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Add automatic dependency tracking to AutoStructured guide #2824

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merged 13 commits into from
Sep 7, 2021
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@fritzo fritzo commented Apr 26, 2021

Addresses #2813
get_dependencies() was pair coded with @eb8680

This adds a helper get_dependencies() and uses that to automatically create a sparse dependency graph in the AutoStructured guide.

Tasks

  • Implement a get_dependencies() helper
  • Integrate automatic guide structure in AutoStructured
  • Convert prior structure to posterior structure as in (Webb et al. 2018)

Tested

  • tests for get_dependencies()
  • smoke tests for AutoStructured with default params
  • test of posterior guide structure

@fritzo fritzo marked this pull request as ready for review April 26, 2021 16:18
@fritzo fritzo requested a review from eb8680 April 26, 2021 16:18
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fritzo commented Apr 27, 2021

@eb8680 ready for a second review.

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Looks good, just a few nits

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fritzo commented Jul 27, 2021

Another motivating paper:
Manfred Opper, C´edric Archambeau (2009)
"The Variational Gaussian Approximation Revisited"
http://www0.cs.ucl.ac.uk/staff/c.archambeau/publ/neco_mo09_web.pdf

@fritzo fritzo added awaiting review and removed WIP labels Sep 2, 2021
@fritzo fritzo requested a review from eb8680 September 2, 2021 18:11
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Looks good!

@eb8680 eb8680 merged commit 911bd97 into dev Sep 7, 2021
@eb8680 eb8680 deleted the auto-dependency branch September 7, 2021 16:21
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