Get MarginalLogDensities extension working with Turing v0.40 #2662
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* Reduce iterations in ESS tests * Reduce iterations in HMC tests * Document an HMC test better * Reduce iterations in Inference.jl tests * Use StableRNG in Inferenc.jl tests * Increase some iteration counts * Increase some iter counts * Increase some iter counts * Fix use of rng in tests, and other seed stuff * Reduce an iter count in sghmc tests * Reduce sample counts in abstractmcmc tests * Improve an MH test * Improvements to MH tests * More test tweaks * Adjust HMC iteration counts * Adjust sample counts in ESS tests * Reduce ISS test sample count * Remove some long-dead tests * Increase an iter count * Mark some top-level testsets as verbose * Bump Mooncake compat to 0.4.61 * Simplify Wishart HMC test * Increase some sample counts * Use StableRNG(seed) rather than copy(rng) * Increase tolerance marginally on some tests --------- Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: Hong Ge <[email protected]>
* Add DynamicPPL integration tests * Bump DynamicPPL compat -> 0.32 * Remove / export deprecated functions as needed Including @SubModel, to_submodel, link!, invlink! * Update submodel names as per DPPL 0.32 * Enable concurrency on PR testing to avoid wastage * Bump Turing patch version * Improve descriptions of tests Co-authored-by: Hong Ge <[email protected]> * Update test/dynamicppl/compiler.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> --------- Co-authored-by: Hong Ge <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
* Replace old Gibbs sampler with the experimental one. * Remove dead references to experimental * Remove mention of experimental from JuliaFormatter conf * Add tests for deprecated constructor * Fix deprecated Gibbs constructors. Add HISTORY entry. * Bump version to 0.35.0 * Add Gibbs constructor test for repeat samplers * Fix typo in test/mcmc/ess.jl * Use provided rng to initialise VarInfo in Gibbs * Fix a typo in GibbsContext * Fix the Gibbs sampler * Fix the Gibbs sampler more * Remove mentions of old Gibbs sampler from MH docs Co-authored-by: Penelope Yong <[email protected]> * Bump DPPL to 0.28.6 * Redesign GibbsContext, work in progress * Fixing new Gibbs, adding a broken test * Document and clean up GibbsContext * Code style and docs improvements to Gibbs * Change how AdvancedHMC Gibbs state treats momenta * Remove unnecessary invlinking * Change how AdvancedHMC Gibbs state treats momenta, again * Use setparams!! rather than reset_state!! * Don't overload setparams\!\! with VarInfo * A fix for ESS in Gibbs * Remove recompute_logprob!! * Fix setparams_varinfo!! for MH * Stop hard coding the leafcontext for MH setparams_varinfo!! * Fix setparams_varinfo!! for ESS * Fix the context used by setparams_varinfo!! ESS * Add GibbsContext type stability tests * Apply suggestions from code review Co-authored-by: Tor Erlend Fjelde <[email protected]> * Add clarifying comment * Add setparams_varinfo!! type bounds * Fix an import * Style improvement * Improve GibbsContext type stability test * Add comment to constructor tests * Fix a Gibbs test * Document the methods of `varinfo` better * Check whether a sampler is a valid Gibbs component * Move varinfo methods where they belong * Fix calling of child context in GibbsContext * Fix Selectors and type stability of Gibbs * Fix broken short circuit in MH * Stop unnecessary use of Val in GibbsContext * Enforce GibbsContext being next to a leaf * Fix setparams_varinfo!! for ESS * Fix a small Gibbs bug * Fix Gibbs sampler test * Add back tests that were accidentally commented out * Relax a test tolerance * Add a Gibbs test for dynamic model with ESS * Use ESS in Gibbs DEMO_MODELS tests * Add Gibbs component call order test * Fix Gibbs linking bug, add tests * Make Gibbs constructor more flexible * Introduce RepeatSampler * Switch gold standard sample Gibbs test back to HMC I tried using ESS instead, because I thought it would test behavior a bit more broadly, given similarities between HMC and NUTS. It worked locally, but the KS test fails in one or two cases on CI. * Clean up RepeatSamplerTests preamble * Fix RepeatSampler in Gibbs bug * Rename a function in Gibbs * Test HMCDA in Gibbs tests * Simplify is_target_varname * Add suggestions from code review Co-authored-by: Tor Erlend Fjelde <[email protected]> * Add a couple of issue references * Restructure Gibbs inference tests and reduce iteration counts * Reduce another iter count in Gibbs tests * Add an info print to Gibbs tests * Use StableRNG, relax test tolerance * Fix a kwarg --------- Co-authored-by: Penelope Yong <[email protected]> Co-authored-by: Tor Erlend Fjelde <[email protected]>
… package test, (keep existing compat) (TuringLang#2443) Co-authored-by: CompatHelper Julia <[email protected]>
…ckage test, (keep existing compat) (TuringLang#2444) Co-authored-by: CompatHelper Julia <[email protected]>
… package test, (keep existing compat) (TuringLang#2448) Co-authored-by: CompatHelper Julia <[email protected]>
…keep existing compat) (TuringLang#2447) Co-authored-by: CompatHelper Julia <[email protected]>
* Rework Gibbs constructors, and remove the dead test/experimental/gibbs.jl * Update HISTORY.md * Clarify docstring * Remove unnecessary _maybecollect in gibbs.jl * Fix a bug * Fix more Gibbs constructors in tests * Improve HISTORY.md note Co-authored-by: Penelope Yong <[email protected]> * Apply proposals from code review * Add type bounds to Gibbs type parameters * Style improvements to gibbs.jl * Fix method ambiguity * Modify type signature of Gibbs --------- Co-authored-by: Penelope Yong <[email protected]>
* Use recursion in gibbs_inner_step * Remove unnecessary initialisation in Gibbs We were doing work that was already done by the caller of initialstep. * variable naming / destructuring (TuringLang#2465) * Variable naming, destructuring * Tuple -> Vec * Reviewdog code style suggestions Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> --------- Co-authored-by: Penelope Yong <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
* Update for DynamicPPL 0.33 * Don't remove import/export * 0.34 too * Update test compat too * Remove upstream tests for `predict`
…uringLang#2472) * Add a test that catches a bug in Gibbs * Bump patch version to 0.36.1 * Bump DPPL compat to 0.34.1 * Expand comment
* Using Turing actions for docs TuringLang/actions#12 * Update DocsNav.yml Using https://github.com/TuringLang/actions/tree/main/DocsNav reference: TuringLang/actions#12 * Update make.jl No need of deploydocs after using [Turing actions](https://github.com/TuringLang/actions/tree/main/DocsDocumenter) reference: TuringLang/actions#12 * Update Docs.yml * Update .github/workflows/Docs.yml Co-authored-by: Penelope Yong <[email protected]> * Update .github/workflows/DocsNav.yml Co-authored-by: Penelope Yong <[email protected]> --------- Co-authored-by: Penelope Yong <[email protected]>
* Return NaN for negative ModeResult variance estimates * Apply suggestions from mhauru Co-authored-by: Markus Hauru <[email protected]> * Add doc to StatsBase.coefTable(::ModeResult, ...) for numerrors_warnonly * Add test for same coeftable with/without numerrors_warnonly * Add a test for coeftable with negative variance --------- Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Xianda Sun <[email protected]> Co-authored-by: Markus Hauru <[email protected]>
…2489) * add prefix to predict * add `using DynamicPPL` * add DynamicPPL to doc dep
* Remove x86 CI * Reorder name of test
* Make Gibbs work with step_warmup * Bump patch version to 0.36.3 * Fix a Gibbs bug
…at) (TuringLang#2503) * CompatHelper: bump compat for AdvancedHMC to 0.7, (keep existing compat) * Relax two test tolerances a bit * Adjust some tolerances and sample counts in tests * Adjust more test sample counts --------- Co-authored-by: CompatHelper Julia <[email protected]> Co-authored-by: Markus Hauru <[email protected]>
* Bump minor version to v0.37 * Remove selector/space stuff (TuringLang#2458) * Remove selector stuff from ESS * Remove selector stuff from MH * Remove selector stuff from HMC * Remove selector stuff from Emcee * Remove selector stuff from IS * Add missing getspace methods * Remove selector stuff for particle methods * Fix an HMC selector bug * Code style * Fix Emcee selector bug * Fix typo in ESS tests * Fix some constructor overwrites * Remove unnecessary tests * Remove selector stuff from SGHMC * Remove drop_space and other non-longer-necessary deprecation measures * Bump minor version 0.37. Add a HISTORY.md entry * Apply suggestions from code review Co-authored-by: Penelope Yong <[email protected]> * Remove unnecessary type parameters Co-authored-by: Penelope Yong <[email protected]> * Simplify constructors in particle_mcmc.jl * Remove calls to setgid and updategid --------- Co-authored-by: Penelope Yong <[email protected]> * Bump Mooncake compat to 0.4.95 * Support for DynamicPPL v0.35 (TuringLang#2488) * Progress towards compat with DPPL v0.35 * More fixing of DPPL v0.35 stuff * Fix LogDensityFunction argument order * More minor bugfixes * [TEMP] Commit Manifest pointing to DynamicPPL#release-0.35 * remove LogDensityProblemsAD (TuringLang#2490) * Remove LogDensityProblemsAD, part 1 * update Optimisation code to not use LogDensityProblemsAD * Fix field name change * Don't put chunksize=0 * Remove LogDensityProblemsAD dep * Improve OptimLogDensity docstring * Remove unneeded model argument to _optimize * Fix more tests * Remove essential/ad from the list of CI groups * Fix HMC function * more test fixes (TuringLang#2491) * Remove LogDensityProblemsAD, part 1 * update Optimisation code to not use LogDensityProblemsAD * Fix field name change * Don't put chunksize=0 * Remove LogDensityProblemsAD dep * Improve OptimLogDensity docstring * Remove unneeded model argument to _optimize * Fix more tests * Remove essential/ad from the list of CI groups * Fix HMC function * More test fixes * Remove Manifest * More fixes for DynamicPPL 0.35 (TuringLang#2494) * Remove test/dynamicppl/compiler.jl * Remove old regression tests * Remove vdemo2 * Fix last test * Add HISTORY.md entry about DPPL 0.35 * Allow ESS to sample variables with different symbols * Update a TODO note --------- Co-authored-by: Penelope Yong <[email protected]> * Fix call to DynamicPPL.initialize_parameters!! * Remove `Zygote` (TuringLang#2505) * Remove `Zygote`; fix TuringLang#2504 * Update test/test_utils/ad_utils.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * Add HISTORY.md entry about removing support for Zygote --------- Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Penelope Yong <[email protected]> Co-authored-by: Markus Hauru <[email protected]> * Fix a Gibbs test * Clean up exports (TuringLang#2474) * Regroup exports by package * Export DynamicPPL.returned and DynamicPPL.prefix * Stop exporting @logprob_str and @prob_str * Remove DynamicPPL module export * Remove DynamicPPL.LogDensityFunction re-export * Remove BernoulliLogit, drop support for Distributions < 0.25.77 * Stop blanket re-exporting Libtask and Bijectors * Manually specify AbstractMCMC exports * Format Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * Remove Bijectors.ordered export * Re-export LinearAlgebra.I * Replace Turing.Model -> DynamicPPL.Model * Format * Keep exporting LogDensityFunction * Add note in docs * Align Turing exports with docs API page * Fix things like `predict` on docs API page * Fix a Gibbs test * Format * Fix missing Bijectors import * Update docs/src/api.md Co-authored-by: Markus Hauru <[email protected]> * Update docs/src/api.md Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * Clean up broken docs links, remove unneeded deps * Format * Add changelog entry for exports * Clean up exports in essential/Essential * Apply suggestions from code review Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Penelope Yong <[email protected]> Co-authored-by: Hong Ge <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
To enable the Documenter.jl preview comment URL in PRs, write permissions are required for the `pull_request` event in GHA. This change grants the necessary permissions. See related PR for the comment feature: TuringLang/actions#19.
* DynamicPPL 0.36 * Fix prefixing test and docs * Fix deprecation warning for VarName(::Symbol) * Allow GibbsContext to wrap PrefixContext (but only PrefixContext) * Bump minor version instead * Enable non-identity VarNames in Gibbs Closes TuringLang#2403 * Add Gibbs tests for non-identity VarNames and submodels * Update src/mcmc/gibbs.jl Co-authored-by: Markus Hauru <[email protected]> * Add changelog note about Gibbs * Add more non-identity varname tests --------- Co-authored-by: Markus Hauru <[email protected]>
* Set minimum of OrderedLogistic distribution to 1 The minimum of the OrderedLogistic function is supposed to be 1, not 0. This is consistent with the documentation, and the behavior of the distribution when using rand(). * Add test for support of OrderedLogistic We add the test that the support should have the right number of elements, and that the probabilities add up to 1.0. * Format * Bump patch for release --------- Co-authored-by: Penelope Yong <[email protected]>
…g#2579) * Refactor dynamic model test to include analytical posterior and enhance sampling validation * Appeasing the formatter gods * formatting * Rollback Project.toml to previous commit * used existing function * Update test/mcmc/gibbs.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> --------- Co-authored-by: AoifeHughes <[email protected]> Co-authored-by: Hong Ge <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
* [no ci] Rework README * Re-add badges * [no ci] fix badges * [no ci] have more strongly worded discouragement for discussions * [no ci] add papers and bibtex * [no ci] add section on what's changed recently * Add getting started section * Implement review suggestions * Add Google Scholar cited-by link
…uringLang#2608) * Replace 2018 AISTATS conference paper with the latest 2025 journal publication * add back old citation * unify with turing.jl readme --------- Co-authored-by: Penelope Yong <[email protected]>
* Update logp in varinfo when external samplers are used * Add tests * More tests * Bump patch, changelog * Only do one extra model evaluation instead of two * Don't run the same test 13 times * Fix tests * Simplify interface * isapprox for floats... * Update comment / changelog
* AdvancedPS v0.7 support, work in progress * Fixing particle_mcmc.jl * Remove use of AdvancedPS.addreference! * Improve a comment * Update Project.toml (TuringLang#2598) * Fix a bug and a test * Bump Libtask to 0.9.3 Co-authored-by: Hong Ge <[email protected]> * Fix seed setting, increase iterations * Increate a test iteration count --------- Co-authored-by: Hong Ge <[email protected]> Co-authored-by: Penelope Yong <[email protected]>
* Add changelog * Bump patch too
* Fix missing closing parenthesis in README.md 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]> * Update README.md Co-authored-by: Copilot <[email protected]> --------- Co-authored-by: Claude <[email protected]> Co-authored-by: Copilot <[email protected]>
* Avoid splitting up varnames until absolutely necessary * Fix more optimisation bits
* Fix externalsampler interface * Fix getparams docstring * Improve getparams docstrings * Fix tests
…compat) (TuringLang#2643) * CompatHelper: bump compat for DataStructures to 0.19, (keep existing compat) * Changelog --------- Co-authored-by: CompatHelper Julia <[email protected]> Co-authored-by: Penelope Yong <[email protected]>
Co-authored-by: AoifeHughes <[email protected]>
* [no ci] Bump to v0.40.0 * Uncomment tests that should be there * Support DPPL 0.37 (TuringLang#2550) * First efforts towards DPPL 0.37 compat, WIP * More DPPL 0.37 compat work, WIP * Add [sources] for [email protected] * Remove context argument from `LogDensityFunction` * Fix MH * Remove spurious logging * Remove residual OptimizationContext * Delete files that were removed in previous releases * Fix typo * Simplify ESS * Fix LDF * Fix Prior(), fix a couple more imports * fixes * actually fix prior * Remove extra return value from tilde_assume * fix ldf * actually fix prior * fix HMC log-density * fix ldf * fix make_evaluate_... * more fixes for evaluate!! * fix hmc * fix run_ad * even more fixes (oh goodness when will this end) * more fixes * fix * more fix fix fix * fix return values of tilde pipeline * even more fixes * Fix missing import * More MH fixes * Fix conversion * don't think it really needs those type params * implement copy for LogPriorWithoutJacAcc * Even more fixes * More fixes; I think the remaining failures are pMCMC related * Fix merge * DPPL 0.37 compat for particle MCMC (TuringLang#2625) * Progress in DPPL 0.37 compat for particle MCMC * WIP PMCMC work * Gibbs fixes for DPPL 0.37 (plus tiny bugfixes for ESS + HMC) (TuringLang#2628) * Obviously this single commit will make Gibbs work * Fixes for ESS * Fix HMC call * improve some comments * Fixes to ProduceLogLikelihoodAccumulator * Use LogProbAccumulator for ProduceLogLikelihoodAccumulator * use get_conditioned_gibbs --------- Co-authored-by: Penelope Yong <[email protected]> * "Fixes" for PG-in-Gibbs (TuringLang#2629) * WIP PMCMC work * Fixes to ProduceLogLikelihoodAccumulator * inline definition of `set_retained_vns_del!` * Fix ProduceLogLikelihoodAcc * Remove all uses of `set_retained_vns_del!` * Use nice functions * Remove PG tests with dynamic number of Gibbs-conditioned-observations * Fix essential/container tests * Update pMCMC implementation as per discussion * remove extra printing statements * revert unneeded changes * Add back (some kind of) dynamic model test * fix rebase * Add a todo comment for dynamic model tests --------- Co-authored-by: Markus Hauru <[email protected]> * Use accumulators to fix all logp calculations when sampling (TuringLang#2630) * Use new `getlogjoint` for optimisation * Change getlogjoint -> getlogjoint_internal where needed * Enforce re-evaluation when constructing `Transition` * fix tests * Remove extra evaluations from SGLD and SGHMC * Remove dead `transitions_from_chain` method (used to be part of `predict`) * metadata -> getstats_with_lp * Clean up some stray getlogp * InitContext isn't for 0.37, update comments * Fix merge * Do not re-evaluate model for Prior (TuringLang#2644) * Allow Prior to skip model re-evaluation * remove unneeded `default_chain_type` method * add a test * add a likelihood term too * why not test correctness while we're at it * No need to test AD for SamplingContext{<:HMC} (TuringLang#2645) * change breaking -> main * Remove calls to resetlogp!! & add changelog (TuringLang#2650) * Remove calls to resetlogp!! * Add a changelog for 0.40 * Update HISTORY.md Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Remove `[sources]` * Unify Turing `Transition`s, fix some tests (TuringLang#2651) * Unify `Transition` methods * Add tests * Add same test for SGLD/SGHMC * Refactor so that it's nice and organised * Fix failing test on 1.10 * just increase the atol * Make addlogprob test more robust * Remove stray `@show` Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Update changelog for PG in Gibbs --------- Co-authored-by: Penelope Yong <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]>
TuringLang#2637) * Improve error message for initialization failures with troubleshooting link * Refactor error message for initialization failures to remove redundant information and enhance clarity * fc * simplier * Update test/mcmc/hmc.jl Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> * updated error uri * Update test/mcmc/hmc.jl Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: AoifeHughes <[email protected]> Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Co-authored-by: Markus Hauru <[email protected]>
* Suppress info message with verbose=false * Fix changelog typos
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Oh wow, that PR was very old. 😄 Would you mind opening a new PR to main? I think that'll be easier for us to handle too. (To be upfront: I'm mostly away for the next 1.5 weeks, so it may be a couple of weeks before I get to this seriously, if that's alright.) |
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Sure, I can open a fresh PR. No particular rush, it will be ready when you get back. |
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Fixes some compatibility issues and uses the new
getlogjointfunction instead ofOptimizationContext.