Compute the Fisher Information Matrix (FIM) of your favorite JAX models
Project description
WeJAX
Compute the Fisher Information Matrix (FIM) of your favorite models using their Jacobians; take advantage of automatic differentiation if your model is implemented in JAX to switly compute the Jacobian, or evaluate it numerically with finite differences.
WeJAX also provide convenience fonctions to invert the FIM and compute error bars and correlations on the estimated parameters, as well as nice-looking plots.
Contributing
This project uses Poetry for dependency management. To install the dependencies and the project itself, run the following command:
poetry install
You can now run commands inside a dedicated virtual environment by running:
poetry run <your-command>
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