Releases | Open Source Science

BAT - v4.0.0

BAT v4.0.0

Breaking changes

Several algorithms have changed their names, but also their role:

MCMCSampling has become TransformedMCMC.
MetropolisHastings has become RandomWalk. It's parameters have changed (no deprecation for the parameter changes). Tuning and sample weighting scheme selection have moved to TransformedMCMC.
PriorToGaussian has become PriorToNormal.

Partial deprecations are available for the above, so old code should run more or less unchanged (with deprecation warnings). Also:

AdaptiveMHTuning has become AdaptiveAffineTuning, but is now used as a parameter for TransformedMCMC (formerly MCMCSampling) instead of RandomWalk (formerly MetropolisHastings).
MCMCNoOpTuning has become NoMCMCTransformTuning.
The arguments of HamiltonianMC have changed.
MCMCTuningAlgorithm has been replaced by MCMCTransformTuning.
The trafo parameter of algorithms has been renamed to pretransform, the trafo field in algorithm results has been renamed to f_pretransform.
bat_report has been deprecated in favor of LazyReports.lazyreport (drop-in compatible).

New features

Sampling, integration and mode-finding algorithms now generate a return value result = ..., evaluated::EvaluatedMeasure = ..., ...) if their target is a probability measure/distribution.
The new RAMTuning is now the default (transform) tuning algorithm for RandomWalk (formerly MetropolisHastings). It typically results in a much faster burn-in process than AdaptiveAffineTuning (formerly AdaptiveMHTuning, the previous default).
MCMC Sampling handles parameter scale and correlation adaptivity via via tunable space transformations instead of tuning covariance matrices in proposal distributions.
MCMC tuning has been split into proposal tuning (algorithms of type MCMCProposalTuning) and transform turning (algorithms of type MCMCTransformTuning). Proposal tuning has now a much more limited role and often may be NoMCMCProposalTuning() (e.g. for RandomWalk).
Added MGVISampling for Metric Gaussian Variational Inference.

Merged pull requests: - Add PolarShellDistribution (#475) (@oschulz) - CompatHelper: bump compat for AdvancedHMC in [weakdeps] to 0.8, (keep existing compat) (#480) (@github-actions[bot]) - Advanced HMC compat bump compatibility check (#481) (@Micki-D) - Improve dist transport implementation, support AffineDistribution (#482) (@oschulz)

- Julia
Published by github-actions[bot] 7 months ago

BAT - v3.4.0

BAT v3.4.0

Diff since v3.3.5

Merged pull requests: - Adjust for API changes in AdvancedHMC.jl (#470) (@Micki-D) - Unified sample transformation (#471) (@oschulz) - CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#472) (@github-actions[bot]) - Enable ensemble based sampling for MCMC algorithms (#473) (@Micki-D) - Replace batreport by LazyReports (#474) (@oschulz) - Fix transformsamples (#476) (@oschulz) - Indent bat_transform !!! note (#478) (@kalmarek)

- Julia
Published by github-actions[bot] 9 months ago

BAT - v3.3.5

BAT v3.3.5

Diff since v3.3.4

Merged pull requests: - Hmc proposed sample handling refactor (#468) (@Micki-D)

- Julia
Published by github-actions[bot] 11 months ago

BAT - v3.3.4

BAT v3.3.4

Diff since v3.3.3

Merged pull requests: - Manually set lower bounds on direct deps (#466) (@fhagemann) - Refactor z position update in transformed MCMC (#467) (@Micki-D)

- Julia
Published by github-actions[bot] about 1 year ago

BAT - v3.3.3

BAT v3.3.3

Diff since v3.3.2

Merged pull requests: - Include samplez in _cleanupsamples() (#462) (@Micki-D) - CompatHelper: bump compat for StructArrays to 0.7, (keep existing compat) (#463) (@github-actions[bot]) - Bump codecov/codecov-action from 4 to 5 (#464) (@dependabot[bot])

- Julia
Published by github-actions[bot] about 1 year ago

BAT - v3.3.2

BAT v3.3.2

Diff since v3.3.1

Merged pull requests: - Space transformations refactor (#449) (@Micki-D) - Trafo sampling changes (#454) (@oschulz) - CompatHelper: bump compat for Colors to 0.13, (keep existing compat) (#456) (@github-actions[bot]) - Add MGVI and rename several things in API (#457) (@oschulz) - Store multivariate proposal in MHProposalState (#458) (@oschulz) - Make sampling, integration and mode-estimation also return an EvaluatedMeasure (#459) (@oschulz)