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Add transforming adaptation #27

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Oct 23, 2024
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20 changes: 19 additions & 1 deletion CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -2,14 +2,16 @@

All notable changes to this project will be documented in this file.

## [0.12.0] - 2024-07-05
## [0.13.0] - 2024-10-23

### Bug Fixes

- Expose adaptation settings (Adrian Seyboldt)

- Append missing values for non-diverging draws (Adrian Seyboldt)

- Fix bug where step size stats were not updated after tuning (Adrian Seyboldt)


### Features

Expand All @@ -21,6 +23,14 @@ All notable changes to this project will be documented in this file.

- Add low-rank modified mass matrix adaptation (Adrian Seyboldt)

- Make cpu_math parallelization configurable (Adrian Seyboldt)

- Add transforming adaptation (Adrian Seyboldt)

- Improve error info for BadInitGrad (Adrian Seyboldt)

- Do not report invalid gradients for transform adapt (Adrian Seyboldt)


### Miscellaneous Tasks

Expand All @@ -30,11 +40,19 @@ All notable changes to this project will be documented in this file.

- Update changelog (Adrian Seyboldt)

- Prepare release (Adrian Seyboldt)

- Prepare release (Adrian Seyboldt)

- Update dependencies (Adrian Seyboldt)


### Refactor

- Switch to arrow-rs (Adrian Seyboldt)

- Refactor mass matrix adaptation traits (Adrian Seyboldt)


### Styling

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12 changes: 6 additions & 6 deletions Cargo.toml
Original file line number Diff line number Diff line change
@@ -1,9 +1,9 @@
[package]
name = "nuts-rs"
version = "0.12.1"
version = "0.13.0"
authors = [
"Adrian Seyboldt <adrian.seyboldt@gmail.com>",
"PyMC Developers <pymc.devs@gmail.com>",
"Adrian Seyboldt <adrian.seyboldt@gmail.com>",
"PyMC Developers <pymc.devs@gmail.com>",
]
edition = "2021"
license = "MIT"
Expand All @@ -23,10 +23,10 @@ rand_distr = "0.4.3"
multiversion = "0.7.2"
itertools = "0.13.0"
thiserror = "1.0.43"
arrow = { version = "52.0.0", default-features = false, features = ["ffi"] }
arrow = { version = "53.1.0", default-features = false, features = ["ffi"] }
rand_chacha = "0.3.1"
anyhow = "1.0.72"
faer = "0.19.1"
faer = { version = "0.19.4", default-features = false, features = ["std"] }
pulp = "0.18.21"
rayon = "1.10.0"

Expand All @@ -36,7 +36,7 @@ pretty_assertions = "1.4.0"
criterion = "0.5.1"
nix = "0.29.0"
approx = "0.5.1"
ndarray = "0.15.6"
ndarray = "0.16.1"

[[bench]]
name = "sample"
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