Sampler connected to a REST API

[glouppe]

We have this idea of having something similar to carl.distributions.Sampler but connected to a REST API (instead of sampling from a fixed given array).

@lukasheinrich I think you already have something along these lines. Could you comment on the expected REST API? or an example?

CC: @cranmer

[cranmer]

@lukasheinrich needs to add the actual REST API first, but it's mainly working

https://github.com/aretha-hep/aretha-doc

[lukasheinrich]

Since we don't have an API yet, we can design it around an actual usecase. what would the needed API endpoints look like? Do you need the events streamed as a file? Or would something else work as well (database?)

Would something like curl api.aretha.io/<sampleid> > file work?
Also what format would the events need to be in?

[glouppe]

I think it can be quite simple. We would need to able to implement the following methods:

• rvs(n_samples): this should return an array of n_samples samples. Under the hood, this should call the REST api to fetch these.
• pdf(X): X is an array of samples, where each row is an individual sample. This should return an array of size len(X), where is each value is pdf(X[i]). (This is optional; as we will usually assume the likelihood-free setup)
• nnlf(X): same as pdf(X) but for the negative log-likelihood. (Again, this is optional)

In some way or another, the generator behind the REST api should also be tied to model parameters that can be specified when making requests.