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Multipath Pathfinder VI implementation in pymc-experimental
- Implemented in to support running multiple Pathfinder instances in parallel. - Implemented function in for Pareto Smoothed Importance Resampling (PSIR). - Moved relevant pathfinder files into the directory. - Updated tests to reflect changes in the Pathfinder implementation and added tests for new functionalities.
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pymc_experimental/inference/fit.py

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@@ -31,11 +31,13 @@ def fit(method, **kwargs):
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arviz.InferenceData
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"""
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if method == "pathfinder":
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# TODO: Remove this once we have a pure PyMC implementation
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if find_spec("blackjax") is None:
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raise RuntimeError("Need BlackJAX to use `pathfinder`")
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from pymc_experimental.inference.pathfinder import fit_pathfinder
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# TODO: edit **kwargs to be more consistent with fit_pathfinder with blackjax and pymc backends.
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return fit_pathfinder(**kwargs)
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if method == "laplace":

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