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Project.toml

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@@ -22,6 +22,7 @@ ProgressBars = "49802e3a-d2f1-5c88-81d8-b72133a6f568"
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PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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RandomFeatures = "36c3bae2-c0c3-419d-b3b4-eebadd35c5e5"
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ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
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ScikitLearn = "3646fa90-6ef7-5e7e-9f22-8aca16db6324"
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StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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PyCall = "1.93"
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Random = "1"
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RandomFeatures = "0.3"
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ReverseDiff = "1.15.3"
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ScikitLearn = "0.6, 0.7"
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StableRNGs = "1"
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Statistics = "1"

src/MarkovChainMonteCarlo.jl

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@@ -24,7 +24,7 @@ export EmulatorPosteriorModel,
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MCMCProtocol,
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GradFreeProtocol,
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ForwardDiffProtocol,
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ReverseDiffProtocol,
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ReverseDiffProtocol,
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RWMHSampling,
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pCNMHSampling,
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BarkerSampling,
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Type to construct samplers for emulators compatible with `ReverseDiff.jl` autodifferentiation
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"""
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abstract type ReverseDiffProtocol <: AutodiffProtocol end
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abstract type ReverseDiffProtocol <: AutodiffProtocol end
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# ...to be implemented...
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#=
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abstract type ZygoteProtocol <: AutodiffProtocol end

test/MarkovChainMonteCarlo/runtests.jl

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@@ -293,7 +293,7 @@ end
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mcmc_algs = [
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RWMHSampling(), # sanity-check
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BarkerSampling(), # ForwardDiffProtocol by default
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BarkerSampling{ReverseDiffProtocol}() # scales to high dim better, but slow.
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BarkerSampling{ReverseDiffProtocol}(), # scales to high dim better, but slow.
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]
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# GPJL doesnt support ForwardDiff

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