Code

Bayesian SINDy#440

Code

Merged

Jacob-Stevens-Haas merged 60 commits intodynamicslab:masterdynamicslab/pysindy:masterfrom mikkelbue:bayesian_sindymikkelbue/pysindy:bayesian_sindyCopy head branch name to clipboardFeb 20, 2024

+1,782-5

Commits

Commits on Dec 13, 2023

• Added Sparse Bayesian Regression (SBR) optimizer

  mikkelbue

  committed
  79a4fa0

• Added Bayesian SINDy notebook

  mikkelbue

  committed
  5c5ee4e

• Blacked Sparse Bayesian Regression code

  mikkelbue

  committed
  acab720

• Renamed BayesianSparseRegression to SparseBayesianRegression

  mikkelbue

  committed
  66112bb

Commits on Dec 14, 2023

• Added numpyro as an optional dependency

  mikkelbue

  committed
  cc89101

• Removed reference to PEP 690 from SBR import

  mikkelbue

  committed
  22fac95

• Renamed SBR hyperparameters to something more interpretable

  mikkelbue

  committed
  a681ae8

• Renamed Bayesian SINDy notebook

  mikkelbue

  committed
  8da636a

• Moved methods from SparseBayesianRegression into SBR optimizer

  mikkelbue

  committed
  f209b54

Commits on Dec 21, 2023

• Vectorized sampling of SINDy coefficients in numpyro for optimization

  mikkelbue

  committed
  5b60afe

• Added docstring to Sparse Bayesian Regression optimizer

  mikkelbue

  committed
  b827dab

Commits on Jan 8, 2024

• Added some documentation and testing mode to the Bayesian SINDy notebook

  mikkelbue

  committed
  f56e9e1

Commits on Jan 9, 2024

• Added jax as optional dependency for Bayesian SINDy

  mikkelbue

  committed
  5ab7932

Commits on Jan 10, 2024

• Added numpyro dependecy group to github workflow

  mikkelbue

  committed
  83c6a17

• Removed misplaced space in github workflow

  mikkelbue

  committed
  8c1a923

Commits on Jan 11, 2024

• Fixed bug in SBR docstring.

  mikkelbue

  committed
  66c0f15

• Removed reference in docstring.

  mikkelbue

  committed
  754722a

Commits on Jan 22, 2024

• Update pyproject.toml

  Show description for 1f17975
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  1f17975

• Update pysindy/optimizers/sbr.py

  Show description for b391898
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  b391898

• Update pysindy/optimizers/sbr.py

  Show description for cc30881
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  cc30881

• Rename numpyro dependency group to sbr

  mikkelbue

  committed
  f0a6823

• Remove reference to numpyro implementation and add horseshoe description.

  Show description for 80fc151
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  80fc151

• Reorganize SBR kwargs for MCMC and super

  mikkelbue

  committed
  cacb02b

• Reran SBR notebooks after updating the kwargs logic

  mikkelbue

  committed
  12e5677

• Moved horseshoe hyperparameter sampling into _numpyro_model routine

  mikkelbue

  committed
  7af3848

• Updated documenation for SBR after refactording the kwargs

  mikkelbue

  committed
  01698be

Commits on Jan 23, 2024

• RemovedJAX key splitting since it's not necessary for SBR

  mikkelbue

  committed
  952b989

• Renamed mcmc to mcmc_ in SBR oprimizer

  mikkelbue

  committed
  ae9325b

• Reran SBR notebooks after recent updates

  mikkelbue

  committed
  890ad58

• Added type hints to SBR

  mikkelbue

  committed
  6e9b003

• Trip initilialisation of SBR of unbias=True, since it's incompatible

  mikkelbue

  committed
  28dd0f3

Commits on Jan 25, 2024

• Added discrete time example

  mikkelbue

  committed
  8df9665

Commits on Jan 29, 2024

• Changed discrete time example to harmonic oscillator

  mikkelbue

  committed
  52b9070

Commits on Jan 30, 2024

• Add note about the SBR modelling assumptions in the docstring

  mikkelbue

  committed
  ab2641b

Commits on Feb 5, 2024

• Added some more clarification to SBR docstring

  mikkelbue

  committed
  0b25e65

• Added SBR optimizer to a bunch of tests

  mikkelbue

  committed
  57f4178

• Merge branch 'master' into bayesian_sindy

  mikkelbue

  committed
  98fa0fd

• Removed strict versioning for numpyro

  mikkelbue

  committed
  17f4d65

Commits on Feb 6, 2024

• Remove reference marker from mcmc in SBR docstring

  mikkelbue

  committed
  85a5db1

• Added some bad argument calue checking to SBR

  mikkelbue

  committed
  1ec2523

• Added tests got bad arguments to SBR optimizer

  mikkelbue

  committed
  73c2fd5

• Black test_optimizers.py

  mikkelbue

  committed
  5ff20a1

• Added simple test of SBR fitting

  mikkelbue

  committed
  8c0c019

• Black test_optimizers.py

  mikkelbue

  committed
  4fb02a0

• Added pickle test for SBR optimizer

  mikkelbue

  committed
  9ef48d7

• Updated test_sbr_fit so Flake8 isn't tripped

  mikkelbue

  committed
  d8b93b1

Commits on Feb 12, 2024

• Rephrase docstring of SBR for clarity.

  Show description for eced555
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  eced555

• Rephrase description of "slab_shape_nu" in SBR for clarity

  Show description for ad38749
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  ad38749

• Rephrase desciption of "slab_shape_s" in SBR for clarity

  Show description for cd4ecee
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  cd4ecee

• Add docstring and type hints to "_sample_reg_horseshoe"

  Show description for 54422da
  

  mikkelbue

  and

  Jacob-Stevens-Haas

  authored
  54422da

• Remove superfluous function definition from "_sample_reg_horseshoe"

  mikkelbue

  committed
  ed358cb

• Fixed bug in type hints for "_sample_reg_horseshoe"

  mikkelbue

  committed
  b2579bb

• Changed SBR test to also test for coefficient values

  mikkelbue

  committed
  a13ce82

Commits on Feb 13, 2024

• Removed discrete example from Bayesian SINDy

  mikkelbue

  committed
  6426f6c

• Added comment about the limitations of the current SBR method to example notebook

  mikkelbue

  committed
  f20fd1e

• Added SBR example script

  mikkelbue

  committed
  3c37bf0

• Ran publish_notebook.py on SBR example

  mikkelbue

  committed
  6bf64e3

• Tidied up and reran SBR notebook example after publishing it.

  mikkelbue

  committed
  9aeadea

• Added arviz to SBR dependencies

  mikkelbue

  committed
  b855006

• Added high-level import of SBR

  mikkelbue

  committed
  2060875