Feature/add probabilistic iterative methods

[gw265981]

PR Type

• Feature

Description

Adds the reduce_iterative() method to KernelHerding. Closes #977.

How Has This Been Tested?

Existing tests pass as expected.

New tests introduced with this change verify that reduce_iterative() works correctly. Due to the probabilistic nature of the solver when probabilistic=True, the exact behaviour is hard to verify, hence the test replaces jax.random.choice with a deterministic choice function.

Does this PR introduce a breaking change?

No.

Checklist before requesting a review

• I have made sure that my PR is not a duplicate.
• My code follows the style guidelines of this project.
• I have ensured my code is easy to understand, including docstrings and comments where necessary.
• I have performed a self-review of my code.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.
• I have updated CHANGELOG.md, if appropriate.

[github-actions]

Performance review

Commit da5d8bb - Merge 43385ae into 18ef363

No significant changes to performance.

[github-actions]

Performance review

Commit b720fcd - Merge 57a425f into 18ef363

No significant changes to performance.

[github-actions]

Performance review

Commit 941bc45 - Merge 538071a into d6f481e

No significant changes to performance.

[github-actions]

Performance review

Commit 98892be - Merge 25a7afc into d6f481e

No significant changes to performance.

[github-actions]

Performance review

Commit 8ff2d80 - Merge 9d61a7f into d6f481e

No significant changes to performance.

[github-actions]

Performance review

Commit e17a760 - Merge d044c92 into d6f481e

No significant changes to performance.

[qh681248]

Happy with the changes

[qh681248]

It might be worth adding it to changelog.md?
Feel free to pushback

Should the example script use this new method?

[github-actions]

Performance review

Commit ae38ac5 - Merge 17308db into 18e7c10

No significant changes to performance.

[github-actions]

Performance review

Commit 2f1e2fd - Merge 1c96744 into e8d122c

Statistically significant changes

• basic_herding:
  • OLD: compilation 0.7142 units ± 0.1192 units; execution 0.218 units ± 0.006644 units
  • NEW: compilation 0.7525 units ± 0.09401 units; execution 0.1953 units ± 0.01202 units
  • Significant decrease in execution time (-10.39%, p=0.00013)
• basic_stein:
  • OLD: compilation 5.82 units ± 0.3454 units; execution 0.7235 units ± 0.02806 units
  • NEW: compilation 6.091 units ± 0.3224 units; execution 0.5361 units ± 0.01032 units
  • Significant decrease in execution time (-25.91%, p=3.463e-10)

---

Normalisation values for new data:
Compilation: 1 unit = 333.37 ms
Execution: 1 unit = 806.91 ms

[github-actions]

Performance review

Commit 97681b3 - Merge 5a5c01f into e8d122c

Statistically significant changes

• basic_stein:
  • OLD: compilation 5.82 units ± 0.3454 units; execution 0.7235 units ± 0.02806 units
  • NEW: compilation 5.618 units ± 0.342 units; execution 0.5579 units ± 0.01128 units
  • Significant decrease in execution time (-22.89%, p=9.072e-10)

---

Normalisation values for new data:
Compilation: 1 unit = 358.14 ms
Execution: 1 unit = 798.23 ms