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CHANGELOG.md

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Changelog

All notable changes to this project will be documented in this file.

[0.13.0] - 2024-10-23

Bug Fixes

  • Expose adaptation settings (Adrian Seyboldt)

  • Append missing values for non-diverging draws (Adrian Seyboldt)

  • Fix bug where step size stats were not updated after tuning (Adrian Seyboldt)

Features

  • Bump arrow version (Adrian Seyboldt)

  • First part of low rank mass matrix adaptation (Adrian Seyboldt)

  • Add option to specify mass matrix update frequency (Adrian Seyboldt)

  • Add low-rank modified mass matrix adaptation (Adrian Seyboldt)

  • Make cpu_math parallelization configurable (Adrian Seyboldt)

  • Add transforming adaptation (Adrian Seyboldt)

  • Improve error info for BadInitGrad (Adrian Seyboldt)

  • Do not report invalid gradients for transform adapt (Adrian Seyboldt)

Miscellaneous Tasks

  • Update dependencies (Adrian Seyboldt)

  • Prepare release (Adrian Seyboldt)

  • Update changelog (Adrian Seyboldt)

  • Prepare release (Adrian Seyboldt)

  • Prepare release (Adrian Seyboldt)

  • Update dependencies (Adrian Seyboldt)

Refactor

  • Switch to arrow-rs (Adrian Seyboldt)

  • Refactor mass matrix adaptation traits (Adrian Seyboldt)

Styling

  • Some minor clippy fixes (Adrian Seyboldt)

Testing

  • Add proptest failure and increase tolerance (Adrian Seyboldt)

[0.9.0] - 2024-04-16

Documentation

  • Update README (Adrian Seyboldt)

  • Replace aesara with pytensor in docs (Christian Luhmann)

  • Update readme (Adrian Seyboldt)

Features

  • Allow more SIMD in array operations (Adrian Seyboldt)

  • Add option to disable NUTS turning check (Adrian Seyboldt)

  • Better initial step size estimate (Adrian Seyboldt)

  • Add option for draw-based mass matrix estimate (Adrian Seyboldt)

  • Parameterize progress callback rate (Adrian Seyboldt)

  • Provide sampling duration in sampler progress (Adrian Seyboldt)

  • Add index of divergent draws to progress (Adrian Seyboldt)

Miscellaneous Tasks

  • Update changelog (Adrian Seyboldt)

  • Update changelog (Adrian Seyboldt)

Refactor

  • Prepare for GPU support (Adrian Seyboldt)

  • Move sampler code from nutpie to nuts-rs (Adrian Seyboldt)

Styling

  • Fix formatting (Adrian Seyboldt)

[0.8.0] - 2023-09-20

Bug Fixes

  • Fix energy error statistic (Adrian Seyboldt)

  • Register draws when max treedepth is reached (Adrian Seyboldt)

  • Remove incorrect information from README (Adrian Seyboldt)

  • Fix compilation without arrow feature (Adrian Seyboldt)

  • Correct usage of store_unconstrained (Maxim Kochurov)

  • Link in docs to nutpie (Adrian Seyboldt)

Features

  • Add energy_error to sampler stats (Adrian Seyboldt)

  • Use symmetric acceptance rate in final window (Adrian Seyboldt)

Miscellaneous Tasks

  • Update Changelog (Adrian Seyboldt)

Performance

  • Increase max and min mass matrix values (Adrian Seyboldt)

  • Change default for store_divergences to false (Adrian Seyboldt)

[0.6.0] - 2023-07-21

Bug Fixes

  • Handle initial zero gradients better (Adrian Seyboldt)

Features

  • Add more sample stats about divergences (Adrian Seyboldt)

Miscellaneous Tasks

  • Update dependencies (Adrian Seyboldt)

  • Bump version (Adrian Seyboldt)

[0.5.1] - 2023-07-03

Documentation

  • Update links from aseyboldt to pymc-devs (Adrian Seyboldt)

Miscellaneous Tasks

  • Update metadata in Cargo.toml (Adrian Seyboldt)

  • Add changelog using cliff (Adrian Seyboldt)

  • Bump patch version (Adrian Seyboldt)

Styling

  • Formatting fix (Adrian Seyboldt)