeatures = "36c3bae2-c0c3-419d-b3b4-eebadd35c5e5"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
ScikitLearn = "3646fa90-6ef7-5e7e-9f22-8aca16db6324"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"

[compat]
AbstractGPs = "0.5.21"
AbstractMCMC = "3.3, 4, 5"
AdvancedMH = "0.6, 0.7, 0.8"
Conda = "1.7"
Distributions = "0.24, 0.25"
DocStringExtensions = "0.8, 0.9"
EnsembleKalmanProcesses = "2"
ForwardDiff = "0.10.38"
GaussianProcesses = "0.12"
KernelFunctions = "0.10.64"
MCMCChains = "4.14, 5, 6"
Printf = "1"
ProgressBars = "1"
PyCall = "1.93"
Random = "1"
RandomFeatures = "0.3"
ReverseDiff = "1.15.3"
ScikitLearn = "0.6, 0.7"
StableRNGs = "1"
Statistics = "1"
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