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Merged
merged 200 commits into from
Sep 12, 2019
Merged

Interface Changeover #793

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569ad44
Add interface, initial integration, working guide for interface.
cpfiffer May 12, 2019
e6835f4
Merge branch 'master' into csp/interface-pt1
cpfiffer May 12, 2019
64c7174
Initial work on HMC
cpfiffer May 12, 2019
af1b440
Added `transitions_init` function
cpfiffer May 12, 2019
0ac1bc5
Merge branch 'csp/interface-pt1' into csp/interface-pt2
cpfiffer May 12, 2019
42ae2b1
Merge branch 'master' into csp/interface-pt2
cpfiffer May 18, 2019
f4db1d8
More work.
cpfiffer May 21, 2019
948cd2a
Add sampler state type.
cpfiffer May 25, 2019
a79a03a
SMC is working now.
cpfiffer May 25, 2019
ff80e32
Imports
cpfiffer May 25, 2019
5e4f28e
Allow chains to take kwargs, import Chains function
cpfiffer May 25, 2019
cc3382d
Merge branch 'master' into csp/interface-pt2
cpfiffer May 25, 2019
fb3ef09
Merge branch 'master' into csp/interface-pt2
cpfiffer May 29, 2019
cddc227
More work on interface.
cpfiffer May 29, 2019
64737c0
Updates for PG
cpfiffer May 31, 2019
6175f62
Added default sample_init! for chain resumption
cpfiffer May 31, 2019
ceacb2d
Silenced annoying warning.
cpfiffer May 31, 2019
8023163
Imported the set_resume! function.
cpfiffer May 31, 2019
dfd54ba
Created set_resume! to resume chains.
cpfiffer May 31, 2019
df10cbf
Tidying up the particle samplers.
cpfiffer Jun 2, 2019
421c025
MH work.
cpfiffer Jun 8, 2019
5a342de
Merge branch 'master' into csp/interface-pt2
cpfiffer Jun 8, 2019
7e109ae
Typing changes, typo fixes
cpfiffer Jun 9, 2019
09effba
Interface updates, IS, MH are done, and HMC beginnings.
cpfiffer Jun 9, 2019
d8708fc
Fix interface typo
cpfiffer Jun 13, 2019
c395747
Deleted mistakenly added file.
cpfiffer Jun 13, 2019
3dcf546
HMC works, NUTS/HMCDA doesn't.
cpfiffer Jun 13, 2019
b99255d
Added callback functionality to interface.
cpfiffer Jun 13, 2019
44803be
Fixed spacing.
cpfiffer Jun 16, 2019
b50e2b9
Initial work on Gibbs.
cpfiffer Jun 16, 2019
971fc76
HMC, NUTS, HMCDA now work with the new interface.
cpfiffer Jun 16, 2019
3b8c44a
Added an additional ease-of-use interface function for step functions.
cpfiffer Jun 16, 2019
92bcd7c
Work on Gibbs API updates.
cpfiffer Jun 20, 2019
b7ccca7
More work on Gibbs.
cpfiffer Jun 21, 2019
f79e902
Set Gibbs to use regular Transition type.
cpfiffer Jun 26, 2019
6f5f22d
Minor changes.
cpfiffer Jun 26, 2019
d0304e2
Fixed PG, SMC.
cpfiffer Jul 1, 2019
9169bf7
Add SMC to Gibbs components.
cpfiffer Jul 1, 2019
d2c232b
Move contributed samplers to `contrib/inference` folder.
cpfiffer Jul 1, 2019
274f06e
Remove SMC from Gibbs.
cpfiffer Jul 1, 2019
e2ac9bf
Moved PMMH, IPMCMC to contrib folder.
cpfiffer Jul 1, 2019
6ffba05
Set up contribution folder.
cpfiffer Jul 2, 2019
02822af
Move to new function format for HMC.
cpfiffer Jul 3, 2019
7940560
Link all HMC.
cpfiffer Jul 5, 2019
3cfbe8c
HMC test updates.
cpfiffer Jul 5, 2019
0178a39
link! and invlink! for dynamic HMC parameter initialization.
cpfiffer Jul 5, 2019
874a37f
Fixed variable name updates.
cpfiffer Jul 6, 2019
df77f32
Fixed kwargs bug.
cpfiffer Jul 6, 2019
8c9ff5a
Test updates.
cpfiffer Jul 6, 2019
0d9385a
Always call Sampler with `model`
cpfiffer Jul 7, 2019
01fe845
DynamicHMC support.
cpfiffer Jul 7, 2019
7835cf9
Allow runmodel! with SampleFromUniform and SampleFromPrior
cpfiffer Jul 7, 2019
6ddf44f
Misc. updates.
cpfiffer Jul 7, 2019
03506ba
Allowed Gibbs to use the previous transition object.
cpfiffer Jul 7, 2019
0253833
More specific dispatch for HMC.
cpfiffer Jul 7, 2019
76de2c1
Commented out particle samplers that may not be supported.
cpfiffer Jul 7, 2019
2bb73e7
Test updates.
cpfiffer Jul 7, 2019
40daa2e
Fixed type parameter for ParticleTransition
cpfiffer Jul 9, 2019
6bd8e05
Removed transition allocation for Gibbs step (unused)
cpfiffer Jul 9, 2019
24e28ca
HMC updates, moved tests.
cpfiffer Jul 9, 2019
6573052
Corrected sampler linking.
cpfiffer Jul 10, 2019
67542a4
Rebase 'master' into csp/interface-pt2
cpfiffer Jul 12, 2019
5e1fbbf
Test updates, Gibbs fixes.
cpfiffer Jul 12, 2019
7b6a9d8
Merge branch 'master' into csp/interface-pt2
cpfiffer Jul 13, 2019
e31b7ef
Improvements to use getparams, updated
cpfiffer Jul 13, 2019
34eedf1
fix mapreduce error
mohdibntarek Jul 14, 2019
d63c2c1
fix the fix
mohdibntarek Jul 14, 2019
a72d452
Empty space returns all indices now.
cpfiffer Jul 15, 2019
70155ab
Test updates.
cpfiffer Jul 15, 2019
78d472c
Test fixes, improvements to chain construction and VarInfo parameter …
cpfiffer Jul 17, 2019
471cdc6
Test updates.
cpfiffer Jul 19, 2019
dc698f1
Test updates (again)
cpfiffer Jul 19, 2019
cb811e9
Minor updates to parameter retrieval, name construction.
cpfiffer Jul 20, 2019
9a47abc
Merge branch 'master' into csp/interface-pt2
cpfiffer Jul 28, 2019
626d410
Minor updates to parameter retrieval, name construction.
cpfiffer Jul 20, 2019
4c9ae07
Revert "Minor updates to parameter retrieval, name construction."
cpfiffer Jul 28, 2019
8d82204
Revert "Merge branch 'master' into csp/interface-pt2"
cpfiffer Jul 28, 2019
591deaf
Merge branch 'master' into csp/interface-pt2
cpfiffer Jul 28, 2019
e8c8d3d
Added istrans function as a shortcut
cpfiffer Jul 28, 2019
b43ffe0
HMC improvements and test updates.
cpfiffer Jul 28, 2019
00f13b1
Test improvements, varname changes.
cpfiffer Jul 28, 2019
ac63266
Merge branch 'master' into csp/interface-pt2
cpfiffer Jul 30, 2019
c3047c7
VarName updates.
cpfiffer Aug 3, 2019
a88b6a2
Fixed all the VarName stuff, thanks @mohamed82008.
cpfiffer Aug 4, 2019
3c009b4
Test fixes.
cpfiffer Aug 4, 2019
eca29cf
Fixed gids, idcs lengths.
cpfiffer Aug 9, 2019
b3c6bbe
Merge branch 'master' into csp/interface-pt2
cpfiffer Aug 9, 2019
2e5b8e1
Moved interface tools into separate file.
cpfiffer Aug 9, 2019
f5c2b3d
Added interfacel.jl
cpfiffer Aug 9, 2019
b1c8e5a
Merge branch 'master' into csp/interface-pt2
cpfiffer Aug 12, 2019
09e75e4
Remove isnothing in favor of x === nothing for compat reasons.
cpfiffer Aug 12, 2019
e33c53b
Merge remote-tracking branch 'origin/csp/interface-pt2' into csp/inte…
cpfiffer Aug 12, 2019
c57d503
Lower bound MCMCChains.
cpfiffer Aug 12, 2019
47b44b0
Update manifest.
cpfiffer Aug 12, 2019
62fc53f
Remove another isnothing( ) call.
cpfiffer Aug 12, 2019
4911f65
Cleanup: copied `docs` folder from master.
yebai Aug 13, 2019
63c32ac
Cleanup: fixed a few strange git merge errors by hand.
yebai Aug 13, 2019
b45f1eb
SamplerState => AbstractSamplerState, fixed constructor.
cpfiffer Aug 13, 2019
3e671d8
Merge branch 'csp/interface-pt2' of https://github.com/TuringLang/Tur…
cpfiffer Aug 13, 2019
dfb9c85
Added VI back in.
cpfiffer Aug 13, 2019
33ce303
Fixed exports
cpfiffer Aug 13, 2019
f491a8a
Fixed variational files.
cpfiffer Aug 13, 2019
6c32047
Add sample_init! and step! functions for DynamicHMC
cpfiffer Aug 13, 2019
8341c53
Add VI tests in.
cpfiffer Aug 13, 2019
6748a5d
Recover ad.jl changes.
cpfiffer Aug 13, 2019
86ae743
Add ad.jl tests.
cpfiffer Aug 13, 2019
3a16242
Update AdvancedSMC, use an hmc.jl convention.
cpfiffer Aug 13, 2019
8762c3a
Add assert statement for resume_from.
cpfiffer Aug 13, 2019
200b2b8
Move tonametuple to RandomVariables.jl
cpfiffer Aug 13, 2019
3156a08
Fixed docstring for tonamedtuple
cpfiffer Aug 13, 2019
f1f55cb
BlankState => SamplerState
cpfiffer Aug 13, 2019
fedd004
Add back changes from #860
cpfiffer Aug 13, 2019
119a578
Revert "Add back changes from #860"
cpfiffer Aug 13, 2019
7d18411
final_logevidence => average_logevidence
cpfiffer Aug 13, 2019
b28e0e3
Added comment to _getidcs
cpfiffer Aug 13, 2019
d60527a
Exports and AdvancedSMC removal of weight field.
cpfiffer Aug 13, 2019
32102ef
Test fixes, SMC updates.
cpfiffer Aug 14, 2019
0436852
Update SMC(n_particles) to just SMC().
cpfiffer Aug 14, 2019
adfcfb3
Remove ~isempty check for updategid!
cpfiffer Aug 16, 2019
39ede3b
Commenting on Gibbs gid, removed old IS sampler signature.
cpfiffer Aug 17, 2019
953f9c7
Consolidate default interface extensions.
cpfiffer Aug 18, 2019
b518357
Removed old Sample code, removed a comment from RV, updated runtests.
cpfiffer Aug 18, 2019
dd22546
Add distributions.jl tests back in.
cpfiffer Aug 18, 2019
fa63925
Merging everything.
cpfiffer Aug 21, 2019
703dedd
Some doc fixes
cpfiffer Aug 21, 2019
c4fadf9
Fixed a minor bug with chain sections.
cpfiffer Aug 21, 2019
3e3095a
Updated interface guide.
cpfiffer Aug 24, 2019
f003bbc
Add initialize_theta, remove sample_end for DHMC
cpfiffer Aug 24, 2019
071c553
Allow parameter initialization for SMC
cpfiffer Aug 24, 2019
1b28dfb
HMC pass RNG, functionalized parameter init
cpfiffer Aug 24, 2019
fa5812e
Convert internals to NamedTuple, add init theta
cpfiffer Aug 24, 2019
9fa665d
Updated max tree depth and init_theta
cpfiffer Aug 24, 2019
6b0f6f1
Set NUTS to DiagEuclidian
cpfiffer Aug 24, 2019
484a806
Allow users to disable the progress meter.
cpfiffer Aug 24, 2019
3998332
Add a comment to clarify state_bad.
cpfiffer Aug 24, 2019
47351fc
Fixed an overwritten function.
cpfiffer Aug 24, 2019
6af6d4b
Allow DynamicHMC to use parameter init.
cpfiffer Aug 24, 2019
5d9a6a2
Fixed performance regression in hmc_step
cpfiffer Aug 24, 2019
9f963d9
Removed a bad file.
cpfiffer Aug 25, 2019
d9c69e4
Gibbs updates, HMC fixes?
cpfiffer Aug 25, 2019
6159c3a
Added bad AD fix.
cpfiffer Aug 25, 2019
d18d2a5
Fixed misspelled function.
cpfiffer Aug 25, 2019
f384250
Reverted HMC performance fix.
cpfiffer Aug 25, 2019
93bf80a
update the new AHMC interface
xukai92 Aug 27, 2019
7ecdbd4
fix interface bug; change tests to use NUTS
xukai92 Aug 27, 2019
2571443
rename internal step size for HMCDA and NUTS to simply ϵ (interface u…
xukai92 Aug 27, 2019
4a77bc5
update AHMC interface
xukai92 Aug 28, 2019
7ef3e46
Support AHMC callback, new HamiltonianTransition type.
cpfiffer Aug 28, 2019
d186cd1
Allowed use of Turing's global PROGRESS
cpfiffer Aug 28, 2019
6dd8196
update name and fix next! bug
xukai92 Aug 29, 2019
1c19208
Remove InterfaceExtensions.jl
cpfiffer Sep 3, 2019
1bfe530
Rename tests for interface implementations.
cpfiffer Sep 3, 2019
1880825
Merge docs update.
cpfiffer Sep 3, 2019
b8a28a8
Fixed runtests.jl.
cpfiffer Sep 3, 2019
a57a866
Bound DynamicHMC to [1.0-2.0)
cpfiffer Sep 3, 2019
6ae889d
Lower bound AHMC at 0.2.4
cpfiffer Sep 3, 2019
ed715b3
Delete Manifest.
cpfiffer Sep 3, 2019
1b857a7
Removed ref to missing file.
cpfiffer Sep 3, 2019
d690608
Update incomplete sentence.
cpfiffer Sep 5, 2019
6f95dba
Typing DHMC
cpfiffer Sep 5, 2019
d35ca9b
Ignore manifest.
cpfiffer Sep 5, 2019
20e4e47
Minor RandomVariables updates.
cpfiffer Sep 5, 2019
cf7a112
Cleaning particle code, parametric typing
cpfiffer Sep 5, 2019
c53f210
Typing Gibbs
cpfiffer Sep 5, 2019
887668e
Some HMC typing.
cpfiffer Sep 5, 2019
46553a3
Removing getparams
cpfiffer Sep 5, 2019
7c1b211
Typing IS and MH
cpfiffer Sep 5, 2019
a3a4c27
Typing IS
cpfiffer Sep 5, 2019
42ab42c
Remove unintentionally added files.
cpfiffer Sep 5, 2019
e348c03
Remove weird comments in test file.
cpfiffer Sep 5, 2019
85c535f
Unbreaking things.
cpfiffer Sep 5, 2019
b784cd4
Fixed IS
cpfiffer Sep 5, 2019
45a9d33
Fixed DynamicHMC imports.
cpfiffer Sep 5, 2019
95890db
Switched a compiler test to HMC instead of NUTS.
cpfiffer Sep 5, 2019
01061cf
improve docstring
xukai92 Sep 5, 2019
abf9541
remove a space
xukai92 Sep 5, 2019
51851dc
Formatting and tidying.
cpfiffer Sep 5, 2019
ed28519
Add docstring to GibbsState, removed subsamples.
cpfiffer Sep 5, 2019
773a493
Rename spl_bad and state_bad.
cpfiffer Sep 5, 2019
7368b52
Fixed dim issue, consolidated gen_metric
cpfiffer Sep 5, 2019
284eb49
Remove dim insertion, added update call to hmc.jl.
cpfiffer Sep 5, 2019
5efbcee
Added resize! call to sample_init! for HMC.
cpfiffer Sep 6, 2019
87aaac4
Fixed preconditioner call bug.
cpfiffer Sep 6, 2019
5105d86
Change TruncatedNormal to Uniform
cpfiffer Sep 6, 2019
b93e3ec
Remove cache folder.
cpfiffer Sep 6, 2019
fcbec15
Tidied AdvancedSMC.
cpfiffer Sep 6, 2019
432046a
Minor bugfix for SMC.
cpfiffer Sep 7, 2019
9eca4e9
Add update back to HMC code, add test.
cpfiffer Sep 7, 2019
e3f4a38
fix adaptor init bug
xukai92 Sep 7, 2019
97ba653
fix SMC constructor bug (missing type info)
xukai92 Sep 7, 2019
eda073b
make HMC test more robust
xukai92 Sep 7, 2019
2a14f7d
Changed transition to use full struct name.
cpfiffer Sep 7, 2019
a264c92
Remove docs/site
cpfiffer Sep 8, 2019
9cfa438
Removed experimental functions.
cpfiffer Sep 8, 2019
497eedb
Style updates, docstring improvements.
cpfiffer Sep 10, 2019
d992891
Fix Chains constructor bug.
cpfiffer Sep 10, 2019
481ec09
Removed progress kwarg from default callback.
cpfiffer Sep 10, 2019
527c94d
Docstring update.
cpfiffer Sep 10, 2019
bf58264
Allow the use of progress_style=:plain to use the basic progress bar.
cpfiffer Sep 10, 2019
bfa128d
increment version number
xukai92 Sep 11, 2019
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Expand Up @@ -21,3 +21,4 @@ docs/.gems/
docs/Gemfile.lock

.DS_Store
Manifest.toml
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