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

Fix metric reporting #196

Merged
merged 72 commits into from
Jan 11, 2022
Merged
Changes from 1 commit
Commits
Show all changes
72 commits
Select commit Hold shift + click to select a range
f2040cd
Squash commits into one
papachristoumarios Feb 26, 2021
37d54dd
Minor changes
papachristoumarios Feb 26, 2021
1bfc766
Remove merge blocks
papachristoumarios Feb 26, 2021
7b84432
Disable MKL in github actions
papachristoumarios Feb 26, 2021
619e1e3
Fix CircleCI tests
papachristoumarios Feb 26, 2021
70498e0
Fix step() method in R bindings
papachristoumarios Feb 26, 2021
eea6f69
Disactivate sdp test
papachristoumarios Feb 27, 2021
8ddb5ef
Rebuild documentation with roxygen
papachristoumarios Feb 27, 2021
a7fe93e
Rebuild documentation with roxygen
papachristoumarios Feb 27, 2021
6177f56
Add ess docs
papachristoumarios Feb 27, 2021
9ada49f
Fix ess docs
papachristoumarios Feb 27, 2021
128bcce
Fix ess docs
papachristoumarios Feb 27, 2021
7df13c2
Fix random polytope generator
papachristoumarios Mar 4, 2021
1e8eff3
Reorder class fields
papachristoumarios Mar 4, 2021
46f97b9
Remove ESS computation via stan
papachristoumarios Mar 12, 2021
eda5ff0
Add volesti implementation of ESS and test correctness
papachristoumarios Mar 12, 2021
edb06cb
Add const& to effective_sample_size
papachristoumarios Mar 12, 2021
a4f910b
Refactor and move mat_convert script
papachristoumarios Mar 15, 2021
23a1ad2
Refactoring
papachristoumarios Mar 15, 2021
20f0714
Remove removed header
papachristoumarios Mar 17, 2021
38fca74
Move R examples to separate folder
papachristoumarios Mar 17, 2021
aec692d
Add R documentation entries
papachristoumarios Mar 17, 2021
f3c0ea3
Add missing .Rd files
papachristoumarios Mar 18, 2021
d869141
Complete R documentation entries
papachristoumarios Mar 19, 2021
61a6eec
Complete R documentation entries
papachristoumarios Mar 19, 2021
c96ebb9
Complete R documentation entries
papachristoumarios Mar 19, 2021
6ac5e63
Rename R files to have ext .R and removed binary
papachristoumarios Mar 19, 2021
aa4fa38
Find libraries in OSx systems
papachristoumarios Mar 21, 2021
641cded
Merge branch 'develop' of https://github.com/GeomScale/volume_approxi…
papachristoumarios Mar 21, 2021
294b149
Move Rcpp oracle functors to R project dir
papachristoumarios Apr 3, 2021
9cf0cd7
Merge branch 'icml-2021' of github.com:papachristoumarios/volume_appr…
papachristoumarios Apr 3, 2021
3fa3572
Change .hpp extension to .h
papachristoumarios Apr 5, 2021
10637c1
Add support for OSX for cmake
papachristoumarios Apr 21, 2021
a14e418
Fixes
papachristoumarios Apr 21, 2021
ef3a0ae
Minor modifications
papachristoumarios May 17, 2021
53221d8
Add generic convex body implementation
papachristoumarios May 18, 2021
dfc725f
Add generic convex body implementation
papachristoumarios May 18, 2021
9dfe36c
add new spectrahedron class
TolisChal May 18, 2021
aeb6685
Add instances
papachristoumarios May 18, 2021
3da0517
spectrahedra implmentation, tests, and R interface
TolisChal May 24, 2021
a948bca
Minor modifications
papachristoumarios May 24, 2021
dd23163
Resolve merge conflicts
papachristoumarios May 24, 2021
915e348
Merge branch 'hmc_spectra' of github.com:TolisChal/volume_approximati…
papachristoumarios May 24, 2021
caf3d98
Merge branch 'hmc_spectra' into icml-2021
papachristoumarios May 24, 2021
491d088
Fix makefile
papachristoumarios May 24, 2021
9e43263
Add missing file
papachristoumarios Jun 19, 2021
0ee73a6
fix conflicts frm develop
TolisChal Dec 5, 2021
62c760f
update spectrahedron class
TolisChal Dec 6, 2021
0685ec8
delete unused files
TolisChal Dec 6, 2021
27a3d29
merge spectrahedron files and update examples and R interface
TolisChal Dec 10, 2021
262d590
remove unused comments
TolisChal Dec 10, 2021
410c843
Merge pull request #2 from TolisChal/spectra
papachristoumarios Dec 12, 2021
b13a939
Minor fix
papachristoumarios Dec 20, 2021
6cff201
Minor changes
papachristoumarios Dec 20, 2021
cf89f81
Linear optimization with log-concave sampling
papachristoumarios Dec 20, 2021
6cb84df
OSX Fix
papachristoumarios Dec 20, 2021
da113d0
Merge branch 'toms' of github.com:papachristoumarios/volume_approxima…
papachristoumarios Dec 20, 2021
a90b9e8
Add diagnostics
papachristoumarios Dec 21, 2021
6c3483e
Fix makefile
papachristoumarios Dec 21, 2021
1063d15
Merge branch 'toms' of github.com:papachristoumarios/volume_approxima…
papachristoumarios Dec 21, 2021
e281ff5
Add grid search to optimization
papachristoumarios Dec 21, 2021
37963b1
merge develop
TolisChal Dec 21, 2021
ea3a6ef
resolve pr comments
TolisChal Dec 21, 2021
3fd78b8
Add one more diagnostic
papachristoumarios Dec 21, 2021
6bea5df
Merge branch 'toms' of https://github.com/papachristoumarios/volume_a…
TolisChal Dec 22, 2021
50f49b0
update the c++ tests
TolisChal Dec 22, 2021
aed2fe2
Merge pull request #3 from TolisChal/spectra
papachristoumarios Dec 23, 2021
174cc73
resolve cran errors
TolisChal Dec 24, 2021
b7f7c3a
Merge pull request #4 from TolisChal/spectra
papachristoumarios Dec 26, 2021
90a8896
Fix metric
papachristoumarios Jan 11, 2022
6de80d3
Merge branch 'toms' of github.com:papachristoumarios/volume_approxima…
papachristoumarios Jan 11, 2022
3702a70
Merge branch 'develop' of https://github.com/GeomScale/volume_approxi…
papachristoumarios Jan 11, 2022
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
Prev Previous commit
Next Next commit
Remove ESS computation via stan
papachristoumarios committed Mar 12, 2021
commit 46f97b9ffce8b6bc29551382ff1be3b7fb50452e
3 changes: 1 addition & 2 deletions R-proj/src/ess.cpp
Original file line number Diff line number Diff line change
@@ -14,7 +14,6 @@
#include <boost/random/uniform_int.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/uniform_real_distribution.hpp>
#include "diagnostics/ESS_stan.hpp"

//' Gelman-Rubin and Brooks-Gelman Potential Scale Reduction Factor (PSRF) for each marginal
//'
@@ -47,7 +46,7 @@ Rcpp::NumericVector ess(Rcpp::NumericMatrix samples)
subruns = runs.block(0, ndraws, d, ndraws);
estimator.update_estimator(subruns);

estimator.estimate_effective_sample_size();
estimator.estimate_effective_sample_size();
VT Neff = estimator.get_effective_sample_size();

return Rcpp::wrap(Neff);
261 changes: 0 additions & 261 deletions include/diagnostics/ESS_stan.hpp

This file was deleted.