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greta 0.5.0

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@njtierney njtierney released this 13 Nov 00:23
v0.5.0
ab25df3

This version of greta uses Tensorflow 2.0.0, which comes with it a host of new very exciting features!

Optimizers

The latest interface to optimizers in tensorflow are now used, these changes are described.

  • gradient_descent gains momentum and nesterov arguments, as described here in TF docs
  • adagrad gains epsilon argument
  • removes momentum optimizer, as this has been folded into gradient_descent arguments
  • Adds amsgrad argument to adam optimizer, as described in TF docs
  • Adds adamax optimiser, see TF docs
  • Adds l2_shrinkage_regularization_strength and beta arguments to ftrl
    optimiser.
  • adds nadam optimiser - see docs.
  • In rms_prop optimiser, changes decay parameter to rho, and adds centered parameter - see docs

The following optimisers are removed, as they are no longer supported by Tensorflow:

  • powell()
  • cg()
  • newton_cg()
  • l_bfgs_b()
  • tnc()
  • cobyla()
  • slsqp()

Installation revamp

This release provides a few improvements to installation in greta. It should now provide more information about installation progress, and be more robust. The intention is, it should just work, and if it doesn't, it should fail gracefully with some useful advice on problem solving.

  • Added option to restart R + run library(greta) after installation (#523).
  • Added installation deps object, greta_deps_sepc() to help simplify specifying package versions (#664).
  • Removed method and conda arguments from install_greta_deps() as they
    were not used.
  • Removed manual argument in install_greta_deps().
  • Added default 5 minute timer to installation processes.
  • Added greta_deps_receipt() to list the current main python packages installed (#668).
  • Added checking suite to ensure you are using valid versions of TF, TFP, and Python(#666).
  • Added data greta_deps_tf_tfp (#666), which contains valid versions combinations of TF, TFP, and Python.
  • Remove greta_nodes_install/conda_*() options as #493 makes them defunct.
  • Added option to write to a single logfile with greta_set_install_logfile(), and write_greta_install_log(), and open_greta_install_log() (#493).
  • Added destroy_greta_deps() function to remove miniconda and python conda environment.
  • Improved write_greta_install_log() and open_greta_install_log() to use tools::R_user_dir() to always write to a file location. open_greta_install_log() will open one found from an environment variable or go to the default location (#703).

New Print methods

  • New print method for greta_mcmc_list. This means MCMC output will be shorter and more informative (#644).
  • greta arrays now have a print method that stops them from printing too many rows into the console. Similar to MCMC print method, you can control the print output with the n argument: print(object, n = <elements to print>) (#644).

Minor

  • greta_sitrep() now checks for installations of Python, TF, and TFP.
  • Slice sampler no longer needs precision = "single" to work.
  • greta now depends on R 4.1.0, which was released May 2021, over 3 years ago.
  • export is.greta_array() and is.greta_mcmc_list().
  • restart argument for install_greta_deps() and reinstall_greta_deps() to automatically restart R (#523).

Internals

  • Internally we are replacing most of the error handling code as separate
    check_* functions.
  • Implemented cli::cli_abort/warn/inform() in place of cli::format_error/warning/message() + stop/warning/message(msg, call. = FALSE) pattern.
  • Uses legacy optimizer internally (Use tf$keras$optimizers$legacy$METHOD over tf$keras$optimizers$METHOD). No user impact expected.
  • Update photo of Grete Hermann (#598).
  • Use %||% internally to replace the pattern: if (is.null(x)) x <- thing with x <- x %||% thing (#630).
  • Add more explaining variables - replace if (thing & thing & what == this) with if (explanation_of_thing).
  • Refactored repeated uses of vapply into functions (#377, #658).
  • Add internal data files .deps_tf and .deps_tfp to track dependencies of TF and TFP. Related to #666.
  • Posterior density checks (#720):
    • Don't run Geweke on CI as it takes 30 minutes to run.
    • Add thinning to Geweke tests.
    • Fix broken geweke tests from TF1-->TF2 change.
    • Increase the number of effective samples for check_samples for lkj distribution
    • Add more checks to posterior to run on CI/on each test of greta

Bug fixes

  • Fix bug where matrix multiply had dimension error before coercing to greta array. (#464)
  • Fixes for Wishart and LKJ Correlation distributions (#729 #733 #734):
    • Add bijection density to choleskied distributions.
    • Note about some issues with LKJ and our normalisation constant for the density.
    • Removed our custom forward_log_det_jacobian() function from tf_correlation_cholesky_bijector() (used in lkj_correlation()). Previously, it did not work with unknown dimensions, but it now works with them.
    • Ensure wishart uses sigma_chol in scale_tril
    • Wishart uses tf$matmul(chol_draws, chol_draws, adjoint_b = TRUE) instead of tf_chol2symm(chol_draws).
    • Test log prob function returns valid numeric numbers.
    • Addresses issue with log prob returning NaNs--replace FillTriangular with FillScaleTriL and apply Chaining to first transpose input.
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