Numpyro

Latest version: v0.15.0

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0.15.0

**Breaking change:** By default, [Predictive](https://num.pyro.ai/en/stable/utilities.html#numpyro.infer.util.Predictive) will recompute the "deterministic" sites if they are provided by posterior_samples. This brings Predictive to the behavior before the 0.14.0 release. To avoid recomputing deterministic sites like in the 0.14.0 release, set `Predictive(..., exclude_deterministic=False)`.

New modules
* [Hilbert Space Gaussian Processes Approximation](https://num.pyro.ai/en/stable/contrib.html#hilbert-space-gaussian-processes-approximation)
* [Stochastic Support](https://num.pyro.ai/en/stable/contrib.html#stochastic-support)

What's Changed
* Raise `ValueError` if deterministic site is exposed in sub-guide. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1757
* Add Initial SDVI Implementation by treigerm in https://github.com/pyro-ppl/numpyro/pull/1758
* Fix ruff not format the changes by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1761
* Add complex constraint and real Fourier transform. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1762
* Fix ruff not fixing linter errors by ordabayevy in https://github.com/pyro-ppl/numpyro/pull/1764
* Ruff format notebooks by ordabayevy in https://github.com/pyro-ppl/numpyro/pull/1765
* Add explicit reparametrizer. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1754
* Add a warning message when using prng_key outside of seed by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1760
* Add a note to seed handler to mention that its instances cannot be jitted directly by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1759
* fixed lint for 1760 by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1769
* Add `RecursiveLinearTransform` for linear state space models. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1766
* Fix math rendering in variationally inferred parameterization tutorial by brendancooley in https://github.com/pyro-ppl/numpyro/pull/1767
* Add ZeroSumNormal distribution by kylejcaron in https://github.com/pyro-ppl/numpyro/pull/1751
* Verify result of `biject_to` satisfies the constraint. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1770
* Remove the deprecated import jax.tree_map by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1775
* Fix ensemble mcmc multiple run by amifalk in https://github.com/pyro-ppl/numpyro/pull/1774
* Censoring example notebook by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1773
* Avoid unnecessary reshape for trivial expand by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1776
* Allow to use Delta on numpy arrays without moving them to jax devices by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1777
* Do not unflatten unevaluated lazy properties. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1778
* Move nested sampling docs to contrib by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1782
* Fix image sizes censoring notebook by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1783
* Relax check of positive definite constraint. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1784
* Add entropy implementations. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1787
* sample from distribution without storing by amifalk in https://github.com/pyro-ppl/numpyro/pull/1790
* Predictive fix when deterministic sites are present by kylejcaron in https://github.com/pyro-ppl/numpyro/pull/1789
* fix singleton plate bug by amifalk in https://github.com/pyro-ppl/numpyro/pull/1792
* add constraints.greater_than_eq, constraints.positive_semidefinite, constraints.nonnegative by amifalk in https://github.com/pyro-ppl/numpyro/pull/1793
* Tutorial Lotka Volterra multiple by A2P2 in https://github.com/pyro-ppl/numpyro/pull/1701
* Different supports in component distributions for mixture models by Qazalbash in https://github.com/pyro-ppl/numpyro/pull/1791
* Add a note that Trace_EnumELBO does not work with AutoContinuous by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1796
* Updat .pre-commit hook version by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1795
* Add Wishart distribution. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1779
* Add HSGP contribution module by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1794
* Bump to 0.15.0 by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1797

New Contributors
* brendancooley made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1767
* kylejcaron made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1751
* A2P2 made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1701
* Qazalbash made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1791

**Full Changelog**: https://github.com/pyro-ppl/numpyro/compare/0.14.0...0.15.0

0.14.0

**Breaking change:** [Predictive](https://num.pyro.ai/en/stable/utilities.html#numpyro.infer.util.Predictive) will try to avoid recomputing "deterministic" sites if it is provided in `posterior_samples`. Those deterministic sites are excluded in the previous releases.

What's Changed
* Add AutoGuideList by tare in https://github.com/pyro-ppl/numpyro/pull/1644
* Require sample_shape passed as keyword argument to AutoGuides by tare in https://github.com/pyro-ppl/numpyro/pull/1659
* correct event_dim use by deoxyribose in https://github.com/pyro-ppl/numpyro/pull/1661
* Allow substitute deterministic sites by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1664
* Tutorial on Automatic Partial centering of model using LocScaleReparam by Madhav-Kanda in https://github.com/pyro-ppl/numpyro/pull/1663
* Added kl_divergence for multivariate normals by lumip in https://github.com/pyro-ppl/numpyro/pull/1654
* Support multi sample guides in Trace_ELBO by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1666
* Reference AutoGuideList in docs by tare in https://github.com/pyro-ppl/numpyro/pull/1669
* fix init_params bug in hmcgibbs by amifalk in https://github.com/pyro-ppl/numpyro/pull/1673
* Kumaraswamy distribution bug fixes by e-pet in https://github.com/pyro-ppl/numpyro/pull/1675
* Allow AutoSemiDAIS to work without global variable by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1665
* Update continuous.py by etymology in https://github.com/pyro-ppl/numpyro/pull/1679
* Fix intersphinx issues by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1680
* Avoid Kumaraswamy numerical issues by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1681
* Enforce supported python version in setup.py by pierreglaser in https://github.com/pyro-ppl/numpyro/pull/1687
* Fix faulty interaction between `jax.vmap` and `validate_args=True` by pierreglaser in https://github.com/pyro-ppl/numpyro/pull/1686
* Use Cholesky decomp instead of inverting kernel by DanWaxman in https://github.com/pyro-ppl/numpyro/pull/1688
* Make possible to fix the number of LF steps and tune the step size by yayami3 in https://github.com/pyro-ppl/numpyro/pull/1698
* Support scan for Trace_ELBO by deoxyribose in https://github.com/pyro-ppl/numpyro/pull/1693
* Add ruff support by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1700
* Hot fix: remove version requirement by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1703
* Remove `setup.cfg` by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1704
* Support optional pre-commit hooks by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1705
* transfer_states_to_host convenience function by amifalk in https://github.com/pyro-ppl/numpyro/pull/1707
* Change case to render graph for conditioned nodes. by yayami3 in https://github.com/pyro-ppl/numpyro/pull/1711
* Add isort (ruff) by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1718
* remove upper bound sphinx by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1721
* Improve current ruff rules by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1720
* Fix links in examples and tutorials by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1722
* Fix sidebar not displayed properly on phone by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1723
* Add two ensemble sampling methods by amifalk in https://github.com/pyro-ppl/numpyro/pull/1692
* fix elbo normalization with multi_sample_guide=True by danielward27 in https://github.com/pyro-ppl/numpyro/pull/1728
* Raise `NotImplementedError` rather than return it. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1732
* Support forward mode differentiation for SVI by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1731
* fixing nested_sampling.py by renecotyfanboy in https://github.com/pyro-ppl/numpyro/pull/1738
* Add auto-batched (low-rank) multivariate normal guides. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1737
* Implementation of DCC inference algorithm by treigerm in https://github.com/pyro-ppl/numpyro/pull/1715
* Fix for pickling an MCMC object with HMCGibbs (and MixedHMC) samplers and parallel chains by msaintja in https://github.com/pyro-ppl/numpyro/pull/1746
* Factored out HMCECS proxies to contrib by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1748
* Add median to batched auto-guides. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1749
* Address google/jax19885 for numpyro. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1743
* Fix ECS to work with Haiku by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1750
* Add github action for releasing by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1736
* Bump to 0.14.0 by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1735

New Contributors
* amifalk made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1673
* e-pet made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1675
* etymology made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1679
* DanWaxman made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1688
* juanitorduz made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1700
* danielward27 made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1728
* tillahoffmann made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1732
* renecotyfanboy made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1738
* treigerm made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1715
* msaintja made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1746

**Full Changelog**: https://github.com/pyro-ppl/numpyro/compare/0.13.2...0.14.0

0.13.2

A minor release to fix numpyro 0.13.1 broken on jax 0.4.14

0.13.1

Enhancements and Bug Fixes

- Add promote_batch_shape rule for Independent (1630) by deoxyribose
- Support custom prng key (1642) by fehiepsi

0.13.0

Breaking changes

Drops support for python 3.8 and requires jax version >= 0.4.14

New Features

- Distributions are now vmap-able (1529) (a great contribution by pierreglaser)

Enhancements and Bug Fixes

- Enhance LocScaleReparam's documentation (1599) by Madhav-Kanda
- Fix incorrect unflattenning of inverse transforms (1600) by pierreglaser
- Update Stein mixture (1601 and 1612) by OlaRonning
- Support model without global variables in AutoSemiDAIS (1610 and 1619) by fehiepsi
- Fix mixture assert message: string shoulf be f-string (1617) by adrn
- Add support for local variables in RenyiELBO (1608) by fehiepsi
- Fix quantile computation of mvn autoguides (1622) by fehiepsi
- Respect log_density in kl of delta (1625) by fehiepsi
- Add vectorized_particles to ELBO (1624) by fehiepsi
- Fix bug in SineBivariateVonMises sampler (1628) by deoxyribose

This release is composed of great contributions and feedback from the Pyro community. Thank you!

0.12.1

This release includes a fix for jax 0.4.11 (1595).

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