Comments (8)
You probably don't want to take on the dependency, so we are building integration with the different backends into DiffEqBayes.jl. If you have some starter code that would be great!
from soss.jl.
I don't understand how Soss could work as a backend. Can you tell me more about what you have in mind?
Soss can call any Julia code, so a model could have any DiffEq code as part of it. But I'm open to other ideas
from soss.jl.
Soss can call any Julia code, so a model could have any DiffEq code as part of it. But I'm open to other ideas
Yes, but that would require learning Soss or knowing Bayesian stats. The point of DiffEqBayes is to make the integration automatic, like with Stan:
bayesian_result = stan_inference(prob1,t,data,priors)
you give it an ODE, the time points with data, the data points, and a collection of priors, and it spits out chains. The problem is structured enough that it's clear exactly what the model should be (or parameters for things like likelihood distribution). There's a Stan and a Turing backend with the same interface.
from soss.jl.
Oh, guess I need to look at how they do this. There must be a Stan model specified somewhere, is this just fixed? Does it make sense to have the same model every time?
from soss.jl.
Does it make sense to have the same model every time?
Yes.
There must be a Stan model specified somewhere, is this just fixed?
It interpolates in the differential equation, time points, data, and priors. The rest is fixed.
https://github.com/JuliaDiffEq/DiffEqBayes.jl/blob/master/src/stan_inference.jl#L51-L83
from soss.jl.
Oh interesting. Yeah that should be pretty easy I think. I was going to say you could write it just as easily by hand, but Soss will eventually make it easier to do things like Posterior predictive checks (described as part of #9).
So... Translate the Stan model you gave, then do Stan-like inference and send you the resulting code?
from soss.jl.
That would be great.
from soss.jl.
Ok cool. Translating is easy. I broke the logdensity
function in changing the interface all around, but it will be working again soon. A bit tougher is inference, which requires gradients (probably via XGrad
) and NUTS or a similar sampler (eventually DynamicHMC
, but I might use the one I wrote temporarily until that but is connected).
from soss.jl.
Related Issues (20)
- What am I doing wrong? HOT 3
- Examples page in documentation does not exist HOT 1
- sample(...) does not work HOT 9
- No more Soss.predict() methods for densities from Distributions.jl HOT 3
- Implemention of Gaussian mixture model fails when sampling the posterior HOT 4
- Collision of filenames on OS X HOT 3
- Int argument for predict function HOT 2
- Follow Traditional Style Guide? (At least in public API)
- Help fitting a simple t distribution HOT 4
- For(...) do i ... broken using Soss with [email protected] or later HOT 4
- Empty model in predict HOT 6
- Modeling discrete variables
- CSV interference HOT 1
- dynamicHMC UndefVarError
- Can't use M as variable name HOT 4
- Precompilation warning HOT 2
- Example in Readme fails HOT 7
- README example fails HOT 32
- Empty transform with (new) Soss.as HOT 4
- Unable to sample posterior of the MC example from JuliaCon 2021 HOT 3
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from soss.jl.