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TODO before v-gamma release #381

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9 of 15 tasks
hyanwong opened this issue May 26, 2024 · 12 comments
Closed
9 of 15 tasks

TODO before v-gamma release #381

hyanwong opened this issue May 26, 2024 · 12 comments

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@hyanwong
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hyanwong commented May 26, 2024

We are planning a tsdate release with variational-gamma set as the default method. Here's what we need to do before release:

Essential

Nice to have

For future releases

Does this sound right @nspope ? I will try to tick these all off in the next week or two.

@nspope
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nspope commented May 27, 2024

Yes, sounds good!

@hyanwong
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hyanwong commented Jun 3, 2024

Do you think any specific variational_gamma parameters should be documented, @nspope ? Are there ones that new users might need to tweak in common circumstances?

@nspope
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nspope commented Jun 3, 2024

max_iterations (the number of EP iterations) and rescaling_intervals (which may need to be tweaked if there's weirdness like missing singletons) are the only two that come to mind?

@hyanwong
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hyanwong commented Jun 3, 2024

Thanks! Should we undocument max_shape then, do you think?

@hyanwong
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hyanwong commented Jun 3, 2024

(I guess we can also default max_iterations to None, and reserve the right to change it to something adaptive in future.

@nspope
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nspope commented Jun 3, 2024

Sure -- I think the defaults max_shape and min_step seem to be working fine.

@hyanwong
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hyanwong commented Jun 4, 2024

min_step isn't made available in the signature anyway.

@hyanwong
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hyanwong commented Jun 5, 2024

The docs are basically done now (although a bit rough-and-ready). Do you want to have a read through them @nspope and see if there is anything I've missed, or if you have suggested changes. It would be nice to get this out of the door.

@hyanwong
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hyanwong commented Jun 5, 2024

brief explanation of rescaling approach in the docs

This could go here. If you want to provide a 2 or 3 sentence description @nspope, I'll bung it in.

@nspope
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nspope commented Jun 5, 2024

Awesome thanks @hyanwong! I'll take a look in the next day or two.

@hyanwong
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hyanwong commented Jun 5, 2024

Thanks. I'm assuming you would be happy to make a 0.2 release any time, and we can fix any doc issues later?

@nspope
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nspope commented Jun 5, 2024

Sure, sounds good to me.

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