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Fixed externalsampler #2089

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merged 8 commits into from
Oct 17, 2023
Merged

Fixed externalsampler #2089

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5bee22a
fixed getparams call in Transition construction for AbstractMCMC
torfjelde Oct 1, 2023
2bf3b8b
bumped patch version
torfjelde Oct 1, 2023
88997aa
fixed getparams implementations for AdvancedHMC and AdvancedMH
torfjelde Oct 1, 2023
3780ca8
fixed ESLogDensityFunction as suggested by @devmotion
torfjelde Oct 3, 2023
348a29d
Revert "fixed ESLogDensityFunction as suggested by @devmotion"
torfjelde Oct 7, 2023
f8876d6
Merge branch 'master' into torfjelde/turingtransition-fix
torfjelde Oct 7, 2023
40792c9
removed ESLogDensityFunction
torfjelde Oct 8, 2023
0d9fdfc
fixed typo
torfjelde Oct 9, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Turing"
uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
version = "0.29.2"
version = "0.29.3"

[deps]
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
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14 changes: 5 additions & 9 deletions src/mcmc/Inference.jl
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Expand Up @@ -98,19 +98,15 @@
"""
externalsampler(sampler::AbstractSampler) = ExternalSampler(sampler)

"""
ESLogDensityFunction

A log density function for the External sampler.

"""
const ESLogDensityFunction{M<:Model,S<:Sampler{<:ExternalSampler},V<:AbstractVarInfo} = Turing.LogDensityFunction{V,M,<:DynamicPPL.DefaultContext}
function LogDensityProblems.logdensity(f::ESLogDensityFunction, x::NamedTuple)
function LogDensityProblems.logdensity(

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f::Turing.LogDensityFunction{<:AbstractVarInfo,<:Model,<:DynamicPPL.DefaultContext},
x::NamedTuple
)
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This is type piracy (I know it was already there 😉 - and BTW DynamicPPL.unflatten below is another instance of type piracy). In DynamicPPL, we explicitly decided to not add this overload: TuringLang/DynamicPPL.jl#501 Can we just remove it completely?

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Yeaaah I'm aware of both and I don't like them 😕

It's done to be compatible with AdvancedMH.jl which allows you to specify the proposal distribution using NamedTuple 😕 So we can't just remove it without messing with this; we'd have to do some more work for that, unfortunately.

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If you go to that PR, you can see that it was closed it in favour of another commit that did basically the same thing 😅

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Ohh haha I missed that, I just remembered that the issue had been closed 😅

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You okay with this leaving this for now @devmotion ? This PR is meant to fix existing code, so feel like maybe we should get this merged and maybe make an issue / separate PR?

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Yes, let's address this separately.

return DynamicPPL.logjoint(f.model, DynamicPPL.unflatten(f.varinfo, x))
end

# TODO: make a nicer `set_namedtuple!` and move these functions to DynamicPPL.
function DynamicPPL.unflatten(vi::TypedVarInfo, θ::NamedTuple)
function DynamicPPL.unflatten(vi::TypedVarInfo, θ::NamedTuple)

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set_namedtuple!(deepcopy(vi), θ)
return vi
end
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6 changes: 3 additions & 3 deletions src/mcmc/abstractmcmc.jl
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Expand Up @@ -7,18 +7,18 @@
function transition_to_turing(f::DynamicPPL.LogDensityFunction, transition)
# TODO: We should probably rename this `getparams` since it returns something
# very different from `Turing.Inference.getparams`.
θ = getparams(transition)
θ = getparams(f.model, transition)

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varinfo = DynamicPPL.unflatten(f.varinfo, θ)
return Transition(f.model, varinfo, transition)
end

# NOTE: Only thing that depends on the underlying sampler.
# Something similar should be part of AbstractMCMC at some point:
# https://github.com/TuringLang/AbstractMCMC.jl/pull/86
getparams(transition::AdvancedHMC.Transition) = transition.z.θ
getparams(::DynamicPPL.Model, transition::AdvancedHMC.Transition) = transition.z.θ

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getstats(transition::AdvancedHMC.Transition) = transition.stat

getparams(transition::AdvancedMH.Transition) = transition.params
getparams(::DynamicPPL.Model, transition::AdvancedMH.Transition) = transition.params

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getvarinfo(f::DynamicPPL.LogDensityFunction) = f.varinfo
getvarinfo(f::LogDensityProblemsAD.ADGradientWrapper) = getvarinfo(parent(f))
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