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Add support for conditional JointPriors #864
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Add support for conditional JointPriors #864
JasperMartins
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…ray and update in-place once all keys are requested. Changed (Conditional)PriorDict.rescale to always return samples in right shape.
…h ConditionalPriors
…onditional properties of the priors can be set to arrays or loop over rescale values if not
… Remove necessity to initialize a whole new class instance for lists of dicts that do not span all keys of the ConditionalPriorDict
…onditions_resolved of (Condtional)PriorDict - keep track of dependencies of JointPriors necessary for their complete evaluation and handle cases where not all necessary keys are requested.
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Regardless of my above discussion point (which would be a larger overall change), I think the changes are ready for enabling Joint Conditional Priors, so I would like to ask about the prospects of this PR. |
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This fairly big PR updates ConditionalPrior, ConditionalPriorDict, JointPrior, and MultivariateGaussianDist. Since the changes are highly intertwined, I opted for only one PR. The main goal of this PR is to make it possible to use ConditionalJointPriors.
The changes are the following:
ConditionalPriorDict.rescaleis fixed. Previously, it would not have been possible to rescale a subset of keys. Also, the check if the setting of the reference_params as done forConditionalPriorDict.samplesupports array is applied forrescaleas well. Further, bothConditonalPriorDict.rescaleandsamplewere updated to no longer need to create a copy of theConditionalPriorDictwith the requested subset of keys.ConditionalPriorDict.check_conditions_resolvednow checks ifJointPrior.distdependencies are resolved as well. If a JointPrior is a dependency of another prior, all JointPriors associated with the dist of that JointPrior need to be evaluated before the dependency is evaluated - otherwise, rescaling would always fail.ConditionalPrioris updated to supportJointPriors. This required accepting the named argumentdistand a bit more flexibility on which named arguments to pass towards the init-function of the superclass. This also resulted in a change to the methodget_instantiation_dict, which now only collects properties required to initialize the superclass and not all (named) arguments ofConditionalPrior.JointPrioris updated to be able to set properties ofBaseJointPriorDist-subclasses if these have explicit setter methods for these properties. That way, it ensures that no properties are changed in ways that would potentially breakBaseJointPriorDist-subclasses.MultivariateGaussianDistis updated to allow setting the mode to sample/rescale/calculate. This makes it possible to useConditionalPriorDictto have a prior select the current mode. Using multimodal multivariate Gaussians for sampling is more straightforward that way, as it allows modes to "die off" during sampling if they do not contribute to the posterior. The implementation also supports arrays of different modes for different samples. Further, a few changes are made to_rescale,_sampleand_ln_probto be more efficient for large numbers of samples.BaseJointPriorDistis fixed whereboundswere not applied correctly.Depends on #863