[bayes_nonconj] Update lecture

[kp992]

Updates the lecture with:

• Removed pyro and torch code
• Uses only numpyro backed by JAX.
• Typos and Code styling.

Fixes #524

[jstac]

Thanks @kp992 !

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[jstac]

@mmcky : one for the warning checker: /home/runner/miniconda3/envs/quantecon/lib/python3.12/site-packages/IPython/core/pylabtools.py:170: UserWarning: Creating legend with loc="best" can be slow with large amounts of data. fig.canvas.print_figure(bytes_io, **kw)

[jstac]

@kp992 Great job, much appreciated. Are you willing to hand over to some junior RAs to finish the PR?

Perhaps they can compare the code to the style guide and PEP8, plus add some discussion of the figures at the end. (CC @xuanguang-li @matheusvillasb )

[kp992]

Are you willing to hand over to some junior RAs to finish the PR?

I would quickly send a commit to fix doc reference and then we could hand over for adding more notes.

Perhaps they can compare the code to the style guide and PEP8

I have ran the pep8 and style fixes. One easy way to fix that I use is https://pypi.org/project/jupyter-black/.

import jupyter_black
jupyter_black.load()

And Run All Cells to fix the styling.

[kp992]

Thanks for the review @jstac and @mmcky.

Please feel to merge the PR and happy to hand over this lecture for adding more discussions and notes.

[jstac]

@kp992 thanks again.

@matheusvillasb @xuanguang-li are you willing to take over? Perhaps @mmcky can coordinate merge and opening of a new issue.

[xuanguang-li]

Of course @jstac. I will assign myself to the new issue related to this.

[jstac]

Thanks @xuanguang-li !

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[jstac]

Thanks all!

• Is there a good reason we are violating pep8 in ShiftedVonMises etc.?
• Z ~ Normal(a, b) should be Z ~ N(a, b) as in the rest of the lectures
• rng_key = random.PRNGKey(0) -- don't use magic numbers. Instead the factory function should have a seed argument that defaults to 0.
• Some lines of code are more than 80 characters.

[xuanguang-li]

Thanks, @jstac, for pointing out these issues.

Is there a good reason we are violating pep8 in ShiftedVonMises etc.?

I think these names follow the convention used in numpyro.distributions, where distributions are written in CapWords form, such as GaussianRandomWalk and HalfCauchy.

https://num.pyro.ai/en/stable/distributions.html

[jstac]

Thanks, @jstac, for pointing out these issues.

Is there a good reason we are violating pep8 in ShiftedVonMises etc.?

I think these names follow the convention used in numpyro.distributions, where distributions are written in CapWords form, such as GaussianRandomWalk and HalfCauchy.

https://num.pyro.ai/en/stable/distributions.html

I see, thanks Kenko :-)

Those are classes, so camel case is appropriate. We are writing functions, so let's swap camel case for lower case with underscores to be consistent with pep8. Please change to shifted_von_mises etc.

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[xuanguang-li]

Thanks, @jstac.

I’ve implemented your suggestions. In addition, I renamed other functions to lowercase (e.g., MCMC_plot → mcmc_plot) to keep the styling consistent.

[jstac]

Thanks @xuanguang-li ! Nice work. The lecture looks great now.

Last request: Can we please use commas to save some lines in

from numpyro.infer import MCMC
from numpyro.infer import NUTS
from numpyro.infer import SVI
from numpyro.infer import Trace_ELBO

After that I'm happy for this to be merged @mmcky

[mmcky]

Thanks @kp992 and @xuanguang-li for your work on this PR.

Thanks @HumphreyYang and @jstac for your reviews and feedback.

[mmcky]

• preview mechanism isn't showing the latest changes. Working on a fix in Fix CI HTML preview naming conflict with Netlify deploy-preview mechanism #608

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📚 Changed Lecture Pages: bayes_nonconj

[mmcky]

The preview mechanism is now showing the latest updates. @jstac I have migrated those imports to the same line as a comma separated list. (will add a note to the style guide as well).

LGTM.

[mmcky]

thanks @kp992 and @xuanguang-li we are getting some large improvements in runtime for this lecture

(LHS = this PR, RHS = live site)

[mmcky]

@HumphreyYang merging this PR.