Numpyro

Latest version: v0.14.0

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0.14.0

What's Changed
* Add AutoGuideList by tare in https://github.com/pyro-ppl/numpyro/pull/1644
* Require sample_shape passed as keyword argument to AutoGuides by tare in https://github.com/pyro-ppl/numpyro/pull/1659
* correct event_dim use by deoxyribose in https://github.com/pyro-ppl/numpyro/pull/1661
* Allow substitute deterministic sites by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1664
* Tutorial on Automatic Partial centering of model using LocScaleReparam by Madhav-Kanda in https://github.com/pyro-ppl/numpyro/pull/1663
* Added kl_divergence for multivariate normals by lumip in https://github.com/pyro-ppl/numpyro/pull/1654
* Support multi sample guides in Trace_ELBO by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1666
* Reference AutoGuideList in docs by tare in https://github.com/pyro-ppl/numpyro/pull/1669
* fix init_params bug in hmcgibbs by amifalk in https://github.com/pyro-ppl/numpyro/pull/1673
* Kumaraswamy distribution bug fixes by e-pet in https://github.com/pyro-ppl/numpyro/pull/1675
* Allow AutoSemiDAIS to work without global variable by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1665
* Update continuous.py by etymology in https://github.com/pyro-ppl/numpyro/pull/1679
* Fix intersphinx issues by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1680
* Avoid Kumaraswamy numerical issues by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1681
* Enforce supported python version in setup.py by pierreglaser in https://github.com/pyro-ppl/numpyro/pull/1687
* Fix faulty interaction between `jax.vmap` and `validate_args=True` by pierreglaser in https://github.com/pyro-ppl/numpyro/pull/1686
* Use Cholesky decomp instead of inverting kernel by DanWaxman in https://github.com/pyro-ppl/numpyro/pull/1688
* Make possible to fix the number of LF steps and tune the step size by yayami3 in https://github.com/pyro-ppl/numpyro/pull/1698
* Support scan for Trace_ELBO by deoxyribose in https://github.com/pyro-ppl/numpyro/pull/1693
* Add ruff support by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1700
* Hot fix: remove version requirement by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1703
* Remove `setup.cfg` by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1704
* Support optional pre-commit hooks by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1705
* transfer_states_to_host convenience function by amifalk in https://github.com/pyro-ppl/numpyro/pull/1707
* Change case to render graph for conditioned nodes. by yayami3 in https://github.com/pyro-ppl/numpyro/pull/1711
* Add isort (ruff) by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1718
* remove upper bound sphinx by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1721
* Improve current ruff rules by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1720
* Fix links in examples and tutorials by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1722
* Fix sidebar not displayed properly on phone by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1723
* Add two ensemble sampling methods by amifalk in https://github.com/pyro-ppl/numpyro/pull/1692
* fix elbo normalization with multi_sample_guide=True by danielward27 in https://github.com/pyro-ppl/numpyro/pull/1728
* Raise `NotImplementedError` rather than return it. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1732
* Support forward mode differentiation for SVI by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1731
* fixing nested_sampling.py by renecotyfanboy in https://github.com/pyro-ppl/numpyro/pull/1738
* Add auto-batched (low-rank) multivariate normal guides. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1737
* Implementation of DCC inference algorithm by treigerm in https://github.com/pyro-ppl/numpyro/pull/1715
* Fix for pickling an MCMC object with HMCGibbs (and MixedHMC) samplers and parallel chains by msaintja in https://github.com/pyro-ppl/numpyro/pull/1746
* Factored out HMCECS proxies to contrib by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1748
* Add median to batched auto-guides. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1749
* Address google/jax19885 for numpyro. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1743
* Fix ECS to work with Haiku by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1750
* Add github action for releasing by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1736
* Bump to 0.14.0 by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1735

New Contributors
* amifalk made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1673
* e-pet made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1675
* etymology made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1679
* DanWaxman made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1688
* juanitorduz made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1700
* danielward27 made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1728
* tillahoffmann made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1732
* renecotyfanboy made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1738
* treigerm made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1715
* msaintja made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1746

**Full Changelog**: https://github.com/pyro-ppl/numpyro/compare/0.13.2...0.14.0

0.13.2

A minor release to fix numpyro 0.13.1 broken on jax 0.4.14

0.13.1

Enhancements and Bug Fixes

- Add promote_batch_shape rule for Independent (1630) by deoxyribose
- Support custom prng key (1642) by fehiepsi

0.13.0

Breaking changes

Drops support for python 3.8 and requires jax version >= 0.4.14

New Features

- Distributions are now vmap-able (1529) (a great contribution by pierreglaser)

Enhancements and Bug Fixes

- Enhance LocScaleReparam's documentation (1599) by Madhav-Kanda
- Fix incorrect unflattenning of inverse transforms (1600) by pierreglaser
- Update Stein mixture (1601 and 1612) by OlaRonning
- Support model without global variables in AutoSemiDAIS (1610 and 1619) by fehiepsi
- Fix mixture assert message: string shoulf be f-string (1617) by adrn
- Add support for local variables in RenyiELBO (1608) by fehiepsi
- Fix quantile computation of mvn autoguides (1622) by fehiepsi
- Respect log_density in kl of delta (1625) by fehiepsi
- Add vectorized_particles to ELBO (1624) by fehiepsi
- Fix bug in SineBivariateVonMises sampler (1628) by deoxyribose

This release is composed of great contributions and feedback from the Pyro community. Thank you!

0.12.1

This release includes a fix for jax 0.4.11 (1595).

0.12.0

New Features

- New distribution: [Gompertz distribution](https://num.pyro.ai/en/latest/distributions.html#gompertz) (1551)
- New initialization strategy: [init_to_mean](https://num.pyro.ai/en/latest/utilities.html#init-to-mean) (1550)
- New examples and tutorials:
+ Illustrate the usage of JAX PositionalSharding for distributing the computations of log_prob/grad over multiple devices in [MCMC](https://num.pyro.ai/en/latest/mcmc.html#numpyro.infer.mcmc.MCMC) (1514)
+ A port of [Gaussian Mixture Model](https://num.pyro.ai/en/latest/tutorials/gmm.html) tutorial from Pyro (#1562)
+ [A toy mixture model with discrete enumeration](https://num.pyro.ai/en/latest/examples/toy_mixture_model_discrete_enumeration.html) (#1568)
- New inference utilities [get_transforms](https://num.pyro.ai/en/latest/utilities.html#get-transforms) and [unconstrain_fn](https://num.pyro.ai/en/latest/utilities.html#unconstrain-fn) to transform between unconstrained and constrained space (1564)
- Support jaxns>=2.0.1 (1546)

Enhancements and Bug Fixes
- Make transforms jittable (1575)
- Fixed typo in surrogate posterior of beta (1591)
- Do not scale mnist label (1589)
- Do not mutate shapes of ExpandedDistribution for map-free ops (1574)
- Add support for JAX custom PRNG (1587)
- Include deterministic variables in AutoDelta's sample_posterior (1584)
- Fix forward shape of SimplexToOrderTransform (1583)
- Fix inf's in TruncatedNormal log_prob & sample (1581)
- Allow users to specify total_count_max in Multinomial (1557)
- Allow pickled mcmc object to run post warmup phase (1558)
- Add init_params argument to svi.init() and svi.run() (1561)
- Support pickling MCMC objects with enumeration (1577)
- Raise error when reparameterize lognormal (1548)
- Avoid initializing model params when already specified in guide (1553)
- Respect init params if provided to mcmc.run (1547)
- Fix provenance for jax 0.4.4 (1543)
- Use analytic kl divergence in TraceEnum_ELBO (1533)
- Properly handle contraction of guide plates in TraceEnum_ELBO (1537)
- Raise an error if there is no common scale when model enumerated (1536)
- Optimize reduction of enumerated guide sites (1531)
- Guess max_plate_nesting in TraceEnum_ELBO (1528)

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