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Accumulator miscellanea: Subset, merge, acclogp, and LogProbAccumulator #999
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      a29b953
              
                logjac accumulator
              
              
                penelopeysm d6c9cfa
              
                Fix tests
              
              
                penelopeysm e671a56
              
                Fix a whole bunch of stuff
              
              
                penelopeysm 5a4b01b
              
                Fix final tests
              
              
                penelopeysm 974c282
              
                Fix docs
              
              
                penelopeysm 60b6863
              
                Fix docs/doctests
              
              
                penelopeysm 53a2f61
              
                Fix maths in LogJacobianAccumulator docstring
              
              
                penelopeysm a47641c
              
                Twiddle with a comment
              
              
                penelopeysm 10de51f
              
                Add changelog
              
              
                penelopeysm e9bf50b
              
                Simplify accs with LogProbAccumulator
              
              
                mhauru f983da5
              
                Replace + with accumulate for LogProbAccs
              
              
                mhauru bc51d62
              
                Introduce merge and subset for accs
              
              
                mhauru 2dc61a8
              
                Improve acc tests
              
              
                mhauru e852b5e
              
                Fix docstring typo.
              
              
                mhauru e8c5a70
              
                Merge remote-tracking branch 'origin/breaking' into mhauru/logprobacc
              
              
                mhauru 1aac709
              
                Fix merge
              
              
                mhauru 85515a9
              
                Merge branch 'breaking' into mhauru/logprobacc
              
              
                penelopeysm f0519df
              
                Merge branch 'breaking' into mhauru/logprobacc
              
              
                penelopeysm File filter
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              | Original file line number | Diff line number | Diff line change | 
|---|---|---|
|  | @@ -30,6 +30,13 @@ To be able to work with multi-threading, it should also implement: | |
| - `split(acc::T)` | ||
| - `combine(acc::T, acc2::T)` | ||
|  | ||
| If two accumulators of the same type should be merged in some non-trivial way, other than | ||
| always keeping the second one over the first, `merge(acc1::T, acc2::T)` should be defined. | ||
|  | ||
| If limiting the accumulator to a subset of `VarName`s is a meaningful operation and should | ||
| do something other than copy the original accumulator, then | ||
| `subset(acc::T, vns::AbstractVector{<:VarnName})` should be defined.` | ||
|  | ||
| See the documentation for each of these functions for more details. | ||
| """ | ||
| abstract type AbstractAccumulator end | ||
|  | @@ -113,6 +120,24 @@ used by various AD backends, should implement a method for this function. | |
| """ | ||
| convert_eltype(::Type, acc::AbstractAccumulator) = acc | ||
|  | ||
| """ | ||
| subset(acc::AbstractAccumulator, vns::AbstractVector{<:VarName}) | ||
|  | ||
| Return a new accumulator that only contains the information for the `VarName`s in `vns`. | ||
|  | ||
| By default returns a copy of `acc`. Subtypes should override this behaviour as needed. | ||
| """ | ||
| subset(acc::AbstractAccumulator, ::AbstractVector{<:VarName}) = copy(acc) | ||
|  | ||
| """ | ||
| merge(acc1::AbstractAccumulator, acc2::AbstractAccumulator) | ||
|  | ||
| Merge two accumulators of the same type. Returns a new accumulator of the same type. | ||
|  | ||
| By default returns a copy of `acc2`. Subtypes should override this behaviour as needed. | ||
| """ | ||
| Base.merge(acc1::AbstractAccumulator, acc2::AbstractAccumulator) = copy(acc2) | ||
|  | ||
| """ | ||
| AccumulatorTuple{N,T<:NamedTuple} | ||
|  | ||
|  | @@ -158,6 +183,50 @@ function Base.convert(::Type{AccumulatorTuple{N,T}}, accs::AccumulatorTuple{N}) | |
| return AccumulatorTuple(convert(T, accs.nt)) | ||
| end | ||
|  | ||
| """ | ||
| subset(at::AccumulatorTuple, vns::AbstractVector{<:VarName}) | ||
|  | ||
| Replace each accumulator `acc` in `at` with `subset(acc, vns)`. | ||
| """ | ||
| function subset(at::AccumulatorTuple, vns::AbstractVector{<:VarName}) | ||
| return AccumulatorTuple(map(Base.Fix2(subset, vns), at.nt)) | ||
| end | ||
|  | ||
| """ | ||
| _joint_keys(nt1::NamedTuple, nt2::NamedTuple) | ||
|  | ||
| A helper function that returns three tuples of keys given two `NamedTuple`s: | ||
| The keys only in `nt1`, only in `nt2`, and in both, and in that order. | ||
|  | ||
| Implemented as a generated function to enable constant propagation of the result in `merge`. | ||
| """ | ||
| @generated function _joint_keys( | ||
| nt1::NamedTuple{names1}, nt2::NamedTuple{names2} | ||
| ) where {names1,names2} | ||
| only_in_nt1 = tuple(setdiff(names1, names2)...) | ||
| only_in_nt2 = tuple(setdiff(names2, names1)...) | ||
| in_both = tuple(intersect(names1, names2)...) | ||
| return :($only_in_nt1, $only_in_nt2, $in_both) | ||
| end | ||
|  | ||
| """ | ||
| merge(at1::AccumulatorTuple, at2::AccumulatorTuple) | ||
|  | ||
| Merge two `AccumulatorTuple`s. | ||
|  | ||
| For any `accumulator_name` that exists in both `at1` and `at2`, we call `merge` on the two | ||
| accumulators themselves. Other accumulators are copied. | ||
| """ | ||
| function Base.merge(at1::AccumulatorTuple, at2::AccumulatorTuple) | ||
| keys_in_at1, keys_in_at2, keys_in_both = _joint_keys(at1.nt, at2.nt) | ||
| accs_in_at1 = (getfield(at1.nt, key) for key in keys_in_at1) | ||
| accs_in_at2 = (getfield(at2.nt, key) for key in keys_in_at2) | ||
| accs_in_both = ( | ||
| merge(getfield(at1.nt, key), getfield(at2.nt, key)) for key in keys_in_both | ||
| ) | ||
| return AccumulatorTuple(accs_in_at1..., accs_in_both..., accs_in_at2...) | ||
| end | ||
| 
      Comment on lines
    
      +203
     to 
      +228
    
   There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. I checked, and this implementation causes only one allocation of 32 bits, due to a new AccumulatorTuple being created. | ||
|  | ||
| """ | ||
| setacc!!(at::AccumulatorTuple, acc::AbstractAccumulator) | ||
|  | ||
|  | ||
      
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What's the difference between
combineandmerge?I guess this follows on from our conversation on Slack. but I wonder if there a way to restrict the call on subset / merge to only the accumulators we care about? basically is it possible for us to circumvent the need to call
subseton the entire AccumulatorTuple and thus avoid including slightly weird implementations ofsubseton the logp accumulators? Mainly inspired by how you avoided implementing these for e.g. PLDAcc.There was a problem hiding this comment.
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combineandmergeprobably do the same thing for most accumulators, but I'm not sure they have to for all accumulators.combinehas the restriction thatcombine(acc, split(acc)) == acc, whereasmergecould do anything that is desirable on a call tomerge.I don't know how to specify a subset of accumulators to call merge/subset on in a way that is any simpler than this implementation. Even before this PR, we used to call
copyon accs in merge and subset. Now that has just been shifted to be a method ofAbstractAccumulatorthat is the fallback for what to do when a subtype doesn't specify anything else.