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Tasks for first working prototype #1

@fritzo

Description

@fritzo
  • parametrize coefficients
  • handle constraints
  • make github repo
  • add syntactic sugar for constraints
  • implement block gibbs
  • pairwise / quadratic / cross terms
  • ingest tsv file in example.py (fritz)
  • move to HMC (fritz)
  • port notebook pipeline to scripts
  • add helpers to specify and validate initial data
    • {"sequences": _, "batch_id": _, "response": _}
  • add some unit tests (fritz)
  • wrap things up in higher-level components with validation logic (fritz)
    • e.g. wrap thompson_sample() in get_next_batch()
  • improve README.md (fritz)
  • improve docstrings (fritz)
  • add tf8 plots to README (martin)
  • make tf8 example reproducible, add plots (martin)
  • make observation model configurable
    • currently a quantized response model
    • maybe add a couple options specified by string?
  • extend model language to include user-provided features
    • rename FEATURES to GROUPS or FEATURE_BLOCKS?
    • continuous-valued embeddings
    • cluster ids
  • model criticism (martin)
    • assess model fit, heldout error, find outliers
    • explore which features are active (rank or visualize?)
  • warnings and errors
    • warn if GIBBS_BLOCKS or FEATURE_BLOCKS are too large
    • print number of parameters and the user-facing code that led to the most parameters
  • choose better hyperparameter priors
  • support coefficient sparsity (fritz)
    • allow Laplace priors for coefficients (probably default to this)
    • use different scale parameters for single vs pairwise coefficients

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