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refactor and change optimization #41

Merged
merged 1 commit into from
Aug 8, 2023
Merged

refactor and change optimization #41

merged 1 commit into from
Aug 8, 2023

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aloctavodia
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This is a potpourri PR, I will try to move to smaller and more clean PRs in the future. The main changes are:

  • Rename ReferenceModel class to ProjectionPredictive
  • Use SLSQP optimization method instead of Powell. This takes half the time and the marginals of the projected posteriors look "smooth" and "Gaussian-like", previously it look suspiciously weird (often multimodal or with high peaks and very heavy tails). I will keep exploring other minimization options in the future.
  • rename loo_compare to plot_compare we can add an argument in the future if we make the comparison in terms of something else than LOO. I also refactored this function, to reduce the internal dispersion of the code.
  • small changes into the docs.

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@aloctavodia aloctavodia merged commit f319227 into main Aug 8, 2023
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@aloctavodia aloctavodia deleted the refactor_opt branch August 8, 2023 15:14
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