Commit c6bc43d
non-parametric bicops (tll, fastKDE); examples (#38)
* onto torch.nn.Module based on fastkde, built by uv
poetry -> uv
bicop.BiCop
vinecop.VineCop
examples/*cop.ipynb
==================
TODO:
bicop: fastkde.pdf
vinecop: rosenblatt
examples: app jupyterNB
Co-Authored-By: Thibault Vatter <[email protected]>
* update uv cuda cmd; update .toml file
uv for cuda user:
uv sync --extra cu126 -U
* use fastkde.pdf instead of pdf_at_points
* `pdf_at_points()` is potentially slow relative to `pdf()` cuz it does not take advantage of the inverse FFT for transforming from Fourier space to data space;
* num_step_grid has to be a power of 2;
* padding/trimming incurred;
* update .toml, readme
* marginals of kdeCDFPPF1D, inside VineCop
util.kdeCDFPPF1D: a small class, fit at init time; stored inside VineCop.marginals
* Create 2_num_hfunc.ipynb
* BUGFIX: vinecop: cond sample marginal cdf added
apply marginal cdf if user is giving obs (conditional simulation)
* update VineCop.sample() for QR
if top lv then marginal cdf, else nothing happen (quantile regression for experienced users)
* no_grad onto bidepfunc; use ferreiraTDC symmetry
experiments: randomsearch, more data/alpha/repeats/pipelineparaspace
* benchmark
fit/sample/pdf on cpu/cuda
* update .toml, README, benchmark
* create readme for examples/benchmark
* examples/vinecop monotonic tests;
examples/vinecop monotonic tests;
examples/bicop range tests;
examples/num_hfunc fig;
minor tidying.
* Add tll
* update examples/bicop for tll
* clamp guard for [0,1]
* minor tidying
* add pred intvl experiment scripts
drop QR scripts
* pred_intvl: readme; LICENSE (credit);
* update docstring
* Add issues
* Add issues
* Add issues+1
* Add issues+2
* transpose, fliplr
* Final MNIST experiment
* Final MNIST experiment
* Squashed commit of the following:
commit a9f6811f44fbbcebd908e5595241e4f0258c4365
Merge: 4688a0d 5ac1502
Author: Tuoyuan Cheng <[email protected]>
Date: Tue May 20 13:31:31 2025 +0800
Merge branch 'pr/34' into dev_ian
commit 4688a0d
Author: Tuoyuan Cheng <[email protected]>
Date: Mon Apr 28 10:05:55 2025 +0800
WIP
poetry -> uv
many parametric bicops: parameter as torch.Tensor
commit 5ac1502
Author: gagrawal009 <[email protected]>
Date: Sat Jan 11 14:32:29 2025 +0530
par changed to torch.tensor
commit c7bfedc
Author: gagrawal009 <[email protected]>
Date: Sat Jan 11 14:03:00 2025 +0530
par changed to torch.tensor
commit 1dddbfb
Author: Tuoyuan Cheng <[email protected]>
Date: Tue Jan 7 14:02:19 2025 +0800
Dev ian (#33)
* par changed to torch.tensor
---------
Co-authored-by: gagrawal009 <[email protected]>
commit ef95b6f
Author: gagrawal009 <[email protected]>
Date: Sat Jan 4 21:58:52 2025 +0530
par changed to torch.tensor
commit 311d196
Author: gagrawal009 <[email protected]>
Date: Fri Jan 3 23:56:10 2025 +0530
par changed to torch.tensor
commit 976e040
Author: gagrawal009 <[email protected]>
Date: Fri Jan 3 23:47:11 2025 +0530
par changed to torch.tensor
commit 7ee503a
Author: gagrawal009 <[email protected]>
Date: Fri Jan 3 16:46:26 2025 +0530
par changed to torch.tensor
commit f5a8d0e
Author: Tuoyuan Cheng <[email protected]>
Date: Wed Jan 1 13:55:33 2025 +0800
main branch only: publish-package and static
commit 814be0b
Author: Tuoyuan Cheng <[email protected]>
Date: Wed Jan 1 13:04:04 2025 +0800
rm in-place ops
commit 81301d2
Author: Tuoyuan Cheng <[email protected]>
Date: Sun Dec 22 18:25:50 2024 +0800
ruff
commit 4d059ff
Merge: bf0d8a1 a7b356f
Author: Tuoyuan Cheng <[email protected]>
Date: Sun Dec 22 18:23:11 2024 +0800
Merge branch 'main' into dev_ian
commit bf0d8a1
Author: ian <[email protected]>
Date: Thu Dec 5 13:53:25 2024 +0800
_EPS: abc, bb1678
commit c4fad3d
Author: ian <[email protected]>
Date: Mon Dec 2 23:57:37 2024 +0800
tawn1,2; bb1678 par2tau
commit bb89a0b
Author: ian <[email protected]>
Date: Tue Nov 26 21:18:32 2024 +0800
BiCopExtremeValue (bb5); BiCopArchimedean (bb1,6,7,8); solve_ITP_vectorize for hinv1_0
commit 5b8ab4c
Author: ian <[email protected]>
Date: Thu Nov 7 22:28:08 2024 +0800
archimedean: par2tau_0, numint by Simpson's rule
commit a98436e
Author: ian <[email protected]>
Date: Tue Nov 5 17:37:50 2024 +0800
bb1: hinv newton, tau2par quasi mle
TODO: test refactoring, abc hinv1_num invert_f
commit 5f8149e
Author: ian <[email protected]>
Date: Mon Nov 4 23:21:49 2024 +0800
solve_ITP; bb1: cdf, pdf, l_pdf, hfun1
TODO: hinv1, tau2par, par2tau
commit 0b64f8e
Merge: 8346878 7fa729b
Author: ian <[email protected]>
Date: Mon Nov 4 17:30:53 2024 +0800
Merge remote-tracking branch 'forked_repo/feature/bb1' into dev_ian
commit 7fa729b
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Mon Nov 4 17:23:04 2024 +0800
Bb1 Test resolution
commit 8346878
Merge: 7aa9508 c3a4776
Author: ian <[email protected]>
Date: Mon Nov 4 16:39:20 2024 +0800
Merge branch 'main' into dev_ian
commit 7aa9508
Merge: 67457bb aff8a9d
Author: ian <[email protected]>
Date: Wed Oct 23 09:57:13 2024 +0800
Merge remote-tracking branch 'origin/benchmark_tvc_pvc' into dev_ian
commit aff8a9d
Author: Thibault Vatter <[email protected]>
Date: Tue Oct 22 16:50:24 2024 +0200
Proper simulation study
commit 8a788fa
Author: Thibault Vatter <[email protected]>
Date: Tue Oct 22 15:21:08 2024 +0200
benchmarking notebook
commit 67457bb
Merge: aaf91f2 41bacc9
Author: ian <[email protected]>
Date: Thu Oct 17 00:20:12 2024 +0800
Merge branch 'main' into dev_ian
commit a2972d6
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 23:25:31 2024 +0800
Support bb1 bicop
commit aaf91f2
Author: ian <[email protected]>
Date: Wed Oct 16 21:05:33 2024 +0800
gh-pages branch for docs (Sai); Dvine one set empty
commit 9385803
Merge: d5121e0 1532674
Author: ian <[email protected]>
Date: Wed Oct 16 19:35:32 2024 +0800
Merge remote-tracking branch 'forked_repo/main' into dev_ian
commit 1532674
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 15:09:10 2024 +0800
Remove html files
commit 18aad45
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 15:07:27 2024 +0800
Ignore html files
commit 6902e6f
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 15:06:57 2024 +0800
Add clean option
commit 034c4ab
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 15:06:28 2024 +0800
Use sphinx_pyproject for config
commit dd9b534
Author: Sai Kiran Reddy Poreddy <[email protected]>
Date: Wed Oct 16 15:05:05 2024 +0800
commit to gh-pages
commit d5121e0
Merge: c451e67 ad544de
Author: ian <[email protected]>
Date: Tue Oct 8 11:52:19 2024 +0800
Merge branch 'main' into dev_ian
commit c451e67
Author: ian <[email protected]>
Date: Tue Oct 8 11:17:54 2024 +0800
dvine: s_first can be in the middle! sim: sobol seq
dvine: TSP with precedence constraints or clustered TSP
cvine/rvine: min heap
DataBiCop.sim: is_sobol
DataVineCop.sim: is_sobol
commit 11566f1
Merge: 9c26242 687c4bb
Author: TYCheng <[email protected]>
Date: Wed Sep 25 20:17:00 2024 +0800
Merge branch 'main' into dev_ian
commit 9c26242
Author: TYCheng <[email protected]>
Date: Wed Sep 25 20:14:05 2024 +0800
update source files
commit db1fd00
Author: TYCheng <[email protected]>
Date: Wed Sep 25 20:13:09 2024 +0800
Squashed commit of the following:
commit 687c4bb
Author: Tuoyuan Cheng <[email protected]>
Date: Fri Aug 23 18:03:40 2024 +0800
sampling order (tpl_sim) and vcp_from_sim (#25)
* Update python-package.yml
util.__init__ : ref_count_hfunc() to greedily find tpl_sim with min hfunc calls
vinecop._data_vcp : one visit() for both hfunc and hinv in sim
vinecop._factory_vcp: code refactoring to include the above
* pyproject.toml, stdtr/stdtrit, README
drop torch dependency for user customization
* Update .yml
pytest ./tests
matrix.os
* README, test_vinecop
* sampling order, simplified
commit 7a713c2
Author: TYCheng <[email protected]>
Date: Wed Sep 25 20:10:33 2024 +0800
_data_vcp: sim, is_antithetic
commit a587c0a
Author: TYCheng <[email protected]>
Date: Wed Sep 25 20:04:51 2024 +0800
Squashed commit of the following:
commit 687c4bb
Author: Tuoyuan Cheng <[email protected]>
Date: Fri Aug 23 18:03:40 2024 +0800
sampling order (tpl_sim) and vcp_from_sim (#25)
* Update python-package.yml
util.__init__ : ref_count_hfunc() to greedily find tpl_sim with min hfunc calls
vinecop._data_vcp : one visit() for both hfunc and hinv in sim
vinecop._factory_vcp: code refactoring to include the above
* pyproject.toml, stdtr/stdtrit, README
drop torch dependency for user customization
* Update .yml
pytest ./tests
matrix.os
* README, test_vinecop
* sampling order, simplified
commit b62dfa4
Author: ian <[email protected]>
Date: Thu Aug 29 10:20:08 2024 +0800
_data_vcp: sim, antithetic variates
commit 8acf040
Author: ian <[email protected]>
Date: Fri Aug 23 17:48:18 2024 +0800
sampling order, simplified
commit 25646ba
Merge: ea8f5c1 ac42d78
Author: ian <[email protected]>
Date: Fri Aug 23 17:46:32 2024 +0800
Merge branch 'main' into dev_ian
commit ea8f5c1
Merge: c9559cf f932d88
Author: ian <[email protected]>
Date: Wed Jul 17 23:03:29 2024 +0800
Merge branch 'main' into dev_ian
commit c9559cf
Author: ian <[email protected]>
Date: Wed Jul 17 23:03:23 2024 +0800
README, test_vinecop
commit 64ec149
Author: ian <[email protected]>
Date: Tue Jul 16 11:30:55 2024 +0800
Update .yml
pytest ./tests
matrix.os
commit 203dd87
Merge: 2576acc a8de187
Author: ian <[email protected]>
Date: Tue Jul 16 11:30:38 2024 +0800
Merge branch 'main' into dev_ian
commit 2576acc
Author: ian <[email protected]>
Date: Tue Jul 16 11:08:36 2024 +0800
pyproject.toml, stdtr/stdtrit, README
drop torch dependency for user customization
commit acfc50e
Merge: 33022c0 20dece8
Author: ian <[email protected]>
Date: Tue Jul 2 21:43:48 2024 +0800
Merge branch 'main' into dev_ian
commit 33022c0
Author: ian <[email protected]>
Date: Tue Jul 2 21:15:36 2024 +0800
v2024.7.0
util.__init__ : ref_count_hfunc() to greedily find tpl_sim with min hfunc calls
vinecop._data_vcp : one visit() for both hfunc and hinv in sim
vinecop._factory_vcp: code refactoring to include the above
commit d203c34
Merge: 1d367d7 72a37a3
Author: ian <[email protected]>
Date: Mon Jun 24 19:55:55 2024 +0800
Merge branch 'main' into dev_ian
commit 1d367d7
Merge: b943dc0 057d3ef
Author: ian <[email protected]>
Date: Mon Jun 24 14:49:51 2024 +0800
Merge branch 'main' into dev_ian
commit b943dc0
Author: Tuoyuan Cheng <[email protected]>
Date: Mon Jun 24 14:42:01 2024 +0800
Update python-package.yml
commit 48b0aab
Author: Tuoyuan Cheng <[email protected]>
Date: Mon Jun 24 14:39:30 2024 +0800
Update python-package.yml
commit 4e87861
Author: ian <[email protected]>
Date: Mon Jun 24 14:31:09 2024 +0800
Update python-package.yml
* update tests, docs; remove num_obs_max;
Co-Authored-By: Gaurav Agrawal <[email protected]>
* Final MNIST experiment+1 (#37)
Co-authored-by: Thibault Vatter <[email protected]>
* update tests, docs; format by ruff.
* minor updates for docs
* Add usage of uv
* github action .yml; pyproject.toml
* flake8 compliance
uv run docformatter --in-place torchvinecopulib
uvx ruff format ./**/*.py ./**/*.ipynb
uv run flake8 ./torchvinecopulib --exclude .venv --count --select=E9,F63,F7,F82 --show-source --statistics
uv run flake8 ./torchvinecopulib --count --exit-zero --max-complexity=10 --max-line-length=127 --ignore=E203,W503,E501,C901 --statistics
Whitespace before ':' (E203)
Line break occurred before a binary operator (W503)
Line too long (82 > 79 characters) (E501)
Function is too complex (C901)
* Update python-package.yml
* Update python-package.yml
---------
Co-authored-by: Thibault Vatter <[email protected]>
Co-authored-by: Gaurav Agrawal <[email protected]>
Co-authored-by: Sai Kiran Reddy Poreddy <[email protected]>1 parent a7b356f commit c6bc43d
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- util
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