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InitContext, part 4 - Use init!! to replace evaluate_and_sample!!, predict, returned, and initialize_values
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Benchmark Report for Commit 956ed54Computer InformationBenchmark Results |
init!! to replace evaluate_and_sample!!, predict, returned, and initialize_valuesInitContext, part 4 - Use init!! to replace evaluate_and_sample!!, predict, returned, and initialize_values
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DynamicPPL.jl documentation for PR #984 is available at: |
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## breaking #984 +/- ##
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- Coverage 82.87% 81.20% -1.68%
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Files 39 39
Lines 3971 3910 -61
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- Hits 3291 3175 -116
- Misses 680 735 +55 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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| function DynamicPPL.Experimental._determine_varinfo_jet( | ||
| model::DynamicPPL.Model; only_ddpl::Bool=true | ||
| ) |
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I'm a bit confused by the comments in this function because as far as I can tell it only ever tested sampling, not both sampling and evaluation. (That was also true going further back e.g. in v0.36)
This PR thus also changes the implementation of this function to test both evaluation and sampling (i.e. initialisation) and if either fails, it will return the untyped varinfo.
Sorry I had to make this change in this PR. There were a few unholy tests where one would end up evaluating a model with a SamplingContext{<:InitContext}, which would error unless I introduced special code to handle it, and I didn't really want to do that. JETExt was one of those unholy scenarios.
| DynamicPPL.evaluate_and_sample!!(rng, model, vi, sampler) | ||
| return vi, nothing | ||
| strategy = sampler isa SampleFromPrior ? InitFromPrior() : InitFromUniform() | ||
| _, new_vi = DynamicPPL.init!!(rng, model, vi, strategy) | ||
| return new_vi, nothing |
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This is a bit weird, but it's really just to tide us over until we delete SampleFromUniform/SampleFromPrior properly.
src/sampler.jl
Outdated
| Define the initialisation strategy used for generating initial values when | ||
| sampling with `sampler`. Defaults to `InitFromPrior()`, but can be overridden. | ||
| """ | ||
| init_strategy(::Sampler) = InitFromPrior() |
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Eventually the aim would be to use ::AbstractSampler. But that will have to wait for cleanup in Turing. DynamicPPL itself doesn't use Sampler at all and if you only look at DPPL it looks like a meaningless empty wrapper, but Turing relies on these methods a fair bit
| @testset "rng" begin | ||
| model = GDEMO_DEFAULT | ||
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| for sampler in (SampleFromPrior(), SampleFromUniform()) | ||
| for i in 1:10 | ||
| Random.seed!(100 + i) | ||
| vi = VarInfo() | ||
| DynamicPPL.evaluate_and_sample!!(Random.default_rng(), model, vi, sampler) | ||
| vals = vi[:] | ||
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| Random.seed!(100 + i) | ||
| vi = VarInfo() | ||
| DynamicPPL.evaluate_and_sample!!(Random.default_rng(), model, vi, sampler) | ||
| @test vi[:] == vals | ||
| end | ||
| end | ||
| end |
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I think this is adequately tested in the InitContext tests (test_rng_respected)
| varinfo_untyped = DynamicPPL.VarInfo() | ||
| model_with_spl = contextualize(model, SamplingContext(context)) |
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I also had to rework these tests because of the SamplingContext{<:InitContext} case.
| @test merge(vi_double, vi_single)[vn] == 1.0 | ||
| end | ||
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| @testset "sampling from linked varinfo" begin |
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these tests are also covered in InitContext now (test_link_status_respected)!
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Pretty excited for this! Had some various nits and questions though.
Co-authored-by: Markus Hauru <markus@mhauru.org>
Co-authored-by: Markus Hauru <markus@mhauru.org>
* Bump minor version * bump benchmarks compat * add a skeletal changelog * `InitContext`, part 3 - Introduce `InitContext` (#981) * Implement InitContext * Fix loading order of modules; move `prefix(::Model)` to model.jl * Add tests for InitContext behaviour * inline `rand(::Distributions.Uniform)` Note that, apart from being simpler code, Distributions.Uniform also doesn't allow the lower and upper bounds to be exactly equal (but we might like to keep that option open in DynamicPPL, e.g. if the user wants to initialise all values to the same value in linked space). * Document * Add a test to check that `init!!` doesn't change linking * Fix `push!` for VarNamedVector This should have been changed in #940, but slipped through as the file wasn't listed as one of the changed files. * Add some line breaks Co-authored-by: Markus Hauru <markus@mhauru.org> * Add the option of no fallback for ParamsInit * Improve docstrings * typo * `p.default` -> `p.fallback` * Rename `{Prior,Uniform,Params}Init` -> `InitFrom{Prior,Uniform,Params}` --------- Co-authored-by: Markus Hauru <markus@mhauru.org> * use `varname_leaves` from AbstractPPL instead (#1030) * use `varname_leaves` from AbstractPPL instead * add changelog entry * fix import * tidy occurrences of varname_leaves as well (#1031) * `InitContext`, part 4 - Use `init!!` to replace `evaluate_and_sample!!`, `predict`, `returned`, and `initialize_values` (#984) * Replace `evaluate_and_sample!!` -> `init!!` * Use `ParamsInit` for `predict`; remove `setval_and_resample!` and friends * Use `init!!` for initialisation * Paper over the `Sampling->Init` context stack (pending removal of SamplingContext) * Remove SamplingContext from JETExt to avoid triggering `Sampling->Init` pathway * Remove `predict` on vector of VarInfo * Fix some tests * Remove duplicated test * Simplify context testing * Rename FooInit -> InitFromFoo * Fix JETExt * Fix JETExt properly * Fix tests * Improve comments * Remove duplicated tests * Docstring improvements Co-authored-by: Markus Hauru <markus@mhauru.org> * Concretise `chain_sample_to_varname_dict` using chain value type * Clarify testset name * Re-add comment that shouldn't have vanished * Fix stale Requires dep * Fix default_varinfo/initialisation for odd models * Add comment to src/sampler.jl Co-authored-by: Markus Hauru <markus@mhauru.org> --------- Co-authored-by: Markus Hauru <markus@mhauru.org> * `InitContext`, part 5 - Remove `SamplingContext`, `SampleFrom{Prior,Uniform}`, `{tilde_,}assume` (#985) * Remove `SamplingContext` for good * Remove `tilde_assume` as well * Split up tilde_observe!! for Distribution / Submodel * Tidy up tilde-pipeline methods and docstrings * Fix tests * fix ambiguity * Add changelog * Update HISTORY.md Co-authored-by: Markus Hauru <markus@mhauru.org> --------- Co-authored-by: Markus Hauru <markus@mhauru.org> * fix missing import * Shuffle context code around and remove dead code (#1050) * Delete the `"del"` flag (#1058) * Delete del * Fix a typo * Add HISTORY entry about del * Fixes for Turing 0.41 (#1057) * setleafcontext(model, ctx) and various other fixes * fix a bug * Add warning for `initial_parameters=...` * Remove `resume_from` and `default_chain_type` (#1061) * Remove resume_from * Format * Fix test * remove initial_params warning * Allow more flexible `initial_params` (#1064) * Enable NamedTuple/Dict initialisation * Add more tests * fix include_all kwarg for predict, improve perf (#1068) * Fix `include_all` for predict * Fix include_all for predict, some perf improvements * Replace `Metadata.flags` with `Metadata.trans` (#1060) * Replace Medata.flags with Metadata.trans * Fix a bug * Fix a typo * Fix two bugs * Rename trans to is_transformed * Rename islinked to is_transformed, remove duplication * Change pointwise_logdensities default key type to VarName (#1071) * Change pointwise_logdensities default key type to VarName * Fix a doctest * Fix DynamicPPL / MCMCChains methods (#1076) * Reimplement pointwise_logdensities (almost completely) * Move logjoint, logprior, ... as well * Fix imports, etc * Remove tests that are failing (yes I learnt this from Claude) * Changelog * logpdf * fix docstrings * allow dict output * changelog * fix some comments * fix tests * Fix more imports * Remove stray n Co-authored-by: Markus Hauru <markus@mhauru.org> * Expand `logprior`, `loglikelihood`, and `logjoint` docstrings --------- Co-authored-by: Markus Hauru <markus@mhauru.org> * Remove `Sampler` and its interface (#1037) * Remove `Sampler` and `initialstep` * Actually just remove the entire file * forgot one function * Move sampling test utils to Turing as well * Update changelog to correctly reflect changes * [skip ci] Make changelog headings more consistent --------- Co-authored-by: Markus Hauru <markus@mhauru.org>
Part 1: Adding
hasvalueandgetvalueto AbstractPPLPart 2: Removing
hasvalueandgetvaluefrom DynamicPPLPart 3: Introducing
InitContextandinit!!This is part 4/N of #967.
In Part 3 we introduced
InitContext. This PR makes use of the functionality in there to replace a bunch of code that no longer needs to exist:setval_and_resample!followed by model evaluation: This process was used forpredictandreturned, to manually store certain values in the VarInfo, which would be used in the subsequent model evaluation. We can now do this in a single step usingInitFromParams.initialize_values!!: very similar to the above. It would manually set values inside the varinfo, and then it would trigger an extra model evaluation to update the logp field. Again, this is directly replaced withInitFromParams.evaluate_and_sample!!: direct one-to-one replacement withinit!!.There is one fairly major API change associated with point (2): the
initial_paramskwarg to Turing'ssamplemust now be anAbstractInitStrategy.It's still optional (it will default to
init_strategy(spl), which is usuallyInitFromPrior, except for the HMC family which usesInitFromUniform). However, there are two implications:initial_paramscannot be a vector of parameters anymore. It must beInitFromParams(::NamedTuple)ORInitFromParams(::AbstractDict{VarName}).InitFromParamsexpects values in unlinked space,initial_paramsmust always be specified in unlinked space. Previously,initial_paramswould have to be specified in a way that matched the linking status of the underlying varinfo.I consider both of these to be a major win for clarity. (One might argue that vectors are more convenient. But IMO anything that lets you extract a vector will also let you extract a NT or Dict, maybe with a bit more typing at worst).
Closes
Closes #774
Closes #797
Closes #983
Closes TuringLang/Turing.jl#2476
Closes TuringLang/Turing.jl#1775