Using FEniCS PDE solver together with PyMC3

[gmingas]

Hi Ivan,

Thanks for the reply and sorry for the delay in replying.

@ivan

some simple FEniCS code with MLDA sampler would look something like

This is indeed how it would look and we will work on an example when we finish with the current work we are doing.

@ivan

Of course, FenicsOp can be taken as a template for any further work that requires some additional computations/operations in perform , but does it have to be all in one place? It’s important to keep Ops as one unit of computation so that grad or L_op methods are simple.

Seeing your code, I tend to agree that the thing we want to do is a bit specific and it is understandable to want to keep your code general. I am thinking possibly and extension (e.g. inherited class) could be used in this case, offering the ability to define extra computations. Specifically, we want to be able to write into pm.Data variables in the pymc3 model from within perform, e.g. model.variable_name.set_value(...).

In any case, the part of the code that requires this functionality is still not ready and there is some work left to finish it so will come back to you when this happens. I will also let you know if we manage to build a nice example notebook using the current version of fenics-pymc3 with MLDA.

Thanks for the interest in this!

Best,
Greg