Merge pull request #36 from navimakarov/10-mlj-interfacing

Mlj interfacing

.github/workflows/CI.yml

@@ -118,6 +118,7 @@ jobs:
             ${{ runner.os }}-
       - name: Run benchmark
         run: |
+          cd test/benchmarks
           julia  -e 'import Pkg; Pkg.add("LaplaceRedux")'
           julia  -e 'import Pkg; Pkg.add("Flux")'
           julia  -e 'import Pkg; Pkg.add("Plots")'
@@ -131,10 +132,9 @@ jobs:
           julia  -e 'import Pkg; Pkg.add("Printf")'
           julia  -e 'import Pkg; Pkg.add("BenchmarkTools")'
           julia  -e 'import Pkg; Pkg.add("Tullio")'
-          cd test/benchmarks
           julia --project --color=yes -e '
             using Pkg;
-            Pkg.instantiate();
+            Pkg.resolve();
             include("BenchmarkFit.jl")'
 
       - name: Store benchmark result

Project.toml

@@ -5,11 +5,20 @@ version = "0.1.2"
 
 [deps]
 Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
+ComputationalResources = "ed09eef8-17a6-5b46-8889-db040fac31e3"
 Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+MLJ = "add582a8-e3ab-11e8-2d5e-e98b27df1bc7"
+MLJBase = "a7f614a8-145f-11e9-1d2a-a57a1082229d"
+MLJFlux = "094fc8d1-fd35-5302-93ea-dabda2abf845"
+MLJModelInterface = "e80e1ace-859a-464e-9ed9-23947d8ae3ea"
 MLUtils = "f1d291b0-491e-4a28-83b9-f70985020b54"
 Parameters = "d96e819e-fc66-5662-9728-84c9c7592b0a"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+ProgressMeter = "92933f4c-e287-5a05-a399-4b506db050ca"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
 Tullio = "bc48ee85-29a4-5162-ae0b-a64e1601d4bc"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 

src/LaplaceRedux.jl

@@ -19,6 +19,9 @@ export Laplace,
     posterior_covariance,
     posterior_precision
 
+include("mlj_flux.jl")
+export LaplaceApproximation
+
 include("plotting.jl")
 
 end

src/curvature/functions.jl

@@ -23,6 +23,8 @@ function jacobians(curvature::CurvatureInterface, X::AbstractArray)
     nn = curvature.model
     # Output:
     ŷ = nn(X)
+    # Convert ŷ to a vector
+    ŷ = vec(ŷ)
     # Jacobian:
     # Differentiate f with regards to the model parameters
     𝐉 = jacobian(() -> nn(X), Flux.params(nn))

src/laplace.jl

@@ -162,6 +162,8 @@ function validate_subnetwork_indices(
     subnetwork_indices::Union{Nothing,Vector{Vector{Int}}}, params
 )
     @assert (subnetwork_indices !== nothing) "If `subset_of_weights` is `:subnetwork`, then `subnetwork_indices` should be a vector of vectors of integers."
+    # Check if subnetwork_indices is a vector containing an empty vector
+    @assert !(subnetwork_indices == [[]]) "If `subset_of_weights` is `:subnetwork`, then `subnetwork_indices` should be a vector of vectors of integers."
     # Initialise a set of vectors
     selected = Set{Vector{Int}}()
     for (i, index) in enumerate(subnetwork_indices)