[matnormal] Matrix-normal (dual probabilistic) SRM#490
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Update with mainline repo
…sman/brainiak into matnormal-regression-rsa
Fixing style issues in utils.py
…iniak into matnormal-regression-rsa
…olve this automatically)
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Thank you, @mshvartsman! Could you please name a preferred owner of that second pair of eyes? |
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I would encourage others to review, as I am still owing review for another PR. |
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@szorowi1, could you please review this pull request? |
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This is a TF2 port of the matrix-normal SRM code we used in https://arxiv.org/abs/1711.03058. It's not quite ready for merge but I'm putting up the PR to start discussion and maybe get another pair of eyes on the code. In contrast to the code we used for the paper (https://github.com/mshvartsman/brainiak/blob/feature-dpmnsrm/brainiak/matnormal/dpmnsrm.py), this is runnable in current TF and includes asserts to ensure the monotonicity of the ECM(E) algorithm. I also fixed at least one math bug (there's a typo in the paper that made it into the code). For now I'm excluding all model variants that require pymanopt (until pymanopt/pymanopt#126 is merged).
The bad news: those asserts fail on the update for subject-specific noise scalers (
rhoprec) and I can't figure out why. I'd love another pair of eyes on this so we can get it merged.Important disclaimer: This work is all done on my own time and my own equipment, based on a paper I wrote while at Princeton, and is unrelated to my current work with my employer.