Add deterministic advi#564

Merged

zaxtax merged 30 commits intopymc-devs:mainfrom

martiningram:add_basic_deterministic_advi

Sep 3, 2025

Commits on Aug 1, 2025

Add first version of deterministic ADVI
Martin Ingram
committed

Commits on Aug 12, 2025

Update API
Martin Ingram
committed

Commits on Aug 14, 2025

Add a notebook example
Martin Ingram
committed
Merge branch 'main' into add_basic_deterministic_advi
Martin Ingram
committed
Add to API and add a docstring
Martin Ingram
committed
Change import in notebook
Martin Ingram
committed
Add jax to dependencies
Martin Ingram
committed

Commits on Aug 16, 2025

Add pytensor version
Martin Ingram
committed
Fix handling of pymc model
Martin Ingram
committed
Add (probably suboptimal) handling of the two backends
Martin Ingram
committed

Commits on Aug 18, 2025

Add transformation
Martin Ingram
committed

Commits on Aug 19, 2025

Follow Ricardo's advice to simplify the transformation step
Martin Ingram
committed
Fix naming bug
Martin Ingram
committed
Document and clean up
Martin Ingram
committed
Merge branch 'main' into add_basic_deterministic_advi
Martin Ingram
committed
Fix example
Martin Ingram
committed

Commits on Aug 20, 2025

Update pymc_extras/inference/deterministic_advi/dadvi.py

martiningram
and
ricardoV94
authored
Respond to comments
Martin Ingram
committed
Fix with pre commit checks
Martin Ingram
committed

Commits on Aug 28, 2025

Update pymc_extras/inference/deterministic_advi/dadvi.py

martiningram
and
jessegrabowski
authored
Implement suggestions
Martin Ingram
committed
Rename parameter because it's duplicated otherwise
Martin Ingram
committed
Rename to be consistent in use of dadvi
Martin Ingram
committed
Rename to `optimizer_method` and drop jac=True
Martin Ingram
committed
Add jac=True back in since trust-ncg complained
Martin Ingram
committed
Make hessp and jac optional
Martin Ingram
committed
Harmonize naming with existing code
Martin Ingram
committed

Commits on Aug 29, 2025

Fix example
Martin Ingram
committed
Switch to `better_optimize`
Martin Ingram
committed
Replace with pt.split
Martin Ingram
committed