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5 | 5 | ADTypes.AutoForwardDiff(; chunksize=chunksize),
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6 | 6 | ADTypes.AutoForwardDiff(),
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7 | 7 | ADTypes.AutoReverseDiff(),
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8 |
| - ADTypes.AutoMooncake(; config = Mooncake.Config()), |
| 8 | + # ADTypes.AutoMooncake(; config = Mooncake.Config()), # somehow Mooncake does not work with Float64 |
9 | 9 | ]
|
10 | 10 | @testset "$T" for T in [Float32, Float64]
|
11 |
| - # adtype = ADTypes.AutoMooncake(; config = Mooncake.Config()) |
12 |
| - # T = Float32 |
13 |
| - |
14 |
| - Random.seed!(1234) |
15 | 11 | μ = 10 * ones(T, 2)
|
16 | 12 | Σ = Diagonal(4 * ones(T, 2))
|
| 13 | + |
17 | 14 | target = MvNormal(μ, Σ)
|
18 | 15 | logp(z) = logpdf(target, z)
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19 | 16 |
|
20 | 17 | @leaf MvNormal
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21 | 18 | q₀ = MvNormal(zeros(T, 2), ones(T, 2))
|
22 | 19 | flow = Bijectors.transformed(
|
23 |
| - q₀, Bijectors.Shift(zero.(μ)) ∘ Bijectors.Scale(ones(T, 2)) |
| 20 | + q₀, Bijectors.Shift(zeros(T, 2)) ∘ Bijectors.Scale(ones(T, 2)) |
24 | 21 | )
|
25 | 22 |
|
26 | 23 | sample_per_iter = 10
|
27 |
| - cb(iter, opt_stats, re, θ) = (sample_per_iter=sample_per_iter,) |
28 |
| - checkconv(iter, stat, re, θ, st) = stat.gradient_norm < 1e-3 |
| 24 | + cb(iter, opt_stats, re, θ) = (sample_per_iter=sample_per_iter,ad=adtype) |
| 25 | + checkconv(iter, stat, re, θ, st) = stat.gradient_norm < one(T)/1000 |
29 | 26 | flow_trained, stats, _, _ = train_flow(
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30 | 27 | elbo,
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31 | 28 | flow,
|
|
34 | 31 | max_iters=5_000,
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35 | 32 | optimiser=Optimisers.Adam(0.01 * one(T)),
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36 | 33 | ADbackend=adtype,
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37 |
| - show_progress=true, |
| 34 | + show_progress=false, |
38 | 35 | callback=cb,
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39 | 36 | hasconverged=checkconv,
|
40 | 37 | )
|
|
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