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Clean up TFP io #812

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junpenglao opened this issue Sep 10, 2019 · 8 comments
Closed
7 tasks

Clean up TFP io #812

junpenglao opened this issue Sep 10, 2019 · 8 comments
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@junpenglao
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junpenglao commented Sep 10, 2019

  • Update io_tfp to TF2.
  • Use official TFP API like jointdistribution* and move Edward to io_edward2
  • Ordering of chain and sample (see also from_tfp with multiple chains? #456)
  • Mapping of sample/diagnostics to a dict, currently it is possible with user code like https://gist.github.com/junpenglao/51cd25c6372f8d2ab3490d4af8f97401, however, the difficult here is that user can specify the diagnostic output using trace_fn, which likely does not have the same structure.
  • Add tests using a multiple chains model (once from_tfp with multiple chains? #456 has been fixed)
  • Make sure pointwise log likelihood is stored in log_likelihood group (if getting pointwise log likelihood is possible at all)
  • Enforce ArviZ schema: group names and sample stats naming convention as much as possible
@junpenglao
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Updating the TODOs.

@OriolAbril
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I would also add to the TODOs:

@junpenglao
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Thanks! Added.

@percygautam
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@junpenglao @OriolAbril Do we just need to upgrade TF1 to TF2 in first task? Can we follow this guide?

@OriolAbril
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Yes, this guide is great reference

@percygautam
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Okay, thanks

@percygautam
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@OriolAbril @junpenglao I have some doubts. Since there is no concept of placeholders in TF2. How are we going to work with data having placeholders? We can simply convert a tensor object to ndarray using tf.make_ndarray if it do not contain any placeholders. Kindly guide me through it.

@OriolAbril
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closing in favour of #1890

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