merge master

.github/workflows/ci.yml

@@ -14,7 +14,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: [3.6]
+        python-version: [3.7]
 
     steps:
     - uses: actions/checkout@v2
@@ -24,7 +24,7 @@ jobs:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
       run: |
-        sudo apt install -y pandoc
+        sudo apt install -y pandoc gsfonts
         python -m pip install --upgrade pip
         pip install https://github.com/pyro-ppl/funsor/archive/master.zip
         pip install jaxlib
@@ -44,13 +44,13 @@ jobs:
         python -m doctest -v README.md
 
 
-  test:
+  test-modeling:
 
     runs-on: ubuntu-latest
     needs: lint
     strategy:
       matrix:
-        python-version: [3.6]
+        python-version: [3.7]
 
     steps:
     - uses: actions/checkout@v2
@@ -60,6 +60,7 @@ jobs:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
       run: |
+        sudo apt install -y graphviz
         python -m pip install --upgrade pip
         # Keep track of pyro-api master branch
         pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip
@@ -70,14 +71,45 @@ jobs:
         pip freeze
     - name: Test with pytest
       run: |
-        pytest -vs -k "not test_example" --durations=100
+        CI=1 pytest -vs -k "not test_example" --durations=100 --ignore=test/infer/
+
+
+  test-inference:
+
+    runs-on: ubuntu-latest
+    needs: lint
+    strategy:
+      matrix:
+        python-version: [3.7]
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        # Keep track of pyro-api master branch
+        pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip
+        pip install https://github.com/pyro-ppl/funsor/archive/master.zip
+        pip install jaxlib
+        pip install jax
+        pip install .[dev,test]
+        pip freeze
+    - name: Test with pytest
+      run: |
+        pytest -vs --durations=20 test/infer/test_mcmc.py
+        pytest -vs --durations=20 test/infer --ignore=test/infer/test_mcmc.py
     - name: Test x64
       run: |
-        JAX_ENABLE_X64=1 pytest -vs test/test_mcmc.py -k x64
+        JAX_ENABLE_X64=1 pytest -vs test/infer/test_mcmc.py -k x64
     - name: Test chains
       run: |
-        XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/test_mcmc.py -k "chain or pmap or vmap"
+        XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_mcmc.py -k "chain or pmap or vmap"
         XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/contrib/test_tfp.py -k "chain"
+        XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_hmc_gibbs.py -k "chain"
 
 
   examples:
@@ -86,7 +118,7 @@ jobs:
     needs: lint
     strategy:
       matrix:
-        python-version: [3.6]
+        python-version: [3.7]
 
     steps:
     - uses: actions/checkout@v2
@@ -103,8 +135,5 @@ jobs:
         pip install .[dev,examples,test]
         pip freeze
     - name: Test with pytest
-      run: |
-        pytest -vs -k test_example
-    - name: Test chains
       run: |
         XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs -k test_example

CONTRIBUTING.md

@@ -0,0 +1,60 @@
+# Development
+
+Please follow our established coding style including variable names, module imports, and function definitions.
+The NumPyro codebase follows the [PEP8 style guide](https://www.python.org/dev/peps/pep-0008/)
+(which you can check with `make lint`) and follows
+[`isort`](https://github.com/timothycrosley/isort) import order (which you can enforce with `make format`).
+
+# Setup
+
+To set up local development environment, install NumPyro from source:
+
+```sh
+git clone https://github.com/pyro-ppl/numpyro.git
+# install jax/jaxlib first for CUDA support
+pip install -e .[dev,test]  # contains additional dependencies for NumPyro development
+```
+
+# Testing
+
+Before submitting a pull request, please autoformat code and ensure that unit tests pass locally
+```sh
+make lint              # linting
+make format            # runs black and isort
+make test              # linting and unit tests
+make doctest           # test module's docstrings
+```
+
+To run all tests locally in parallel, use the `pytest-xdist` package
+```sh
+pip install pytest-xdist
+pytest -vs -n auto
+```
+
+To run a single test from the command line
+```sh
+pytest -vs {path_to_test}::{test_name}
+# or in cuda mode and double precision
+JAX_PLATFORM_NAME=gpu JAX_ENABLE_X64=1 pytest -vs {path_to_test}::{test_name}
+```
+
+# Profiling
+
+TensorBoard can be used to profile NumPyro following the instructions following [JAX documentation](https://jax.readthedocs.io/en/latest/profiling.html).
+
+# Submitting
+
+For relevant design questions to consider, see past [design documents](https://github.com/pyro-ppl/pyro/wiki/Design-Docs).
+
+For larger changes, please open an issue for discussion before submitting a pull request.
+
+In your PR, please include:
+- Changes made
+- Links to related issues/PRs
+- Tests
+- Dependencies
+
+If you add new files, please run `make license` to automatically add copyright headers.
+
+For speculative changes meant for early-stage review, include `[WIP]` in the PR's title. 
+(One of the maintainers will add the `WIP` tag.)

Makefile

@@ -2,12 +2,22 @@ all: test
 
 lint: FORCE
 	flake8
+	black --check .
+	isort --check .
+	python scripts/update_headers.py --check
 
-format: FORCE
-	isort -rc .
+license: FORCE
+	python scripts/update_headers.py
+
+format: license FORCE
+	black .
+	isort .
+
+install: FORCE
+	pip install -e .[dev,doc,test,examples]
 
 doctest: FORCE
-	$(MAKE) -C docs doctest
+	JAX_PLATFORM_NAME=cpu $(MAKE) -C docs doctest
 
 test: lint FORCE
 	pytest -v test