Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Develop #201

Merged
merged 26 commits into from
Nov 4, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
26 commits
Select commit Hold shift + click to select a range
1cc9960
* begin to clean up
Joshuaalbert Sep 26, 2024
3472c46
* Fix GO example
Joshuaalbert Sep 26, 2024
1868ac6
* Fix GO tests
Joshuaalbert Sep 30, 2024
a48eda3
Merge branch 'develop' into update-evidence-maximisation
Joshuaalbert Sep 30, 2024
4278886
* Allow pytrees in context
Joshuaalbert Oct 1, 2024
622dc65
* add regression test
Joshuaalbert Oct 1, 2024
a021f14
* update readme
Joshuaalbert Oct 1, 2024
6fb505f
Merge pull request #199 from Joshuaalbert/update-evidence-maximisation
Joshuaalbert Oct 1, 2024
182d2cf
* Better space usage for serialisation.
Joshuaalbert Oct 21, 2024
42a9e04
* Fix typo
Joshuaalbert Oct 21, 2024
a71d944
* Improve context defaults and annotations
Joshuaalbert Oct 21, 2024
e9b614e
* Fix scoped dict flattening
Joshuaalbert Nov 3, 2024
a4002e1
* Refactor into src folde
Joshuaalbert Nov 3, 2024
f4a6036
* Fix amplitude of OU example
Joshuaalbert Nov 4, 2024
3b7d9b3
* Minor example correction
Joshuaalbert Nov 4, 2024
3487b1f
* Ensure lowering works. Avoiding ArgInfo issue.
Joshuaalbert Nov 4, 2024
bedb460
* fix annotation for 3.9 compat
Joshuaalbert Nov 4, 2024
ee1b893
* benchmark for #123
Joshuaalbert Nov 4, 2024
421a17e
* fix doc string
Joshuaalbert Nov 4, 2024
7585d1a
* bump 2.6.3
Joshuaalbert Nov 4, 2024
1c88466
* update benchamrk # 123 resolved
Joshuaalbert Nov 4, 2024
0c9f59b
* compute proper H in non-trimmed space
Joshuaalbert Nov 4, 2024
4c20785
Merge pull request #200 from Joshuaalbert/improvements
Joshuaalbert Nov 4, 2024
c94332c
Merge branch 'main' into develop
Joshuaalbert Nov 4, 2024
bc226af
* bump 2.6.4
Joshuaalbert Nov 4, 2024
3ecba5b
* update readme
Joshuaalbert Nov 4, 2024
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
241 changes: 201 additions & 40 deletions LICENSE
Original file line number Diff line number Diff line change
@@ -1,40 +1,201 @@
**Academic and Non-Commercial Use License**

Copyright (c) 2023 Joshua G. Albert

All rights reserved.

**Definitions:**

- **Academic Use:** Use by individuals at educational or research institutions for the purpose of education or research.
- **Non-Commercial Use:** Use that is not for commercial advantage or monetary compensation.
- **Commercial Use:** Use primarily for commercial advantage or monetary compensation.

**Grant of License:**

This license permits use, modification, and redistribution of the software provided the following conditions are met:

1. The use is for Academic or Non-Commercial purposes.
2. Redistribution of source or binary forms of the software includes the copyright notice, this list of conditions, and the disclaimer.

**Redistribution Conditions:**

- Source code must retain the above copyright notice, this list of conditions, and the following disclaimer.
- Binary form must reproduce the above copyright notice, this list of conditions, and the following disclaimer in the documentation and/or other materials provided with the distribution.
- Any derivative works must be licensed under the same terms as this license.

**Disclaimer of Warranty:**

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

**Commercial Licensing:**

Use of the software in a commercial setting requires a separate license agreement. Please contact Joshua G. Albert at [email protected] for commercial licensing inquiries.

**Governing Law:**

This license and the use of the software are governed by the laws of The Netherlands.

**Indemnification:**

The user agrees to indemnify and hold harmless the copyright owner and contributors from any and all claims, liabilities, damages, costs, and expenses (including reasonable attorney's fees) arising out of the use of the software.
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/

TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION

1. Definitions.

"License" shall mean the terms and conditions for use, reproduction,
and distribution as defined by Sections 1 through 9 of this document.

"Licensor" shall mean the copyright owner or entity authorized by
the copyright owner that is granting the License.

"Legal Entity" shall mean the union of the acting entity and all
other entities that control, are controlled by, or are under common
control with that entity. For the purposes of this definition,
"control" means (i) the power, direct or indirect, to cause the
direction or management of such entity, whether by contract or
otherwise, or (ii) ownership of fifty percent (50%) or more of the
outstanding shares, or (iii) beneficial ownership of such entity.

"You" (or "Your") shall mean an individual or Legal Entity
exercising permissions granted by this License.

"Source" form shall mean the preferred form for making modifications,
including but not limited to software source code, documentation
source, and configuration files.

"Object" form shall mean any form resulting from mechanical
transformation or translation of a Source form, including but
not limited to compiled object code, generated documentation,
and conversions to other media types.

"Work" shall mean the work of authorship, whether in Source or
Object form, made available under the License, as indicated by a
copyright notice that is included in or attached to the work
(an example is provided in the Appendix below).

"Derivative Works" shall mean any work, whether in Source or Object
form, that is based on (or derived from) the Work and for which the
editorial revisions, annotations, elaborations, or other modifications
represent, as a whole, an original work of authorship. For the purposes
of this License, Derivative Works shall not include works that remain
separable from, or merely link (or bind by name) to the interfaces of,
the Work and Derivative Works thereof.

"Contribution" shall mean any work of authorship, including
the original version of the Work and any modifications or additions
to that Work or Derivative Works thereof, that is intentionally
submitted to Licensor for inclusion in the Work by the copyright owner
or by an individual or Legal Entity authorized to submit on behalf of
the copyright owner. For the purposes of this definition, "submitted"
means any form of electronic, verbal, or written communication sent
to the Licensor or its representatives, including but not limited to
communication on electronic mailing lists, source code control systems,
and issue tracking systems that are managed by, or on behalf of, the
Licensor for the purpose of discussing and improving the Work, but
excluding communication that is conspicuously marked or otherwise
designated in writing by the copyright owner as "Not a Contribution."

"Contributor" shall mean Licensor and any individual or Legal Entity
on behalf of whom a Contribution has been received by Licensor and
subsequently incorporated within the Work.

2. Grant of Copyright License. Subject to the terms and conditions of
this License, each Contributor hereby grants to You a perpetual,
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
copyright license to reproduce, prepare Derivative Works of,
publicly display, publicly perform, sublicense, and distribute the
Work and such Derivative Works in Source or Object form.

3. Grant of Patent License. Subject to the terms and conditions of
this License, each Contributor hereby grants to You a perpetual,
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
(except as stated in this section) patent license to make, have made,
use, offer to sell, sell, import, and otherwise transfer the Work,
where such license applies only to those patent claims licensable
by such Contributor that are necessarily infringed by their
Contribution(s) alone or by combination of their Contribution(s)
with the Work to which such Contribution(s) was submitted. If You
institute patent litigation against any entity (including a
cross-claim or counterclaim in a lawsuit) alleging that the Work
or a Contribution incorporated within the Work constitutes direct
or contributory patent infringement, then any patent licenses
granted to You under this License for that Work shall terminate
as of the date such litigation is filed.

4. Redistribution. You may reproduce and distribute copies of the
Work or Derivative Works thereof in any medium, with or without
modifications, and in Source or Object form, provided that You
meet the following conditions:

(a) You must give any other recipients of the Work or
Derivative Works a copy of this License; and

(b) You must cause any modified files to carry prominent notices
stating that You changed the files; and

(c) You must retain, in the Source form of any Derivative Works
that You distribute, all copyright, patent, trademark, and
attribution notices from the Source form of the Work,
excluding those notices that do not pertain to any part of
the Derivative Works; and

(d) If the Work includes a "NOTICE" text file as part of its
distribution, then any Derivative Works that You distribute must
include a readable copy of the attribution notices contained
within such NOTICE file, excluding those notices that do not
pertain to any part of the Derivative Works, in at least one
of the following places: within a NOTICE text file distributed
as part of the Derivative Works; within the Source form or
documentation, if provided along with the Derivative Works; or,
within a display generated by the Derivative Works, if and
wherever such third-party notices normally appear. The contents
of the NOTICE file are for informational purposes only and
do not modify the License. You may add Your own attribution
notices within Derivative Works that You distribute, alongside
or as an addendum to the NOTICE text from the Work, provided
that such additional attribution notices cannot be construed
as modifying the License.

You may add Your own copyright statement to Your modifications and
may provide additional or different license terms and conditions
for use, reproduction, or distribution of Your modifications, or
for any such Derivative Works as a whole, provided Your use,
reproduction, and distribution of the Work otherwise complies with
the conditions stated in this License.

5. Submission of Contributions. Unless You explicitly state otherwise,
any Contribution intentionally submitted for inclusion in the Work
by You to the Licensor shall be under the terms and conditions of
this License, without any additional terms or conditions.
Notwithstanding the above, nothing herein shall supersede or modify
the terms of any separate license agreement you may have executed
with Licensor regarding such Contributions.

6. Trademarks. This License does not grant permission to use the trade
names, trademarks, service marks, or product names of the Licensor,
except as required for reasonable and customary use in describing the
origin of the Work and reproducing the content of the NOTICE file.

7. Disclaimer of Warranty. Unless required by applicable law or
agreed to in writing, Licensor provides the Work (and each
Contributor provides its Contributions) on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
implied, including, without limitation, any warranties or conditions
of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
PARTICULAR PURPOSE. You are solely responsible for determining the
appropriateness of using or redistributing the Work and assume any
risks associated with Your exercise of permissions under this License.

8. Limitation of Liability. In no event and under no legal theory,
whether in tort (including negligence), contract, or otherwise,
unless required by applicable law (such as deliberate and grossly
negligent acts) or agreed to in writing, shall any Contributor be
liable to You for damages, including any direct, indirect, special,
incidental, or consequential damages of any character arising as a
result of this License or out of the use or inability to use the
Work (including but not limited to damages for loss of goodwill,
work stoppage, computer failure or malfunction, or any and all
other commercial damages or losses), even if such Contributor
has been advised of the possibility of such damages.

9. Accepting Warranty or Additional Liability. While redistributing
the Work or Derivative Works thereof, You may choose to offer,
and charge a fee for, acceptance of support, warranty, indemnity,
or other liability obligations and/or rights consistent with this
License. However, in accepting such obligations, You may act only
on Your own behalf and on Your sole responsibility, not on behalf
of any other Contributor, and only if You agree to indemnify,
defend, and hold each Contributor harmless for any liability
incurred by, or claims asserted against, such Contributor by reason
of your accepting any such warranty or additional liability.

END OF TERMS AND CONDITIONS

APPENDIX: How to apply the Apache License to your work.

To apply the Apache License to your work, attach the following
boilerplate notice, with the fields enclosed by brackets "[]"
replaced with your own identifying information. (Don't include
the brackets!) The text should be enclosed in the appropriate
comment syntax for the file format. We also recommend that a
file or class name and description of purpose be included on the
same "printed page" as the copyright notice for easier
identification within third-party archives.

Copyright [yyyy] [name of copyright owner]

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
File renamed without changes.
17 changes: 15 additions & 2 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -16,12 +16,21 @@ Status: ![Workflow name](https://github.com/JoshuaAlbert/jaxns/actions/workflows

JAXNS is:

1) a probabilistic programming framework using nested sampling as the engine;
1) a simple and powerful probabilistic programming framework using nested sampling as the engine;
2) coded in JAX in a manner that allows lowering the entire inference algorithm to XLA primitives, which are
JIT-compiled for high performance;
3) continuously improving on its mission of making nested sampling faster, easier, and more powerful; and
4) citable, use the [(old) pre-print here](https://arxiv.org/abs/2012.15286).

What can you do with JAXNS?

1) Compute the Bayesian evidence of a model or hypothesis (the ultimate scientific method);
2) Produce high-quality samples from the posterior distribution;
3) Easily handle degenerate difficult multi-modal posteriors;
4) Model both discrete and continuous priors and likelihoods;
5) Encode complex constraints on the prior space;
6) Easily embed neural networks or any other ML model in the likelihood/prior;

## JAXNS Probabilistic Programming Framework

JAXNS provides a powerful JAX-based probabilistic programming framework, which allows you to define probabilistic
Expand Down Expand Up @@ -239,7 +248,7 @@ from jaxns.experimental import EvidenceMaximisation

# Let's train the sigma parameter to maximise the evidence

em = EvidenceMaximisation(model, ns_kwargs=dict(max_samples=1e4))
em = EvidenceMaximisation(model)
results, params = em.train(num_steps=5)

summary(results, with_parametrised=True)
Expand Down Expand Up @@ -350,6 +359,10 @@ before importing JAXNS.

# Change Log

4 Nov, 2024 -- JAXNS 2.6.4 released. Resolved bias when using phantom points.

1 Oct, 2024 -- JAXNS 2.6.3 released. Enable pytrees in context.

25 Sep, 2024 -- JAXNS 2.6.2 released. Fixed some important (not so edge) cases. Made faster. Handle no seed scenarios.

24 Sep, 2024 -- JAXNS 2.6.1 released. Sharded parallel JAXNS. Rewrite of internals to support sharded parallelisation.
Expand Down
Binary file added benchmarks/gh123/H_error_logZ_error_v2.6.2.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Loading
Loading